Applied panel data analysis for economic and social surveys:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin ; Heidelberg
Springer
2013
|
| Schlagwörter: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=4093094&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025691981&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XV, 327 S. graph. Darst. |
| ISBN: | 9783642329135 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | IMAGE 1
1 INTRODUCTION 1
1.1 BENEFITS AND CHALLENGES O F THE PANEL DESIGN 2
1.1.1 BENEFITS 2
1.1.2 CHALLENGES 7
1.2 OUTLINE O F THE BOOK 12
1.3 AUDIENCE AND PREREQUISITES 12
2 MANAGING PANEL DATA 15
2.1 THE NATURE O F PANEL DATA 16
2.2 THE BASICS OF PANEL DATA MANAGEMENT 19
2.2.1 MERGING AND APPENDING DATA 2 0
2.2.2 BASIC APPEND AND MERGE COMMANDS 23
2.2.3 BUILDING A WORKING DATA SET WITH APPEND AND MERGE COMMANDS 25
2.2.4 WIDE AND LONG FORMAT 27
2.2.5 SOME GENERAL REMARKS 30
2.3 THREE CASE STUDIES ON POVERTY IN GERMANY 31
2.3.1 CASE STUDY 1: HOW MANY GERMAN CITIZENS WERE POOR IN 2004? A
CROSS-SECTIONAL ANALYSIS 33
2.3.2 CASE STUDY 2: DID POVERTY INCREASE IN GERMANY AFTER 2004? AN
ANALYSIS OF POOLED CROSS-SECTIONS 4 0
2.3.3 CASE STUDY 3: HOW LARGE IS THE RISK O F BECOMING POOR IN GERMANY?
A PANEL ANALYSIS 42
2.4 HOW TO REPRESENT A POPULATION WITH PANEL DATA? 49
2.4.1 WEIGHTED AND UNWEIGHTED ANALYSIS O F CROSS-SECTIONS . . . 50 2.4.2
WEIGHTING IN BALANCED AND UNBALANCED PANELS 52
2.4.3 WHEN TO USE WEIGHTS? 55
2.5 CONCLUSION AND FURTHER READING 58
3 DESCRIBING AND MODELING PANEL DATA 61
3.1 SOME BASIC TERMINOLOGY 62
3.2 MEASUREMENTS OVER TIME ARE NOT INDEPENDENT 65
3.3 DESCRIBING THE DEPENDENT VARIABLE 70
3.4 EXPLAINING THE DEPENDENT VARIABLE OVER TIME: TYPICAL EXPLANATORY
VARIABLES 79
V
HTTP://D-NB.INFO/1024627624
IMAGE 2
VI C O N T E N T S
3.4.1 TIME-CONSTANT AND TIME-VARYING VARIABLES 7 9
3.4.2 SERIALLY CORRELATED OBSERVATIONS 83
3.5 MODELING PANEL DATA 86
3.5.1 MODELING THE LEVEL OF THE DEPENDENT VARIABLE 87
3.5.2 MODELING CHANGE O F THE DEPENDENT VARIABLE 89
3.5.3 ADDITIONAL MODELS 92
3.6 ESTIMATING MODELS FOR PANEL DATA 98
3.6.1 OMITTED VARIABLE BIAS (UNOBSERVED HETEROGENEITY) . . . . 99 3.6.2
SERIALLY CORRELATED AND HETEROSCEDASTIC ERRORS 107
3.6.3 MEASUREMENT ERROR BIAS 109
3.6.4 A FORMAL SUMMARY O F THE MAIN ESTIMATION ASSUMPTIONS . 114 3.7
OVERVIEW O F SUBSEQUENT CHAPTERS 116
4 PANEL ANALYSIS O F CONTINUOUS VARIABLES 119
4.1 MODELING THE LEVEL OF Y 120
4.1.1 IGNORING THE PANEL STRUCTURE 121
4.1.2 MODELING THE PANEL STRUCTURE 126
4.1.3 EXTENSIONS 174
4.2 MODELING THE CHANGE O F Y 180
4.2.1 ANALYSIS OF CHANGE USING CHANGE SCORES 180
4.2.2 ANALYSIS OF CHANGE USING IMPACT FUNCTIONS 185
4.2.3 ANALYSIS OF TRENDS 192
4.3 CONCLUSION AND FURTHER READING 201
5 PANEL ANALYSIS O F CATEGORICAL VARIABLES 203
5.1 MODELING THE LEVEL O F Y: DISCRETE RESPONSE MODELS FOR PANEL DATA
204
5.1.1 IGNORING THE PANEL STRUCTURE 206
5.1.2 MODELING THE PANEL STRUCTURE 227
5.1.3 EXTENSIONS 247
5.2 MODELING THE CHANGE O F Y: DISCRETE-TIME EVENT HISTORY MODELS FOR
PANEL DATA 248
5.2.1 BASIC TERMINOLOGY 251
5.2.2 HOW TO ESTIMATE A DISCRETE-TIME HAZARD MODEL 254
5.2.3 APPLYING THE DISCRETE-TIME EVENT HISTORY MODEL 262
5.2.4 EXTENSIONS 281
5.3 CONCLUSION AND FURTHER READING 284
