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

$48.50 each

Edward W. Frees
Publisher: Cambridge University Press
Copyright: 2004
ISBN-13: 978-0-521-53538-0
Pages: 467; paperback
Price: $48.50

Comment from the Stata technical group

Longitudinal and Panel Data is among the most complete of texts devoted to panel-data methodology and, although it is organized as a graduate text, will also serve as a valuable reference. Since the technology associated with analyzing panel data is quickly evolving, it is important to have such a current survey of the various models and estimation techniques available.

Beginning with linear fixed-effects models, the discussion proceeds naturally toward linear random-effects models and linear mixed models (including details on estimation, prediction, and inference). Instrumental variables and dynamic-panel models are then covered, followed by chapters covering binary dependent variables, generalized linear models, and categorical/survival models. One of the biggest strengths of this text is its detailed discussion of the various estimation methods and how they apply to the various models: maximum likelihood, restricted maximum likelihood, generalized estimating equations, generalized method of moments, and Kalman filters, just to name a few.

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