Longitudinal and Panel Data
Analysis and Applications in the Social Sciences

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

Edward W. Frees (Author)

9780521535380, Cambridge University Press

Paperback, published 16 August 2004

484 pages
22.9 x 15.2 x 2.7 cm, 0.7 kg

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.

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.

Subject Areas: Probability & statistics [PBT], Business mathematics & systems [KJQ]