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Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

Autor Edward W. Frees
en Limba Engleză Paperback – 15 aug 2004
This focuses on models and data that arise from repeated observations of a cross-section of individuals, households or companies. These models have found important applications within business, economics, education, political science and other social science disciplines. The author introduces the foundations of longitudinal and panel data analysis at a level suitable for quantitatively oriented graduate social science students as well as individual researchers. He emphasizes mathematical and statistical fundamentals but also describes substantive applications from across the social sciences, showing the breadth and scope that these models enjoy. The applications are enhanced by real-world data sets and software programs in SAS and Stata.
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Specificații

ISBN-13: 9780521535380
ISBN-10: 0521535387
Pagini: 484
Dimensiuni: 152 x 229 x 27 mm
Greutate: 0.77 kg
Ediția:New.
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:New York, United States

Cuprins

1. Introduction; Part I. Linear Models: 2. Fixed effects models; 3. Models with random effects; 4. Prediction and Bayesian Inference; 5. Multilevel models; 6. Random regressors; 7. Modeling issues; 8. Dynamic models; Part II. Nonlinear Models: 9. Binary dependent variables; 10. Generalized linear models; 11. Categorical dependent variables and survival models; Appendix A. Elements of Matrix Algebra; Appendix B. Normal distribution; Appendix C. Likelihood-based inference; Appendix D. Kalman Filter; Appendix E. Symbols and notation; Appendix F. Selected longitudinal and panel data sets; Appendix G. References.

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Descriere

An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.