Run reg on observations from 1999 to 2013, where some indices cover only 2007-2013

[HildeKarineSaeberg]

Hi! I have a dataset stretching from 1999 to 2013. My independent variables are several different indices. However, some of the indices cover only 2007-2013. If I run a normal regression, Stata removes all the observations that is older than 2007. Is it possible to run a regression where I can include all the observations back to year 1999?

[Maarten Buis]

Easiest solution would be to not include those problematic indices. If you want to include those problematic indices I would probably live with the fact that I can only use the years 2007-2013. You could try multiple imputation, but I am not sure how well that deals with the time-series nature of your problem.

[HildeKarineSaeberg]

Thank you so much!