The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

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Econometric Analysis of Cross Section and Panel Data

Background Type 2 diabetes affects approximately 8 percent of adults in the United States. Some risk factors — elevated plasma glucose concentrations in the fasting state and after an oral glucose load, overweight, and a sedentary lifestyle — are potentially reversible. We hypothesized that modifying these factors with a lifestyle-intervention program or the administration of metformin would prevent or delay the development of diabetes. Methods We randomly assigned 3234 nondiabetic persons with elevated fasting and post-load plasma glucose concentrations to placebo, metformin (850 mg twice daily), or a lifestyle modification program with the goals of at least a 7 percent weight loss and at least 150 minutes of physical activity per week. The mean age of the participants was 51 years, and the mean body-mass index (the weight in kilograms divided by the square of the height in meters) was 34.0; 68 percent were women, and 45 percent were members of minority groups. Results The average follow-up was 2.8 years. The incidence of diabetes was 11.0, 7.8, and 4.8 cases per 100 person-years in the placebo, metformin, and lifestyle groups, respectively. The lifestyle intervention reduced the incidence by 58 percent (95 percent confidence interval, 48 to 66 percent) and metformin by 31 percent (95 percent confidence interval, 17 to 43 percent), as compared with placebo; the lifestyle intervention was significantly more effective than metformin. To prevent one case of diabetes during a period of three years, 6.9 persons would have to participate in the lifestyle-intervention program, and 13.9 would have to receive metformin. Conclusions Lifestyle changes and treatment with metformin both reduced the incidence of diabetes in persons at high risk. The lifestyle intervention was more effective than metformin.

Reduction in the incidence of type 2 diabetes with lifestyle intervention or metformin.

THE DESIGN AND ANALYSIS OF EXPERIMENTS. By Oscar Kempthorne. New York, John Wiley and Sons, Inc., 1952. 631 pp. $8.50. This book by a teacher of statistics (as well as a consultant for \"experimenters\") is a comprehensive study of the philosophical background for the statistical design of experiment. It is necessary to have some facility with algebraic notation and manipulation to be able to use the volume intelligently. The problems are presented from the theoretical point of view, without such practical examples as would be helpful for those not acquainted with mathematics. The mathematical justification for the techniques is given. As a somewhat advanced treatment of the design and analysis of experiments, this volume will be interesting and helpful for many who approach statistics theoretically as well as practically. With emphasis on the \"why,\" and with description given broadly, the author relates the subject matter to the general theory of statistics and to the general problem of experimental inference. MARGARET J. ROBERTSON

The Design and Analysis of Experiments

Statistical procedures for missing data have vastly improved, yet misconception and unsound practice still abound. The authors frame the missing-data problem, review methods, offer advice, and raise issues that remain unresolved. They clear up common misunderstandings regarding the missing at random (MAR) concept. They summarize the evidence against older procedures and, with few exceptions, discourage their use. They present, in both technical and practical language, 2 general approaches that come highly recommended: maximum likelihood (ML) and Bayesian multiple imputation (MI). Newer developments are discussed, including some for dealing with missing data that are not MAR. Although not yet in the mainstream, these procedures may eventually extend the ML and MI methods that currently represent the state of the art.

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Missing data: Our view of the state of the art.

It is hypothesized that collective efficacy, defined as social cohesion among neighbors combined with their willingness to intervene on behalf of the common good, is linked to reduced violence. This hypothesis was tested on a 1995 survey of 8782 residents of 343 neighborhoods in Chicago, Illinois. Multilevel analyses showed that a measure of collective efficacy yields a high between-neighborhood reliability and is negatively associated with variations in violence, when individual-level characteristics, measurement error, and prior violence are controlled. Associations of concentrated disadvantage and residential instability with violence are largely mediated by collective efficacy.

Neighborhoods and Violent Crime: A Multilevel Study of Collective Efficacy

1. Introduction 2. Design considerations 3. Exploring longitudinal data 4. General linear models 5. Parametric models for covariance structure 6. Analysis of variance methods 7. Generalized linear models for longitudinal data 8. Marginal models 9. Random effects models 10. Transition models 11. Likelihood-based methods for categorical data 12. Time-dependent covariates 13. Missing values in longitudinal data 14. Additional topics Appendix Bibliography Index

http://www.gbv.de/dms/ilmenau/toc/189481927.PDF

Analysis of longitudinal data

Longitudinal data sets are comprised of repeated observations of an outcome and a set of covariates for each of many subjects. One objective of statistical analysis is to describe the marginal expectation of the outcome variable as a function of the covariates while accounting for the correlation among the repeated observations for a given subject. This paper proposes a unifying approach to such analysis for a variety of discrete and continuous outcomes. A class of generalized estimating equations (GEEs) for the regression parameters is proposed. The equations are extensions of those used in quasi-likelihood (Wedderburn, 1974, Biometrika 61, 439-447) methods. The GEEs have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as we often expect. A consistent variance estimate is presented. We illustrate the use of the GEE approach with longitudinal data from a study of the effect of mothers' stress on children's morbidity.

