2004
DOI: 10.1146/annurev.soc.30.012703.110629
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Panel Models in Sociological Research: Theory into Practice

Abstract: A selection of panel studies appearing in the American Sociological Review and the American Journal of Sociology between 1990 and 2003 shows that sociologists have been slow to capitalize on the advantages of panel data for controlling unobservables that threaten causal inference in observational studies. This review emphasizes regression methods that capitalize on the strengths of panel data for consistently estimating causal parameters in models for metric outcomes when measured explanatory variables are cor… Show more

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Cited by 802 publications
(637 citation statements)
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References 62 publications
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“…For example, the use of random-effects modeling (via HLM), which is showing a clear upward trend, is worrisome because it appears that most who use the method do not know that they may have reported seriously compromised estimates by ignoring endogeneity and not having examined if their estimator is consistent (Antonakis, et al, 2010;Halaby, 2004). There are very simple remedial procedures to take when the random-effects estimator is inconsistent and we hope that researchers (and journal editors) will pay more attention to these issues.…”
Section: The Future Of Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…For example, the use of random-effects modeling (via HLM), which is showing a clear upward trend, is worrisome because it appears that most who use the method do not know that they may have reported seriously compromised estimates by ignoring endogeneity and not having examined if their estimator is consistent (Antonakis, et al, 2010;Halaby, 2004). There are very simple remedial procedures to take when the random-effects estimator is inconsistent and we hope that researchers (and journal editors) will pay more attention to these issues.…”
Section: The Future Of Methodsmentioning
confidence: 99%
“…These models are called random-effects/coefficients models (or oftentimes HLM models, named for the popular program used to estimate them). However, these models have a major shortcoming that has been repeatedly documented in the literature (Antonakis, et al, 2010;Bollen & Brand, 2010;Cameron & Trivedi, 2005;Halaby, 2004;Mundlak, 1978) and calls to correctly test these models have mostly fallen on deaf ears. As mentioned by Halaby (2004, p. 508), "Key principles that ought to routinely inform analysis are at times glossed over or ignored completely."…”
Section: Structural Equation Modeling (Sem)mentioning
confidence: 99%
“…The alternative random effects model (REM) is capable of producing estimates for world-system position, but the consistency of REM estimates hinges crucially on the validity of the assumption that the country-specific error term is uncorrelated with the right-hand covariates. Diagnostic (Hausman) tests show that this assumption is violated by these data (Halaby, 2004;Wooldridge, 2002). Monte Carlo simulations suggest the FEVDM is preferable to the REM model when the assumption of uncorrelated unit effects is not met, and to FE models when the between case variation is sufficiently large relative to the within variance, as is the case here (Plumper and Troeger, 2007).…”
Section: Notesmentioning
confidence: 99%
“…In the analysis of panel data, fixed effects regression models are usually to be preferred over random effects models (Halaby 2004). Fixed effects models estimate the relation between changes in one variable and changes in an outcome variable within the same respondent.…”
Section: The Effect Of Volunteering On Trustmentioning
confidence: 99%