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From |
Richard Herron <richard.c.herron@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Differencing when dependent variable only defined every 4th year |

Date |
Wed, 23 Nov 2011 14:42:16 -0500 |

Would you like to carry forward election year data for the following three years? The following should replace the empty data with the previous election year's data. tsset state year replace x = l.x if (x == .) On Wed, Nov 23, 2011 at 13:13, Sebastian Barfort <sb3730@nyu.edu> wrote: > Hi all, > > 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. > > Thanks in advance, > Sebastian > Sb3730@nyu.edu > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Differencing when dependent variable only defined every 4th year***From:*Nick Cox <n.j.cox@durham.ac.uk>

**References**:**st: Differencing when dependent variable only defined every 4th year***From:*Sebastian Barfort <sb3730@nyu.edu>

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