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Longitudinal and Panel Data

Librairie Eyrolles - Paris 5e

Longitudinal and Panel Data

Longitudinal and Panel Data

Analysis and applications in the social sciences

467 pages, parution le 26/10/2004


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.


  • 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
Voir tout

Caractéristiques techniques du livre "Longitudinal and Panel Data"

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
Sélection de Noël


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