Longitudinal and Panel Data
Longitudinal and Panel Data
Looking for an examination copy?
This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact [email protected] providing details of the course you are teaching.
Focusing on an analysis of models and data that arise from repeated observations of a cross-section of individuals, households or firms, this book also covers 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 social science graduate students as well as individual researchers. He emphasizes mathematical and statistical fundamentals but also demonstrates substantive applications from across the social sciences. These applications are enhanced by real-world data sets and software programs in SAS and Stata.
- A flexible and easy teaching text - includes many real world data sets and exercises and technical appendix to allow instructor to choose the topics to cover
- Contains many interesting historical references
- Software examples in SAS and Stata
Product details
August 2004Hardback
9780521828284
484 pages
238 × 158 × 36 mm
0.77kg
Available
Table of Contents
- 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.
