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

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 fo...

Full description

Saved in:
Bibliographic Details
Main Author: Frees, Edward W.
Format: eBook
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2004.
Subjects:
Online Access:Click for online access
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
  • F. Selected Longitudinal and Panel Data Sets.