Analyzing Panel Data (Quantitative Applications in the Social Sciences)

139 Pages·1979·0.92 MB·English

by  Gregory B. Markus

Analyzing Panel Data Sage University
title: Papers Series. Quantitative Applications in
the Social Sciences ; No. 07-018
author: Markus, Gregory B.
publisher: Sage Publications, Inc.
isbn10 | asin: 0803913729
print isbn13: 9780803913721
ebook isbn13: 9780585216720
language: English
subject Social sciences--Statistical methods.
publication date: 1979
lcc: HA29.M263 1979eb
ddc: 300/.28
subject: Social sciences--Statistical methods.
Analyzing Panel Data
SAGE UNIVERSITY PAPERS
Series: Quantitative Applications in the Social Sciences
Series Editor: Michael S. Lewis-Beck, University of Iowa
Editorial Consultants
Richard A. Berk, Sociology, University of California, Los Angeles
William D. Berry, Political Science, Florida State University
Kenneth A. Bollen, Sociology, University of North Carolina, Chapel
Hill
Linda B. Bourque, Public Health, University of California, Los
Angeles
Jacques A. Hagenaars, Social Sciences, Tilburg University
Sally Jackson, Communications, University of Arizona
Richard M. Jaeger, Education, University of North Carolina,
Greensboro
Gary King, Department of Government, Harvard University
Roger E. Kirk, Psychology, Baylor University
Helena Chmura Kraemer, Psychiatry and Behavioral Sciences,
Stanford University
Peter Marsden, Sociology, Harvard University
Helmut Norpoth, Political Science, SUNY, Stony Brook
Frank L. Schmidt, Management and Organization, University of Iowa
Herbert Weisberg, Political Science, The Ohio State University
Publisher
Sara Miller McCune, Sage Publications, Inc.
INSTRUCTIONS TO POTENTIAL CONTRIBUTORS
For guidelines on submission of a monograph proposal to this series,
please write
Michael S. Lewis-Beck, Editor
Sage QASS Series
Department of Political Science
University of Iowa
Iowa City, IA 52242
Page 1
Series / Number 07-018
Analyzing Panel Data
Gregory B. Markus
University of Michigan
SAGE PUBLICATIONS
The International Professional Publishers
Newbury Park London New Delhi
Page 2
Copyright © 1979 by Sage Publications, Inc.
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Printed in the United States of America
International Standard Book Number 0-8039-1372-9
Library of Congress Catalog Card No. L. C. 79-91899
99 00 01 15 14 13 12
When citing a university paper, please use the proper form.
Remember to cite the Sage University Paper series title and include
the paper number. One of the following formats can be adapted
(depending on the style manual used):
(1) HENKEL, RAMON E. (1976) Tests of Significance. Sage
University Paper Series on Quantitative Applications in the Social
Sciences, 07-004. Newbury Park, CA: Sage.
OR
(2) Henkel, R. E. (1976). Tests of significance (Sage University Paper
Series on Quantitative Applications in the Social Sciences, series no.
07-04). Newbury Park, CA: Sage.
Page 3
Contents
Editor's Introduction 5
1. Introduction 7
2. Analysis of Discrete Variables 8
A. Markov Models 8
Steady State 11
Second-Order Process 13
Markov Models for Heterogeneous Populations 15
Mover-Stayer Model 16
Some Limitations of Markov Models 18
B. Wiggins Models 19
Wiggins Examples 24
Evaluation of the Wiggins Model 26
C. Coleman Model 27
Coleman Model Example 30
Evaluation of the Coleman Model 31
D. Log-Linear Models 33
Log-Linear Regression Models 36
Log-Linear Analysis Example 37
An Alternative Model 40
Example of the Dummy Dependent-Variable Model 42
Evaluation of the Goodman and Dummy Dependent- 42
Variable Models
3. Analysis of Interval Level Variables 45
A. Regression Effects 45
B. Causal Inference 48
Autocorrelated Disturbances 49
Example of a Dynamic Causal System with an 53
Autocorrelated Disturbance
C. Measurement Error 54
Wiley and Wiley Model 56
An application of the Wiley-Wiley approach 59
The LISREL Model 59
A LISREL application 61
4. Concluding Note 64
Notes 67
References 69
Page 5
Editor's Introduction
In ANALYZING PANEL DATA, Gregory B. Markus presents a broad
introduction to various statistical techniques available for the analysis
of panel data. In an earlier paper in this series, TIME SERIES
ANALYSIS, Charles W. Ostrom, Jr., presented a discussion of
techniques appropriate to the analysis of observations taken on a
single case at a relatively large number of time points. In this paper,
Markus discusses techniques appropriate to the analysis of
observations taken on many casesat a relatively few number of time
points (usually less than five). He presents a lucid introduction to
techniques for the analysis of panel data, including both discrete and
continuous variables, and he uses a large number of simple examples
to clarify more difficult points.
Professor Markus discussesin his paper's first halfthe use of numerous
techniques appropriate to the analysis of discrete or categorical data.
He begins with a discussion of Markov models, which are used to
provide representations of dynamic processes. Unfortunately, Markov
models have two shortcomings: They do not incorporate measurement
error, and they do not explain change over timethey merely describe
that change. Markus then moves to a discussion of models suggested
by L. M. Wiggins and J. S. Coleman, which incorporate measurement
error into the analysis. He ends the discussion of discrete variables by
presenting a discussion of L. Goodman's log-linear models and the use
of regression analysis on dichotomous dependent variables, which
allows the researcher to examine simultaneously a larger set of
variables.
The second half of this paper discusses the analysis of continuous
variables in panel analysis. Markus provides an excellent discussion
of regression effects, autocorrelation, and measurement error ... all