July 2014
Intermediate to advanced
464 pages
16h 27m
English
Content preview from Applied Bayesian Modelling, 2nd Edition
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Chapter 7Analysis of panel data
7.1 Introduction
Panel or longitudinal data sets occur when the continuous or discrete response 
for each subject i (
) is observed on several occasions 
, where 
may differ between subjects. Times of observations 
, and so spacings 
, may also differ between subjects. Time scales may include calendar time, age, work experience, and so on. The analysis of change in serial measurements over individuals or groups plays a major role in social and biomedical research, and is fundamental in understanding causal mechanisms of disease or testing behavioural hypotheses (Hsiao, 2007), and in the analysis of developmental and growth processes.
Relevant texts include Singer and Willett (2003), Frees (2004), Weiss (2005), Verbeke and Molenberghs (2000), Hedeker and Gibbons (2006), Arellano and Honoré (2001), and Baltagi (2008), with Bayesian overviews exemplified by Chib ...
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