RECENT ADVANCES IN LONGITUDINAL METHODOLOGY

It is common to all types of longitudinal data that one observes some social unit from at least two points in time. With such data several opportunities for analysis arise that are not present in cross-sectional data, for example, to study change processes and to account for unobserved variables in a more robust manner. There are many types of longitudinal data. I review some recent advances in analyzing two types: event histories and panel data. In Part I of this article I focus on seven recent advances in analyzing event history data: (i) techniques for dealing with unobserved explanatory variables, (ii) peculiarities of various sampling frames, (iii) time-aggregation bias, (iv) discrete time methods, (v) estimation procedures such as those based on Cox's partial likelihood, (vi) local hazard-rate models, and (vii) continuous state space models. In Part II of the article I focus on recent advances in analyzing panel data, with an emphasis on how panel data allows one better to take account of unobserved...

[1]  N. Tuma,et al.  Local hazard models. , 1990, Sociological methodology.

[2]  Trond Petersen,et al.  Time-Aggregation Bias in Continuous-Time Hazard-Rate Models , 1991 .

[3]  N. Breslow,et al.  A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship , 1974 .

[4]  Cheng Hsiao,et al.  Analysis of Panel Data , 1987 .

[5]  Kazuo Yamaguchi,et al.  ALTERNATIVE APPROACHES TO UNOBSERVED HETEROGENEITY IN THE ANALYSIS OF REPEATABLE EVENTS , 1986 .

[6]  S. Spilerman,et al.  Extensions of the Mover-Stayer Model , 1972, American Journal of Sociology.

[7]  Ørnulf Borgan,et al.  Counting process models for life history data: a review , 1984 .

[8]  Michael T. Hannan,et al.  METHODS FOR TEMPORAL ANALYSIS , 1979 .

[9]  P. Allison.  Survival Analysis of Backward Recurrence Times , 1985 .

[10]  Stephen Nickell,et al.  Estimating the Probability of Leaving Unemployment , 1979 .

[11]  P. Allison.  Event History Analysis , 1984 .

[12]  M. Hannan,et al.  Social Dynamics: Models and Methods. , 1986 .

[13]  J. Kalbfleisch,et al.  The Statistical Analysis of Failure Time Data , 1980 .

[14]  P. Allison.  Discrete-Time Methods for the Analysis of Event Histories , 1982 .

[15]  Tony Lancaster,et al.  The Econometric Analysis of Transition Data. , 1992 .

[16]  Lawrence L. Wu,et al.  Assessing Bias and Fit of Global and Local Hazard Models , 1991 .

[17]  J. Heckman,et al.  A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data , 1984 .

[18]  D. Rubin,et al.  Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .

[19]  Gary Chamberlain,et al.  Analysis of Covariance with Qualitative Data , 1979 .

[20]  N. Baydar,et al.  A method for analyzing backward recurrence time data on residential mobility. , 1988, Sociological methodology.

[21]  T. Petersen,et al.  Fitting parametric survival models with time-dependent covariates , 1986 .