Analysis of Microdata

This book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. Coverage extends to a wide range of commonly used models. The book enables the reader to be a more critical consumer of current empirical social science research and to conduct original empirical analyses. It can be used as a textbook for an advanced undergraduate, Masters or first-year Ph.D. course in microdata analysis, as a supplementary text to an applied microeconomics field course, or as a practical reference for practitioners and researchers. The book includes numerous examples, illustrations, and exercises.

From the reviews:

"The book deals with the analysis of microdata where the usual conditional expectation functions (CEF) modeling is changed towards conditional probability functions (CPF). ... Numerous illustrations and numerical examples from the area of social sciences are declineated to show the utility and methodology of fitting a variety of models. This book provides subject matters different from routine books ... . The book will definitely enhance the knowledge of students and equip the researchers for proper analysis and reliable results." (B. L. Agarwal, Zentralblatt MATH, Vol. 1100 (2), 2007)

"Analysis of Microdata is comprised of eight chapters, which can be thought of as falling into two parts. ... At the time of writing this review I have just finished teaching a microeconometrics course using this book as the primary text. I found that it worked very well. Not only is the material well chosen but I thought it very well exposited. ... I cannot give any textbook a more ringing endorsement than that." (Christopher L. Skeels, Economic Record, March, 2007)

From the reviews of the second edition:

“Postgraduate students, researchers and practitioners in Economics, Social Sciences and related fields. ... The content here would normally be covered as part of an undergraduate degree course in Statistics. The statistical analyses presented are all likelihood-based. There are lots of examples and exercises, plus further exercises at the ends of chapters, solutions are provided for odd- numbered exercises. ... This is a thorough textbook with a clear remit and well-presented material which, in my view, is well-suited to its target readership.” (Martin Crowder, International Statistical Review, Vol. 78 (1), 2010)