Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

ISBN-13: 9780521535380 / Angielski / Miękka / 2004 / 484 str.

Edward W Frees

Opis

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

Spis treści

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.