Longitudinal data analysis for discrete and continuous outcomes.

This article discusses extensions of generalized linear models for the analysis of longitudinal data. Two approaches are considered: subject-specific (SS) models in which heterogeneity in regression parameters is explicitly modelled; and population-averaged (PA) models in which the aggregate response for the population is the focus. We use a generalized estimating equation approach to fit both classes of models for discrete and continuous outcomes. When the subject-specific parameters are assumed to follow a Gaussian distribution, simple relationships between the PA and SS parameters are available. The methods are illustrated with an analysis of data on mother's smoking and children's respiratory disease.

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Models for longitudinal data: a generalized estimating equation approach.

Correspondence analysis is an exploratory tool for the analysis of associations between categorical variables, the results of which may be displayed graphically. For longitudinal data, two types of analysis can be distinguished: the first focuses on transitions, whereas the second investigates trends. For transitional analysis with two time points, an analysis of the transition matrix (showing the relative frequencies for pairs of categories) provides insight into the structure of departures from independence in the transitions. Transitions between more than two time points can also be studied simultaneously. In trend analyses often the trajectories of different groups are compared. Examples for all these analyses are provided. Correspondence analysis is an exploratory tool for the analysis of association(s) between categorical variables. Usually, the results are displayed in a graphical way. There are many interpretations of correspondence analysis. Here, we make use of two of them. A first interpretation is that the observed categorical data are collected in a matrix, and correspondence analysis approximates this matrix by a matrix of lower rank[1]. This lower rank approximation of, say, rank M + 1 is then displayed graphically in an M-dimensional representation in which each row and each column of the matrix is displayed as a point. The difference in rank between the rank M + 1 matrix and the rank M representation is matrix of rank 1, and this matrix is the product of the marginal counts of the matrix, that is most often considered uninteresting. This brings us to the second interpretation, that is, that when the two-way matrix is a contingency table, correspondence analysis decomposes the departure from a matrix where the row and column variables are independent[2,3]. Thus, correspondence analysis is a tool for residual analysis. This interpretation holds because for a contingency table estimates under the independence model are obtained from the product of the margins of the table divided by the total sample size. Longitudinal data are data where observations (e.g., individuals) are measured at least twice using the same variables. We consider here only categorical (i.e., nominal or ordinal) variables, as only this kind of variables is analyzed in standard applications of correspondence analysis[4]. We first discuss correspondence analysis for the analysis of transitions. Thereafter, we consider analysis of trends with canonical correspondence analysis. 1 Leiden University, Leiden, The Netherlands 2 Utrecht University, Utrecht, The Netherlands Update based on original article by Peter G. M. Van Der Heijden, Wiley StatsRef: Statistics Reference Online, © 2014, John Wiley & Sons, Ltd Wiley StatsRef: Statistics Reference Online, © 2014–2015 John Wiley & Sons, Ltd. This article is © 2015 John Wiley & Sons, Ltd. DOI: 10.1002/9781118445112.stat05497.pub2 1 Correspondence Analysis of Longitudinal Data 1 Transitional Analysis

Analysis of Longitudinal Data.

SUMMARY It is common to observe a vector of discrete and/or continuous responses in scientific problems where the objective is to characterize the dependence of each response on explanatory variables and to account for the association between the outcomes. The response vector can comprise repeated observations on one variable, as in longitudinal studies or genetic studies of families, or can include observations for different variables. This paper discusses a class of models for the marginal expectations of each response and for pairwise associations. The marginal models are contrasted with log-linear models. Two generalized estimating equation approaches are compared for parameter estimation. The first focuses on the regression parameters; the second simultaneously estimates the regression and association parameters. The robustness and efficiency of each is discussed. The methods are illustrated with analyses of two data sets from public health research.

https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/j.2517-6161.1992.tb01862.x

Kung-Yee Liang

Papers

Analysis of longitudinal data

Longitudinal data analysis for discrete and continuous outcomes.

Models for longitudinal data: a generalized estimating equation approach.

Analysis of Longitudinal Data.

Multivariate Regression Analyses for Categorical Data