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

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$46.75 Print Add to cart What are VitalSource eBooks? Your access code will be emailed upon purchase. eBook not available for this title 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:$46.75
 Author: Edward W. Frees Publisher: Cambridge University Press Copyright: 2004 ISBN-13: Pages: 467; eBook Price: $0.00  Author: Edward W. Frees Publisher: Cambridge University Press Copyright: 2004 ISBN-13: Pages: 467; Kindle Price:$

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.