»  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


Info 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
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.

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 YouTube Instagram
© Copyright StataCorp LLC   •   Terms of use   •   Privacy   •   Contact us