Longitudinal and Panel Data

Analysis and applications in the social sciences

Edward W. Frees

467 pages, parution le 26/10/2004

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Résumé

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.

L'auteur - Edward W. Frees

Edward W. Frees is Professor of Business at the University of Wisconsin-Madison and is holder of the Fortis Health Insurance Professorship of Actuarial Science. He is a Fellow of both the Society of Actuaries and the American Statistical Association. He has served in several editorial capacities including Editor of the North American Actuarial Journal and Associate Editor of Insurance: Mathematics and Economics. An award-winning researcher, he has published in the leading refereed academic journals in actuarial science and insurance, other areas of business and economics, and mathematical and applied statistics.

Sommaire

Introduction
Linear Models
- Fixed effects models
- Models with random effects
- Prediction and Bayesian Inference
- Multilevel models
- Random regressors
- Modeling issues
- Dynamic models
Nonlinear Models
- Binary dependent variables
- Generalized linear models
- Categorical dependent variables and survival models

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Edward W. Frees
Parution	26/10/2004
Nb. de pages	467
Format	15 x 23
Couverture	Broché
Poids	650g
Intérieur	Noir et Blanc
EAN13	9780521535380
ISBN13	978-0-521-53538-0