Brief Table of Contents

Chapter 1.      Introduction 

PART I - LINEAR MODELS

Chapter 2.      Fixed Effects Models

Chapter 3.      Models with Random Effects

Chapter 4.      Prediction and Bayesian Inference

Chapter 5.      Multilevel Models

Chapter 6.      Random Regressors

Chapter 7.      Modeling Issues

Chapter 8.      Dynamic Models

PART II - NONLINEAR MODELS

Chapter 9.      Binary Dependent Variables

Chapter 10.    Generalized Linear Models

Chapter 11.    Categorical Dependent Variables and Survival Models

Appendix A.   Elements of Matrix Algebra

Appendix B.   Normal Distribution

Appendix C.   Likelihood-Based Inference

Appendix D.   Kalman Filter

Appendix E.   Symbols and Notation

Appendix F.   Selected Longitudinal and Panel Data Sets

Appendix G.   References