>> Home >> Bookstore >> Title index >> Econometrics >> Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

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


Click to enlarge
See the back cover


$49.75 Print

Add to cart

Info What are VitalSource eBooks?
Your access code will be emailed upon purchase.

eBook not available for this title

Author:
Edward W. Frees
Publisher: Cambridge University Press
Copyright: 2004
ISBN-13: 978-0-521-53538-0
Pages: 467; paperback
Price: $49.75
Author:
Edward W. Frees
Publisher: Cambridge University Press
Copyright: 2004
ISBN-13:
Pages: 467; eBook
Price: $0.00

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.

Table of contents

View table of contents >>

Stata

Shop

Support

Company


The Stata Blog: Not Elsewhere Classified Find us on Facebook Follow us on Twitter LinkedIn Google+ YouTube
© Copyright StataCorp LP   •   Terms of use   •   Privacy   •   Contact us