Longitudinal and panel data : analysis and applications in the social sciences

書誌事項

Longitudinal and panel data : analysis and applications in the social sciences

Edward W. Frees

Cambridge University Press, 2004

  • : hbk
  • : pbk

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注記

Includes bibliographical references (p. 451-462) and index

内容説明・目次

内容説明

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.

目次

  • 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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