A practical guide to using panel data:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Los Angeles [u.a.]
Sage
2015
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027236976&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XXVII, 310 S. graph. Darst. |
| ISBN: | 9781446210871 9781446210864 1446210863 |
Internformat
MARC
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| 245 | 1 | 0 | |a A practical guide to using panel data |c Simonetta Longhi ; Alita Nandi |
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Datensatz im Suchindex
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|---|---|
| adam_text | Titel: A practical guide to using panel data
Autor: Longhi, Simonetta
Jahr: 2015
Contents
List of Figures xi
List of Tables xv
List of Acronyms xvii
About the Authors xix
Acknowledgements xxi
Introduction xxiii
Part I
Data Preparation in Micro Panel Surveys 1
1 Why Panel Surveys? 3
1.1 What Are Longitudinal Data? 3
1.2 Advantages of Longitudinal Versus Cross-Section Data 4
1.3 Missing Data, Balanced and Unbalanced Panels 5
1.4 Summary and Suggestions for Further Reading 6
2 Different Types of Panel Surveys 9
2.1 Introduction 9
2.2 Censuses Versus Sample Surveys 10
2.3 Surveys Versus Administrative Data 11
2.4 Who is Included in the Survey and for How Long? 12
2.5 Methods of Data Collection 13
2.6 Attrition and Refreshment Samples 15
2.7 Household Panel Surveys Around the World 15
2.7.1 The Panel Study of Income Dynamics (PSID) 16
2.7.2 The German Socio-Economic Panel (SOEP) 17
2.7.3 The British Household Panel Survey (BHPS) 17
2.7.4 Understanding Society: The UK Household
Longitudinal Study (UKHLS) 18
2.7.5 Other Panel Surveys 19
2.8 Summary and Suggestions for Further Reading 20
3 A First Look at the Data Using Stata 23
3.1 Introduction 23
3.1.1 Stata Windows and Help 24
3.1.2 Stata Commands 25
3.1.3 Variable Types and Names 26
3.1.4 do Files 28
3.1.5 Best Practice 30
3.1.6 Global and Local Macros 32
3.1.7 Portability and Reproducibility 34
3.2 How to Open Datasets 35
3.2.1 Opening Datasets in Stata Format 35
3.2.2 Opening Datasets That Are Not in Stata Format 37
3.2.3 Opening PSID Data 38
3.3 Inspecting and Receding Variables 40
3.4 Renaming, Creating and Labelling Variables and Values 44
3.5 Graphs: Histograms and Density Plots 49
3.6 Clean Up and Save Datasets for Future Use 54
3.7 Summary and Suggestions for Further Reading 55
4 Preparing the Data for Longitudinal Analysis 57
4.1 Introduction 57
4.2 Merging Two Files into Long Format 59
4.3 Generalisation to Multiple Waves 60
4.3.1 Appending Files in Datasets Where Variable
Names Follow Rules 60
4.3.2 Appending Files When Variable Names Do
Not Follow One Rule 63
4.4 Preparing PSID Data: Reshaping Files from Wide to
Long and Vice Versa 64
4.5 Receding Variables and Identifying the Data as a Panel 66
4.6 How to Compute Changes over Time 69
4.7 Graphically Analysing Panel Data 73
4.8 Summary and Suggestions for Further Reading 78
5 Working with Multiple Datasets 79
5.1 Introduction 79
5.2 Overview of Poverty Analysis 81
5.2.1 Defining Poverty 81
5.2.2 Variables Needed for Poverty Analysis 82
5.3 Setting Up the BHPS Data for Poverty Analysis 83
5.3.1 Creating Household-Level Variables from
Individual-Level Data 83
5.3.2 Linking Household- and Individual-Level Data 86
5.3.3 Relative Poverty Measure 91
5.3.4 Linking External Datasets: Issues of Data Linkage 93
5.3.5 Linking External Datasets: Matching Census Data
with the BHPS Data 94
5.4 Descriptive Analysis of Poverty 96
5.5 Combining Household- and Individual-Level Data in the
PSID, SOEP and UKHLS 98
5.6 Converting Individual-Level Files into Household-Level Files 100
5.7 Setting Up the Data in Wide Format 101
5.7.1 Merging Files into Wide Format 101
5.7.2 Poverty Transitions 102
5.8 Summary and Suggestions for Further Reading 103
6 Identifying Household Members and Matching
Information of Spouses and Partners 105
6.1 Introduction 105
6.2 Identifying Household Members 106
6.2.1 Identifying Household Members in the BHPS 106
6.2.2 Identifying Household Members in the UKHLS 109
6.2.3 Identifying Household Members in the SOEP 109
6.2.4 Identifying Household Members in the PSID 114
6.2.5 Other Family Members 115
6.3 Matching Data of Respondents with Those of Their
Spouses and Partners 116
6.4 Analysis: Assortative Matching 122
6.5 Summary and Suggestions for Further Reading 125
Part II
Analysis of Cross-Section and Panel Data 127
7 Sample Design, Non-Response and Weights 129
7.1 Introduction 129
7.1.1 Key Concepts 129
7.1.2 Sample Designs 131
7.1.3 Sampling Error 133
7.1.4 Coverage and Non-Response Error 134
7.2 When and How to Use Weights 135
7.2.1 Weighted Estimators 135
7.2.2 Weights in the BHPS 137
7.2.3 Weights in the SOEP 138
