Analysis of change: advanced techniques in panel data analysis
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Berlin [u.a.]
de Gruyter
1996
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | X, 296 S. graph. Darst. |
| ISBN: | 3110149362 9783110149364 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
1 Introduction 1
Uwe Engel and Jost Reinecke
1.1 Panel Data Analysis......................................... 3
1.2 Complicating Factors........................................ 4
1.2.1 Measurement Error ................................... 4
1.2.2 Missing Data......................................... 5
1.2.3 Heterogeneous Populations ........................... 6
1.2.4 Causal Inference..................................... 8
1.3 Modeling Complicated Panel Data............................. 9
2 Models for the Analysis of Categorically-Scored Panel Data 15
Allan L. McCutcheon
2.1 Introduction............................................... 15
2.2 Analysis of Turnover Tables for Manifest Variables..........17
2.2.1 Independence and Quasi-independence................. 18
2.2.2 Symmetry, Quasi-symmetry, and Marginal Homoge-
neity 18
2.2.3 Distance and Diagonal Models ........................21
2.3 The Analysis of Turnover Tables as Latent Variables.........22
2.4 Models for Multi-Wave Panels................................26
2.5 Conclusion ............................................... 32
3 Causal Log-Linear Modeling with Latent Variables
and Missing Data 35
Jeroen Vermunt
3.1 Introduction................................................35
3.2 Log-linear Path Models .....................................36
3.2.1 Probability Structure ...............................37
3.2.2 Logit Models for Probabilities.......................38
3.2.3 Estimation...........................................40
3.3 Log-linear Models with Latent Variables.....................41
3.3.1 Latent Class Models..................................41
3.3.2 Modified LISREL Models...............................42
3.3.3 Estimation...........................................42
3.4 Log-linear Models for Nonresponse...........................44
3.4.1 Fuchsy Approach......................................45
3.4.2 Fay s Approach ......................................46
3.4.3 Ignorable Versus Nonignorable Response Mechanisms 47
3.4.4 Estimation...........................................48
3.5 Application................................................ 49
viii Contents
3.5.1 Using Only Complete Cases ...........................50
3.5.2 Fuchs’ Procedure for Nonresponse ....................53
3.5.3 Models for Patterns of Nonresponse ..................54
3.6 Discussion..................................................57
4 The Analysis of Panel Data with Nonmetric Variables:
Probit Models and a Heckman Correction for Selectivity Bias 61
Gerhard Arminger
4.1 Introduction................................................61
4.2 Model Specification.........................................62
4.2.1 Heckman’s Model for Dichotomous Variables............62
4.2.2 Extension to General Threshold Models................64
4.3 Estimation Method...........................................67
4.3.1 Sequential Marginal ML Estimation under Strict Exo-
geneity ....................................................67
4.3.2 ML Estimation for a Model with State Dependence
and Unobserved Heterogeneity ........................70
4.3.3 The Problem of Initial States........................71
4.4 Random Effect Models under Sample Selection Bias............74
4.4.1 Metric Response Variables ......................... 74
4.4.2 Non-metric Response Variables .......................78
4.5 Analysis of Production Output from German Business Test
Data........................................................79
5 Linear Panel Analysis of Ordinal Data Using LISREL:
Reality or Science Fiction? 87
Steffen Kiihnel
5.1 Introduction................................................87
5.2 Linear Panel Models.........................................88
5.3 Coping with Ordinality in Linear Models.....................92
5.4 A Simulation Study .........................................99
5.5 Results....................................................102
5.6 Conclusions................................................110
6 Continuous-Time Dynamic Models for Panel Data 113
Hermann Singer
6.1 Introduction...............................................113
6.2 Stochastic Differential Equations .........................114
6.3 ML Estimation of Linear State Space Models.................115
6.4 EM Algorithm...............................................118
6.5 Examples..................................................119
6.5.1 Irregularly Sampled AR(2) Process...................119
6.5.2 Learned Helplessness as a Dynamical System..........121
Contents ix
6.6 Systems with Multiplicative Noise Terms................... , 123
6.7 Nonlinear Systems...........................................125
6.8 Conclusion .................................................130
7 Nonstationary Longitudinal LISREL Model Estimation from
Incomplete Panel Data Using EM and the Kalman Smoother 135
Johan H.L. Oud and Robert A.R.G. Jansen
7.1 Introduction................................................135
7.2 Advantages of EM.........................................136
7.3 From State Space Model to LISREL Model...................139
7.4 Expressing £ in Terms of the Kalman Smoother.............144
7.5 Applying the EM Algorithm................................147
