Create a panel data

I have 1173 individuals, each measured annually from 1959 through 2002, which means 44 years of data of one specific variable. In total the matrix has 51612 rows. I want to include an additional variable. This variable has several missing values, and in total 17933 values. For some individuals there is only one value, for example there is a value for the year 1974, and other has no missing values. There are no individuals without any values for this variable.

My question is: how do I include the 17933 values into the panel data of the individuals, at the correct place (i.e. year) ?

[Sean de Wolski]

Could you give us a small set of sample data and what you expect for results from it?