6 HOW TO DO YOUR OWN PANEL ANALYSIS 287
7 USEFUL BACKGROUND INFORMATION 293
7.1 FUNCTIONS O F RANDOM VARIABLES 293
7.2 ESTIMATION AND TESTING 295
7.2.1 ORDINARY LEAST SQUARES 295
7.2.2 MAXIMUM LIKELIHOOD 307
7.3 WEB SITE O F THE TEXTBOOK 312
IMAGE 3
C O N T E N T S VII
REFERENCES 313
INDEX 319
AUTHOR INDEX 325
|
| any_adam_object | 1 |
| author | Andreß, Hans-Jürgen 1952-2020 Golsch, Katrin Schmidt, Alexander 1983- |
| author_GND | (DE-588)120838370 (DE-588)130497169 (DE-588)1031228225 |
| author_facet | Andreß, Hans-Jürgen 1952-2020 Golsch, Katrin Schmidt, Alexander 1983- |
| author_role | aut aut aut |
| author_sort | Andreß, Hans-Jürgen 1952-2020 |
| author_variant | h j a hja k g kg a s as |
| building | Verbundindex |
| bvnumber | BV040711652 |
| classification_rvk | MR 2200 MR 2000 QH 240 |
| ctrlnum | (OCoLC)809061540 (DE-599)DNB1024627624 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Soziologie Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV040711652 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:23:57Z |
| institution | BVB |
| isbn | 9783642329135 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025691981 |
| oclc_num | 809061540 |
| open_access_boolean | |
| owner | DE-N2 DE-188 DE-473 DE-BY-UBG DE-739 DE-29T DE-20 DE-522 DE-355 DE-BY-UBR DE-824 DE-11 DE-Aug4 DE-523 DE-521 |
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| physical | XV, 327 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| spellingShingle | Andreß, Hans-Jürgen 1952-2020 Golsch, Katrin Schmidt, Alexander 1983- Applied panel data analysis for economic and social surveys Datenmanagement (DE-588)4213132-7 gnd Panelanalyse (DE-588)4173172-4 gnd Modellierung (DE-588)4170297-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4213132-7 (DE-588)4173172-4 (DE-588)4170297-9 (DE-588)4132280-0 |
| title | Applied panel data analysis for economic and social surveys |
| title_auth | Applied panel data analysis for economic and social surveys |
| title_exact_search | Applied panel data analysis for economic and social surveys |
| title_full | Applied panel data analysis for economic and social surveys Hans-Jürgen Andreß ; Katrin Golsch ; Alexander W. Schmidt |
| title_fullStr | Applied panel data analysis for economic and social surveys Hans-Jürgen Andreß ; Katrin Golsch ; Alexander W. Schmidt |
| title_full_unstemmed | Applied panel data analysis for economic and social surveys Hans-Jürgen Andreß ; Katrin Golsch ; Alexander W. Schmidt |
| title_short | Applied panel data analysis for economic and social surveys |
| title_sort | applied panel data analysis for economic and social surveys |
| topic | Datenmanagement (DE-588)4213132-7 gnd Panelanalyse (DE-588)4173172-4 gnd Modellierung (DE-588)4170297-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Datenmanagement Panelanalyse Modellierung Ökonometrie |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4093094&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025691981&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT andreßhansjurgen appliedpaneldataanalysisforeconomicandsocialsurveys AT golschkatrin appliedpaneldataanalysisforeconomicandsocialsurveys AT schmidtalexander appliedpaneldataanalysisforeconomicandsocialsurveys |