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Longitudinal and Panel Data: Analysis and Applications in the Social Sciences, by Edward W. Frees
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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.
- Sales Rank: #1757636 in eBooks
- Published on: 2004-08-16
- Released on: 2004-08-16
- Format: Kindle eBook
About the Author
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.
Most helpful customer reviews
11 of 11 people found the following review helpful.
This is an EXCELLENT book on panel data analysis!!
By Yin Luo
This is a very good book on panel data analysis. The author nicely summarized the key ideas about panel data from a few academic fields (biostatistics, econometrics, social science, and general statistics). The analysis of panel data could be confusing because different people in different fields could call the same thing by different names. People in econometrics sometimes ignore what is well developed in biostatistics, and vice versa. The author built the bridge among all these fields using an unified language.
This is a book about applied statistics. Theories and mathematics are covered in the appendices at the end of each chapter and the end of the book. A lot of examples from economics and social science are demonstrated in the book. Exercises are well organized and used to provide additional insights.
Highly recommend for applied statisticians.
0 of 0 people found the following review helpful.
One of the best panel econometrics text
By LOV
This is one of the best panel econometrics text, combining both statistical (longitudinal) materials and econometric (panel) literature, written in a unique combination of technical and practical way. It is a joy to read this book, definitely one of the best panel analysis books I have seen and perhaps the easiest one to read among the technical ones at the similar level.
3 of 5 people found the following review helpful.
Very comprehensive book
By Viviana Fernandez
This book is an excelent complement to panel data textbooks (such as Arellano's and Balthagi's) because it deals with problems generally encountered in microdata, such as sample selection.
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