Longitudinal and panel data : analysis and applications in the social sciences / Edward W. Frees.

Author
Frees, Edward W. [Browse]
Format
Book
Language
English
Εdition
1st ed.
Published/​Created
Cambridge, UK ; New York : Cambridge University Press, 2004.
Description
1 online resource (xvi, 467 pages) : digital, PDF file(s).

Details

Subject(s)
Summary note
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.
Notes
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Bibliographic references
Includes bibliographical references (p. 451-462) and index.
Language note
English
Contents
Cover; Half-title; Title; Copyright; Contents; Preface; 1 Introduction; 2 Fixed-Effects Models; 3 Models with Random Effects; 4 Prediction and Bayesian Inference; 5 Multilevel Models; 6 Stochastic Regressors; 7 Modeling Issues; 8 Dynamic 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 State Space Model and the Kalman Filter; Appendix E Symbols and Notation; Appendix F Selected Longitudinal and Panel Data Sets; References; Index
ISBN
  • 1-107-14754-9
  • 1-280-54050-8
  • 0-511-79092-9
  • 0-511-21527-4
  • 0-511-21706-4
  • 0-511-21169-4
  • 0-511-31569-4
  • 0-511-21346-8
OCLC
171139114
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