Middle East Technical University
Department of Statistics
Spring 2011-2012
STAT 561 Panel Data Analysis
Reading list
It will usually be sufficient to follow the course notes and lectures. However, the following is a
list of books, theses and articles that I find useful. We will not follow these materials closely in
lectures and I don’t expect you to read all of them. However, they are good for future references
and can help with clarifying topics in the lecture as well as providing additional examples.
Adler, J. (2010) R in a nutshell. O’Reilly Media, Inc. California. [E-copy available at METU]
Akinc, D. (2008) Statistical modelling of financial statements of Turkey: a panel data analysis.
Unpublished M.S. Thesis.
Albert, P.S. (1999), “Tutorial in Biostatistics: Longitudinal Data Analysis (Repeated Measures) in
Clinical Trials,” Statistics in Medicine, 18, 1707-1732.
Allison, P.D. (2005), “Fixed Effects Regression Methods for Longitudinal Data Using SAS,” SAS
Institute Inc., NC. [E-copy available at METU]
Aslan, Y. (2010) Which method gives the best forecast for longitudinal binary response data?: A
simulation study. Unpublished M.S. Thesis.
Daniels, M., Hogan J.W. (2008). Missing Data in Longitudinal Studies: Strategies for Bayesian
Modeling and Sensitivity Analysis. Chapman & Hall, NY.
Diggle, P.J., Heagerty P., Liang K-Y, and Zeger, S.L. (2002) Analysis of Longitudinal Data,
second edition. Oxford University
Everitt, B.S., Horthorn, T. (2006) A Handbook of Statistical Analyses Using R. Chapman and
Hall, NY, Chapters 10 & 11.
Fitzmaurice, G., Davidian, M., Verbeke, G., Molenberghs, G. (2008) Longitudinal Data Analysis,
Chapman & Hall, NY.
Fitzmaurice, G., Laird, N.M., Ware, J.H. (2004) Applied Longitudinal Analysis, WileyInterscience, NJ.
Frees, E.W. (2004), Longitudinal and Panel Data Analysis and Applications in the Social
Sciences. Cambridge University Press, NY.
Hedeker, D., Gibbons, R.D. (2006) Longitudinal data analysis. Wiley-Interscience, NJ.
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Heagerty, P.J. (1999), “Marginally Specified Logistic-normal Models for Longitudinal Binary
Data,” Biometrics, 55, 688-698.
Heagerty, P.J. (2002), “Marginalized Transition Models and Likelihood Inference for
Longitudinal Categorical Data,” Biometrics, 58, 342-351.
Hsiao, C. (2003) Analysis of Panel Data. Cambridge University Press, NY.
Ilk, O. (2011) R Yazilimina Giris. ODTU Yayincilik, Ankara, Turkiye.
Ilk, O. (2008) Multivariate Longitudinal Data Analysis. Verlag Dr. Muller (VDM), Germany.
Ilk, O., Daniels, M. (2007) “Marginalized transition random effects models for multivariate
longitudinal binary data”, The Canadian Journal of Statistics - La revue canadienne de
statistique, 35, 105-123.
Inan, G. (2009) A simulation study on the comparison of methods for the analysis of
longitudinal count data. Unpublished M.S. Thesis.
Koschat, M.A., Swayne, D.F. (1996), ”Interactive graphical methods in the analysis of customer
panel data (with discussion)”, Journal of Business and Economic Statistics, 14 (1), 113-132.
Laird, N.M. (1988), “Missing Data in Longitudinal Studies,” Statistics in Medicine, 7, 305-315.
Molenberghs, G. and Verbeke, G. (2005) Models for Discrete Longitudinal Data. Springer, NY ;
London. [E-copy available at METU]
Menard, S. (2008) Handbook of Longitudinal Research: Design, Measurement, and Analysis.
Elsevier.
Muenchen, R.A. (2009) R for SAS and SPSS Users. Springer Science & Business Media, NY. [Ecopy available at METU]
Ruspini, E. (2002) Introduction to longitudinal research. Routledge, NY.
Singer, J.D. and Willett, J.B. (2003) Applied Longitudinal Data Analysis: Modeling
Change and Event Occurrence. Oxford University Press, NY.
Teetor, P. (2011) R Cookbook. O’Reilly Media, Inc. California. [E-copy available at METU]
Teetor, P. (2011) 25 recipes for getting started with R. O’Reilly Media, Inc. California. [E-copy
available at METU]
Verbeke, G. and Molenberghs, G. (2000) Linear mixed models for longitudinal data. SpringerVerlag Inc., Berlin; NY.
Weiss, R.E. (2005) Modeling Longitudinal Data. Springer, NY. [E-copy available at METU]
Yalcinoz, Z. (2008) A simulation study on marginalized transition random effects models for
multivariate longitudinal binary data. Unpublished M.S. Thesis.
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