How to handle covariates with different histories

I am trying to estimate a regression model with several covariates where several of the covariates have a different amount of history. Any advice on how to set this problem up is appreciated.

Hi @mlemmon, could you please provide a bit more details of what you are trying to do? Preferabily with some data :slight_smile:

As @junpenglao suggested in another thread, you can feed in the entire history, then have PyMC3 handle the missing values.