Edward W. Frees

Longitudinal and Panel Data

Analysis and Applications in the Social Sciences

• Broschiertes Buch

Produktbeschreibung

This title focuses on models and data that arise from repeated observations of a cross-section of individuals, households or firms. 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. The applications are enhanced by real-world data sets and software programs in SAS and Stata.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 484
• Erscheinungstermin: 1. April 2010
• Englisch
• Abmessung: 229mm x 152mm x 29mm
• Gewicht: 779g
• ISBN-13: 9780521535380
• ISBN-10: 0521535387
• Artikelnr.: 21599895

Autorenporträt

E. W. Frees is a 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 for Insurance: Mathematics and Economics. An award-winning researcher, he as published in the leading refereed academic journals in Business and Economics and Theoretical and Applied Statistics.

Inhaltsangabe

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.