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Longitudinal and Panel Data : Analysis and Applications in the Social Sciences - Edward W. Frees

Longitudinal and Panel Data

Analysis and Applications in the Social Sciences

Hardcover

Published: 1st August 2004
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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.

Introduction
Linear Models
Fixed effects models
Models with random effects
Prediction and Bayesian Inference
Multilevel models
Random regressors
Modeling issues
Dynamic models
Nonlinear Models
Binary dependent variables
Generalized linear models
Categorical dependent variables and survival models
Elements of Matrix Algebra
Normal distribution
Likelihood-based inference
Kalman Filter
Symbols and notation
Selected longitudinal and panel data sets
References
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521828284
ISBN-10: 0521828287
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 484
Published: 1st August 2004
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 22.8 x 15.2  x 3.2
Weight (kg): 0.88