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2006-05-16
<P>谢谢啦</P>
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2006-5-16 13:39:00

A Primer for Panel Data Analysis: SAS,Limdep, Stata can be used to do Panel Data Analysis

http://www.indiana.edu/~statmath/stat/all/panel/panel1.html :

The LIMDEP regress$ command with the panel; subcommand estimates panel data models, but this command is not sufficiently stable. SPSS has limited ability to analyze panel data

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2006-5-16 13:44:00
Mplus
MLwiN
HLM SAS Stata SPlus SPSS Chapter Title
Download
Data
Download Download Download Download Download Download Download Table of Contents
Chapter 1 A framework for investigating change over time
Chapter 2 Chap 2 Chap 2 Chap 2 Chap 2 Exploring longitudinal data on change
Chapter 3 Chap 3 Chap 3 Chap 3 Chap 3 Chap 3 Chap 3 Introducing the multilevel model for change
Chapter 4 Chap 4 Chap 4 Chap 4 Chap 4 Chap 4 Chap 4 Doing data analysis with the multilevel model for change
Chapter 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Treating time more flexibly
Chapter 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Modeling discontinuous and nonlinear change
Chapter 7 Chap 7 Chap 7 Chap 7 Chap 7 Chap 7 Examining the multilevel model's error covariance structure
Chapter 8 Chap 8 Chap 8 Modeling change using covariance structure analysis
Chapter 9 Chap 9 Chap 9 Chap 9 A framework for investigating event occurrence
Chapter 10 Chap 10 Chap 10 Chap 10 Describing discrete-time event occurrence data
Chapter 11 Chap 11 Chap 11 Chap 11 Chap 11 Fitting basic discrete-time hazard models
Chapter 12 Chap 12 Chap 12 Chap 12 Extending the discrete-time hazard model
Chapter 13 Chap 13 Chap 13 Chap 13 Describing continuous-time event occurrence data
Chapter 14 Chap 14 Chap 14 Chap 14 Fitting the Cox regression model
Chapter 15 Chap 15 Chap 15 Chap 15 Extending the Cox regression model
Supplemental
Examples
Chap 5 Chap 5
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2006-5-16 13:48:00
I have never used STATA, therefore the question is- have I understood it correctly that in order to do a panel data analysis with binary and categorical outcome variables, it is better to use STATA than SPSS? The reasons for that are that STATA has logistic regression that taken into account that measurements are repeated and that STATA gives opportunity for more complex analysis compared to SPSS where basically all what one could do is to regress change scores for independent variables to change score (or value in the last wave) of the outcome variable. I am strugling through longitudinal data analysis books on my own and have no experience with this type of analysis, therefore I will appreciate any comments and advice (but please do take into account- I am neither statistician, no mathematician, just a PhD student in social sciences:)).
 

I cannot comment on SPSS, but, yes, Stata has a range of advanced tools for panel analysis. These tools go far beyond of what you describe is available in SPSS. You will found fixed effects panel regressions for metric and binary outcomes, as well as for count data. There will be random effects models for several other variants of the general linear model. And there will be some other models which allow, you name it, more complex analyses. All these models do indeed take into account that measurements are repeated.

The Stata command -help xt- will show you an overview on the tools that are available in Stata.

Besides the common econometric books on panel analysis you may take a look into "Kohler/Kreuter: Data analysis using Stata" usefull. Accidentally, I
know that the authors of this book had persons like you in mind while writing the section on "regression models for panel data".

Many regards
Uli

--
kohler@wz-berlin.de
+49 (030) 25491-361

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2006-5-17 13:27:00
非常非常感谢!!
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2006-6-23 16:30:00
呵呵,受益匪浅
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