Paneldatenanalyse

Abstract

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows how to manage, describe, and model these kinds of data. It presents models for continuous and categorical dependent variables, focusing either on the level of these variables at different points in time or on their change over time. It covers fixed and random effects models, models for change scores and event history models. All statistical methods are explained in an application-centered style using research examples from scholarly journals, which can be replicated by the reader through data provided on the accompanying website. As all models are compared to each other, it provides valuable assistance in choosing the right model for applied research. The textbook is directed at master and doctoral students as well as applied researchers in the social sciences, psychology, business administration and economics. Readers should be familiar with linear regression and have a good understanding of ordinary least squares estimation.

We are working on a revised and updated version of our textbook, which will appear in 2025. 

Textbook

Andreß, H. J., Golsch, K., & Schmidt, A. W. (2013). Applied panel data analysis for economic and social surveys. Berlin/Heidelberg, Springer.

Material

All computations, estimations, and most of the figures for this textbook have been made with the statistical software package Stata. The book's website provides all necessary data sets and Stata syntax files to replicate our findings. For readers not familiar with this software, we also include the printed output so that they can follow the computations without having to apply the software itself. In the future, the website will also provide syntax files for other statistical software packages (SPSS and R).

Download a zip file including all data sets and Stata syntax files!