I am assembling a panel for event history analysis that absolutely must include data from 2007-2020. One of the covariates I hope to use, an index informed by many different variables, only has data up to the year 2018.

What are some ways to balance the panel while still keeping the index as a covariate? Ideally, I would produce some estimate of the index for the years 2019 and 2020.

If it helps, I'm using R. Happy to provide any more information that would be helpful!



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