Introduction to Time Series Analysis

Author: Mark Pickup
Publisher: SAGE Publications
ISBN: 9781483324548
Release Date: 2014-10-15
Genre: Social Science

Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University

Interrupted Time Series Analysis

Author: David McDowall
Publisher: SAGE
ISBN: 0803914938
Release Date: 1980
Genre: Social Science

Describes ARIMA or Box Tiao models, widely used in the analysis of interupted time series quasi-experiments, assuming no statistical background beyond simple correlation. The principles and concepts of ARIMA time series analyses are developed and applied where a discrete intervention has impacted a social system. '...this is the kind of exposition I wished I had had some ten years ago when venturing into the world of autoregressive, moving-average (ARIMA) models of time-series analysis...This monograph nicely lays out a method for assessing the impact of a discrete policy or event of some importance on behavior which can be continuously observed...If widely used, as I hope, it will save a generation of social scientists fro

Spatial Regression Models

Author: Michael D. Ward
Publisher: SAGE Publications
ISBN: 9781544328812
Release Date: 2018-04-10
Genre: Social Science

Spatial Regression Models illustrates the use of spatial analysis in the social sciences within a regression framework and is accessible to readers with no prior background in spatial analysis. The text covers different modeling-related topics for continuous dependent variables, including: mapping data on spatial units, exploratory spatial data analysis, working with regression models that have spatially dependent regressors, and estimating regression models with spatially correlated error structures. Using social sciences examples based on real data, Michael D. Ward and Kristian Skrede Gleditsch illustrate the concepts discussed, and show how to obtain and interpret relevant results. The examples are presented along with the relevant code to replicate all the analysis using the R package for statistical computing. Users can download both the data and computer code to work through all the examples found in the text. New to the Second Edition is a chapter on mapping as data exploration and its role in the research process, updates to all chapters based on substantive and methodological work, as well as software updates, and information on estimation of time-series, cross-sectional spatial models.

Time Series Analysis in the Social Sciences

Author: Youseop Shin
Publisher: Univ of California Press
ISBN: 9780520293168
Release Date: 2017-02-07
Genre: Mathematics

"This book focuses on fundamental elements of time-series analysis that social scientists need to understand to employ time-series analysis for their research and practice. Avoiding extraordinary mathematical materials, this book explains univariate time-series analysis step-by-step, from the preliminary visual analysis through the modeling of seasonality, trends, and residuals to the prediction and the evaluation of estimated models. Then, this book explains smoothing, multiple time-series analysis, and interrupted time-series analysis. At the end of each step, this book coherently provides an analysis of the monthly violent-crime rates as an example."--Provided by publisher.

Time Series Analysis for the Social Sciences

Author: Janet M. Box-Steffensmeier
Publisher: Cambridge University Press
ISBN: 9781316060506
Release Date: 2014-12-22
Genre: Political Science

Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse and Matthew P. Hitt cover a wide range of topics including ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.

Event History Analysis

Author: Paul D. Allison
Publisher: SAGE
ISBN: 0803920555
Release Date: 1984-11-01
Genre: Social Science

Drawing on recent "event history" analytical methods from biostatistics, engineering, and sociology, this clear and comprehensive monograph explains how longitudinal data can be used to study the causes of deaths, crimes, wars, and many other human events. Allison shows why ordinary multiple regression is not suited to analyze event history data, and demonstrates how innovative regression - like methods can overcome this problem. He then discusses the particular new methods that social scientists should find useful.

Time Series Analysis

Author: John M. Gottman
Publisher: Cambridge University Press
ISBN: 9780521235976
Release Date: 1981
Genre: Mathematics

This book is a comprehensive introduction to all the major time-series techniques, both time-domain and frequency-domain. It includes work on linear models that simplify the solution of univariate and multivariate problems. The author begins with a non-mathematical overview and provides throughout, easy-to-understand, fully worked examples drawn from real studies in psychology and sociology.

Design and Analysis of Time Series Experiments

Author: Richard McCleary
Publisher: Oxford University Press
ISBN: 9780190661588
Release Date: 2017-03-01
Genre:

Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Drawing examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, Design and Analysis of Time Series Experiments is addressed to researchers and graduate students in a wide range of behavioral, biomedical and social sciences. Readers learn not only how-to skills but, also the underlying rationales for the design features and the analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality and synthetic control group designs. Building on the earlier of the authors, Design and Analysis of Time Series Experiments includes more recent developments in modeling, and considers design issues in greater detail than any existing work. Additionally, the book appeals to those who want to conduct or interpret time series experiments, as well as to those interested in research designs for causal inference.

