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Longitudinal and Panel Data Edward W. Frees (University of Wisconsin, Madison)

Longitudinal and Panel Data By Edward W. Frees (University of Wisconsin, Madison)

Longitudinal and Panel Data by Edward W. Frees (University of Wisconsin, Madison)


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Summary

Introduces the subject's foundations at a level suitable for quantitatively oriented graduate social-science students and individual researchers. It emphasizes mathematical and statistical fundamentals and describes substantive applications from across the social sciences, demonstrating the wide scope of the models. Includes real-world data sets and software programs in SAS and Stata.

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Longitudinal and Panel Data Summary

Longitudinal and Panel Data: Analysis and Applications in the Social Sciences by Edward W. Frees (University of Wisconsin, Madison)

This focuses on models and data that arise from repeated observations of a cross-section of individuals, households or companies. 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. He emphasizes mathematical and statistical fundamentals but also describes substantive applications from across the social sciences, showing the breadth and scope that these models enjoy. The applications are enhanced by real-world data sets and software programs in SAS and Stata.

About Edward W. Frees (University of Wisconsin, Madison)

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.

Table of Contents

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.

Additional information

CIN0521535387G
9780521535380
0521535387
Longitudinal and Panel Data: Analysis and Applications in the Social Sciences by Edward W. Frees (University of Wisconsin, Madison)
Used - Good
Paperback
Cambridge University Press
2004-08-16
484
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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