Edward W. Frees: Longitudinal and Panel Data

Cover: 9780521535380 | Longitudinal and Panel Data | Edward W. Frees | Taschenbuch | Englisch

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Sprache: Englisch

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Beschreibung

This title focuses on models and data that arise from repeated observations of a cross-section of individuals, households or firms. 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. The applications are enhanced by real-world data sets and software programs in SAS and Stata.

Über den Autor

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.

Inhaltsverzeichnis

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.

Erscheinungsjahr:	2010
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
ISBN-13:	9780521535380
ISBN-10:	0521535387
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Frees, Edward W.
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 29 mm
Von/Mit:	Edward W. Frees
Erscheinungsdatum:	01.04.2010
Gewicht:	0,779 kg

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