Skip to content
Register Sign in Wishlist
Longitudinal and Panel Data

Longitudinal and Panel Data
Analysis and Applications in the Social Sciences

$57.99 (P)

  • Date Published: August 2004
  • availability: Available
  • format: Paperback
  • isbn: 9780521535380

$ 57.99 (P)

Add to cart Add to wishlist

Other available formats:
Hardback, eBook

Looking for an examination copy?

This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • Focusing on an analysis of models and data that arise from repeated observations of a cross-section of individuals, households or firms, this book also covers 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 social science graduate students as well as individual researchers. He emphasizes mathematical and statistical fundamentals but also demonstrates substantive applications from across the social sciences. These applications are enhanced by real-world data sets and software programs in SAS and Stata.

    • A flexible and easy teaching text - includes many real world data sets and exercises and technical appendix to allow instructor to choose the topics to cover
    • Contains many interesting historical references
    • Software examples in SAS and Stata
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: August 2004
    • format: Paperback
    • isbn: 9780521535380
    • length: 484 pages
    • dimensions: 229 x 150 x 30 mm
    • weight: 0.77kg
    • availability: Available
  • 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.

  • Author

    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.

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.