Lineare Modelle Zur Analyse Von Paneldaten
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Dieses Buch ist eine Einfiihrung in line are Modelle zur Analyse von Paneldaten. In Paneluntersuchungen werden an einer (Zufalls-) Stichprobe von Elementen die gleichen Variablen zu mehreren Zeitpunkten erhoben. 1m Unterschied zu Zeitreihen, die in der Regel an einer Makroeinheit beobachtet werden, streuen Paneldaten sowohl uber die Stichprobenelemente als auch uber die Zeit. Damit sind Paneldaten einerseits zur Beobachtung der Effekte dynamischer Prozesse sowie der Effekte von Interventionen geeignet, andererseits lassen sich im Rahmen linearer Modelle die Einflusse nicht beobachteter Variablen zumindest partiell eliminieren. Diese Moglichkeiten erkliiren die zunehmende Verwendung von Paneldaten sowohl in der empirischen Sozial- und Wirtschaftsforschung als auch in der Epidemiologie und der medizinischen Statistik. In diesem Band werden statische und dynamische lineare Modelle vorgestellt, die in erster Linie fur direkt beobachtbare metrische abhangige Variable entwickelt wurden. Urn die Verwendbarkeit dieser Modelle zu erhohen, werden diese linearen Modelle mit faktorenanalytischen Mel3modellen angereichert, . die die Einbettung von latenten Variablen in die herkommlichen Modelle erlauben. Den Komplikationen, die durch die zeitliche Abhangigkeit der Variablen entstehen, wird durch die Einfuhrung von Varianzkomponenten- und Autokorrelationsmodellen sowohl in den Mel3modellen als auch in den Strukturgleichungsmodellen fur latente Variable Rechnung getragen. 1m letzten Kapitel, das von Ulrich Kusters und Andreas Schepers verfaJ3t wurde, wird auf die Moglichkeiten und die Probleme der Ubertragung linearer Modelle fiir metrische abhangige Variable auf zensierte, dichotome oder ordinale abhangige Variable, wie sie gerade in den Sozial- und Wirtschaftswissenschaften haufig auftreten, eingegangen.
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