7.2.4 Weights in the PSID 139
7.2.5 Weights in the UKHLS 140
7.2.6 Producing Weighted Estimates Using the BHPS 140
7.2.7 Why Don t We Always Use Weights? 141
7.3 Estimating Standard Errors 142
7.3.1 Estimating Standard Errors in Stata 142
7.3.2 Estimating Standard Errors Using the BHPS 142
7.4 Summary and Suggestions for Further Reading 145
8 Analysis of Cross-Section Data
147
8.1 Introduction 147
8.2 Continuous Dependent Variables 148
8.2.1 Correlation Coefficients Versus Regression
Coefficients 148
8.2.2 Different Types of Standard Errors 153
8.2.3 Post-Estimation Commands 155
8.2.4 Diagnostics 156
8.2.5 Interaction Terms 158
8.3 Using Weights in Regression Models 159
8.4 Binary Dependent Variables 162
8.4.1 Linear and Non-Linear models 162
8.4.2 Coefficients, Marginal Effects, Odd Ratios 165
8.4.3 Different Types of Standard Errors and Other
Post-Estimation Commands 168
8.5 Multiple Outcomes 168
8.5.1 Ordered Outcomes 168
8.5.2 Unordered Outcomes 171
8.6 Heckman Selection Models 173
8.7 Endogeneity 179
8.8 Summary and Suggestions for Further Reading 181
9 Analysis of Panel Data for Continuous Dependent Variables 183
9.1 Introduction 183
9.2 Modelling Unobserved Individual Heterogeneity 184
9.2.1 Pooled Estimations 184
9.2.2 Individual Unobserved Heterogeneity 185
9.2.3 Choosing the Right Estimator 190
9.3 A Note on Multilevel Models 191
9.4 Further Estimators 192
9.5 Different Types of Standard Errors and Other
Post-Estimation Commands 193
9.6 Storing Text in Local Macros 194
9.7 Summary and Suggestions for Further Reading 194
10 Analysis of Panel Data for Discrete Dependent Variables 197
10.1 Introduction 197
10.2 Panel Data Methods for Binary Dependent Variables 198
10.2.1 Modelling Unobserved Heterogeneity 198
10.2.2 Pooled Estimations 199
10.2.3 Random Effects Estimators 200
10.2.4 Fixed Effects Estimators 203
10.2.5 Mundlak Correction 205
10.2.6 Comparing Different Models 206
10.3 Panel Data Methods for Ordered Outcomes 208
10.4 Summary and Suggestions for Further Reading 211
Part III
Event History: Data Preparation and Analysis 213
11 Introduction to Duration Analysis 215
11.1 What Is Duration Analysis? 215
11.2 Key Terms Used in Duration Analysis 218
11.2.1 Continuous Time 218
11.2.2 Discrete Time 219
11.2.3 Duration Dependence and Unobserved
Heterogeneity or Frailty 220
11.3 Data Set-Up for Duration Analysis 220
11.4 Summary and Suggestions for Further Reading 223
12 How to Use Retrospective History Data Files: An Example 225
12.1 Organisation of Retrospective History Data Files 225
12.2 Merging Data on Previous Spell to Data on Current Spell 227
12.3 Appending Data on Previous Spell to Data on Current Spell 231
12.3.1 Merging Files 231
12.3.2 Imputing Missing Values 231
12.3.3 Addressing Inconsistencies 233
12.4 Other History Files 237
12.4.1 Other History Files in the BHPS 237
12.4.2 History Files in the UKHLS 238
12.4.3 History Files in the SOEP 238
12.4.4 History Files in the PSID 240
12.5 Summary and Suggestions for Further Reading 241
13 Analysis of Event History Data
13.1 Setting Up Data for Duration Analysis
13.2 Estimating Continuous-Time Duration Models
13.2.1 Stata sts Suite of Commands
13.2.2 Estimating Non-Parametric Survivor, Failure
and Hazard Functions
13.2.3 Proportional Hazard Models
13.2.4 Unobserved Heterogeneity
13.2.5 Semi-Parametric PH Models (Cox Model)
13.3 Estimating Discrete-Time Duration Models
13.4 Summary and Suggestions for Further Reading
243
243
247
247
248
250
255
257
261
264
Part IV
Presenting Your Results
267
14 Producing Output Tables and Graphs 269
14.1 Introduction 269
14.2 Saving Tables of Descriptive Statistics 270
14.2.1 Using the bysort and egen Commands 271
14.2.2 Using Stata Saved Results 273
14.2.3 Using the collapse Command 277
14.3 Graphs of Descriptive Statistics 278
14.3.1 Bar Graphs 278
14.3.2 Time-Series Graphs 282
14.4 Saving Regression Results 284
14.4.1 Saving Results of a Linear Regression 284
14.4.2 Saving Marginal Effects 285
14.5 Graphs of Regression Results 287
14.5.1 The Command parmest 287
14.5.2 The Command marginsplot 289
14.5.3 The Command marginsplot and Interaction Effects 293
14.5.4 Combining Multiple Graphs 295
14.6 Summary and Suggestions for Further Reading 296
Glossary 299
Bibliography 303
Index 309
|
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| title | A practical guide to using panel data |
| title_alt | Using panel data |
| title_auth | A practical guide to using panel data |
| title_exact_search | A practical guide to using panel data |
| title_full | A practical guide to using panel data Simonetta Longhi ; Alita Nandi |
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| topic_facet | Datenanalyse Panel Lehrbuch |
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