7.6 Educational Research Example.............................150
7.7 Discussion..................................................157
8 Model Specification and Missing Value Treatment
in Panel Data: Testing the Theory of Planned Behavior in a
Three-wave Panel Study 161
Josi Reinecke and Peter Schmidt
8.1 Introduction and Overview ..................................161
8.2 Methods for Dealing With Incomplete Longitudinal Data . . 163
8.3 Substantive Model, Sampling and Measurement Instruments . 172
8.4 Structure of Missing Values..............................175
8.5 Results of the Structural Equation Models...................179
8.6 Summary and Conclusion......................................186
9 Multilevel Models for Longitudinal Data 191
Min Yang and Harvey Goldstein
9.1 Introduction................................................191
9.2 Two-level Growth Models.....................................192
9.2.1 An Example Using Growth Data.........................192
9.2.2 A Basic Two-level Model for Change over Time . . . 194
9.2.3 Parameter Estimation Procedure - Iterative Generali-
sed Least Squares ....................................... 195
9.2.4 Hypothesis Tests on Parameters ......................196
9.2.5 Residuals............................................197
9.2.6 Example .............................................197
9.3 Three-level Models..........................................206
9.3.1 An Example of Higher Level Repeated Measures Data 206
9.3.2 A Variance Component Model and Complex Level 1
Variance ............................................208
9.3.3 Random Coefficients at Higher Levels.................215
9.4 Multilevel Time Series Models...............................217
X
Contents
9.5 Discussion..................................................219
10 Structural Analysis in the Study of Social Change 221
Uwe Engel and Wolfgang Meyer
10.1 Introduction................................................221
10.2 The Effects of Social Structure.............................221
10.3 Structural Analysis of Social Change........................227
10.4 Handling Missing Data.......................................237
10.5 Illustrating Example: The Conflict-preventing Function of
Social Structure............................................246
11 Latent Difference Models as Alternatives to Modeling
Residuals of Cross-lagged Effects 253
Kai Schnabel
11.1 Introduction................................................253
11.2 Residual Score as a Measure of Change .....................254
11.3 The “Fate“ of the Change-pretest Covariance in Autoregres-
sive Models......................................................257
11.4 Why be Aware of the Covariance?.............................261
11.5 What are the Consequences of this Argumentation? ...........262
11.6 Analysing Change in Structural Equation Models..............265
11.7 Discussion and Practical Recommendations....................274
11.8 What does the Residual Correlation mean?....................276
12 Specification Choices in Longitudinal Stability Estimation:
The Case of Values and Macrosocial Stress 279
Klaus Boehnke
12.1 Introduction................................................279
12.2 Methods.....................................................282
12.3 Results.....................................................283
12.4 Summary and Discussion .....................................290
Contributors
295
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| spelling | Analysis of change advanced techniques in panel data analysis editors Uwe Engel and Jost Reinecke Berlin [u.a.] de Gruyter 1996 X, 296 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Sozialwissenschaften Sozialer Wandel (DE-588)4077587-2 gnd rswk-swf Veränderungsmessung (DE-588)4127066-6 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1994 Chemnitz gnd-content Panelanalyse (DE-588)4173172-4 s Veränderungsmessung (DE-588)4127066-6 s DE-604 Sozialer Wandel (DE-588)4077587-2 s Engel, Uwe 1954- Sonstige (DE-588)111208637 oth Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006992658&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Analysis of change advanced techniques in panel data analysis Sozialwissenschaften Sozialer Wandel (DE-588)4077587-2 gnd Veränderungsmessung (DE-588)4127066-6 gnd Panelanalyse (DE-588)4173172-4 gnd |
| subject_GND | (DE-588)4077587-2 (DE-588)4127066-6 (DE-588)4173172-4 (DE-588)1071861417 |
| title | Analysis of change advanced techniques in panel data analysis |
| title_auth | Analysis of change advanced techniques in panel data analysis |
| title_exact_search | Analysis of change advanced techniques in panel data analysis |
| title_full | Analysis of change advanced techniques in panel data analysis editors Uwe Engel and Jost Reinecke |
| title_fullStr | Analysis of change advanced techniques in panel data analysis editors Uwe Engel and Jost Reinecke |
| title_full_unstemmed | Analysis of change advanced techniques in panel data analysis editors Uwe Engel and Jost Reinecke |
| title_short | Analysis of change |
| title_sort | analysis of change advanced techniques in panel data analysis |
| title_sub | advanced techniques in panel data analysis |
| topic | Sozialwissenschaften Sozialer Wandel (DE-588)4077587-2 gnd Veränderungsmessung (DE-588)4127066-6 gnd Panelanalyse (DE-588)4173172-4 gnd |
| topic_facet | Sozialwissenschaften Sozialer Wandel Veränderungsmessung Panelanalyse Konferenzschrift 1994 Chemnitz |
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