Causal Analysis with Panel Data

Author: Steven E. Finkel
Publisher: SAGE
ISBN: 0803938969
Release Date: 1995-01-17
Genre: Medical

Panel data — information gathered from the same individuals or units at several different points in time — are commonly used in the social sciences to test theories of individual and social change. This book highlights the developments in this technique in a range of disciplines and analytic traditions.

Principal Components Analysis

Author: George H. Dunteman
Publisher: SAGE
ISBN: 0803931042
Release Date: 1989-05
Genre: Mathematics

For anyone in need of a concise, introductory guide to principal components analysis, this book is a must. Through an effective use of simple mathematical-geometrical and multiple real-life examples (such as crime statistics, indicators of drug abuse, and educational expenditures) -- and by minimizing the use of matrix algebra -- the reader can quickly master and put this technique to immediate use.

Understanding Regression Assumptions

Author: William D. Berry
Publisher: SAGE Publications
ISBN: 9781506315829
Release Date: 1993-02-25
Genre: Social Science

Through the use of careful explanation and examples, Berry demonstrates how to consider whether the assumptions of multiple regression are actually satisfied in a particular research project. Beginning with a brief review of the regression assumptions as they are typically presented in text books, he moves on to explore in detail the substantive meaning of each assumption; for example, lack of measurement error, absence of specification error, linearity, homoscedasticity, and lack of auto-correlation.

Mediation Analysis

Author: Dawn Iacobucci
Publisher: SAGE
ISBN: 9781412925693
Release Date: 2008-04-01
Genre: Mathematics

Social science data analysts have long considered the mediation of intermediate variables of primary importance in understanding individuals' social, behavioural and other kinds of outcomes. In this book Dawn Iacobucci uses the method known as structural equation modeling (SEM) in modeling mediation in causal analysis. This approach offers the most flexibility and allows the researcher to deal with mediation in the presence of multiple measures, mediated moderation, and moderated mediation, among other variations on the mediation theme. The wide availability of software implementing SEM gives the reader necessary tools for modeling mediation so that a proper understanding of causal relationship is achieved.

Understanding Regression Analysis

Author: Larry D. Schroeder
Publisher: SAGE
ISBN: 0803927584
Release Date: 1986-04-01
Genre: Medical

The authors have provided beginners with a background to the frequently-used technique of linear regression. It is not intended to be a substitute for a course or textbook in statistics, but rather a stop-gap for students who encounter empirical work before undertaking a statistics course. It provides a heuristic explanation of the procedures and terms used in regression analysis and has been written at the most elementary level.

Multiple Correspondence Analysis

Author: Brigitte Le Roux
Publisher: SAGE
ISBN: 9781412968973
Release Date: 2010
Genre: Mathematics

Requiring no prior knowledge of correspondence analysis, this text provides a nontechnical introduction to Multiple Correspondence Analysis (MCA) as a method in its own right. The authors, Brigitte LeRoux and Henry Rouanet, present thematerial in a practical manner, keeping the needs of researchers foremost in mind. Key Features Readers learn how to construct geometric spaces from relevant data, formulate questions of interest, and link statistical interpretation to geometric representations. They also learn how to perform structured data analysis and to draw inferential conclusions from MCA. The text uses real examples to help explain concepts. The authors stress the distinctive capacity of MCA to handle full-scale research studies. This supplementary text is appropriate for any graduate-level, intermediate, or advanced statistics course across the social and behavioral sciences, as well as for individual researchers. Learn more about “The Little Green Book” - QASS Series! Click Here

Bayesian Statistical Inference

Author: Gudmund R. Iversen
Publisher: SAGE
ISBN: 0803923287
Release Date: 1984-11-01
Genre: Mathematics

Empirical researchers, for whom Iversen's volume provides an introduction, have generally lacked a grounding in the methodology of Bayesian inference. As a result, applications are few. After outlining the limitations of classical statistical inference, the author proceeds through a simple example to explain Bayes' theorem and how it may overcome these limitations. Typical Bayesian applications are shown, together with the strengths and weaknesses of the Bayesian approach. This monograph thus serves as a companion volume for Henkel's Tests of Significance (QASS vol 4).