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st: RE: Differencing when dependent variable only defined every 4th year


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Differencing when dependent variable only defined every 4th year
Date   Wed, 23 Nov 2011 18:20:30 +0000

You may need to calculate all your variables before you fit to election years only.  

Nick 
n.j.cox@durham.ac.uk 

Sebastian Barfort

I've encountered a problem in a time series regression I want to do. I have a panel with 49 US states running from 1960-2008. All my independent variables have observations for all years. However, the dependent variable is defined only every other 4th year (it's presidential election data). The regression I want to run is the following:

y(t)-y(t-4)=alpha+beta1(x1(t)-x1(t-1))+beta2(x1(t-1)-x1(t-2))+beta3(x2(t)-x2(t-1))+beta4(x2(t-1)-x2(t-2)) etc etc...

But how can I do this in Stata? I've defined the data as time series with t=year the time variable, but can't seem to find the right way to go around the problem. 


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