Fixed Effects Regression Models by Paul D. Allison (English) Paperback Book

Description: Fixed Effects Regression Models by Paul D. Allison This book demonstrates how to estimate and interpret fixed-effects models in a variety of different modeling contexts. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description This book will show how to estimate and interpret fixed-effects models in a variety of different modeling contexts: linear models, logistic models, Poisson models, Cox regression models, and structural equation models. Both advantages and disadvantages of fixed-effects models will be considered, along with detailed comparisons with random-effects models. Written at a level appropriate for anyone who has taken a year of statistics, the book will be appropriate as a supplement for graduate courses in regression or linear regression as well as an aid to researchers who have repeated measures or cross-sectional data. Back Cover The Only Automated Trading Guide 100% Focused on Options Fully reflects the unique characteristics of option instruments and markets Covers everything from strategy development to optimization, risk management to back-testing Introduces breakthrough techniques for automating option trading at the portfolio level For all serious option traders working individually, in hedge funds, or in other institutions This book presents the first comprehensive, step-by-step process for creating automated option trading systems. Using its techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully tested trading strategies based on their specific requirements. Unlike other books, Automated Option Trading focuses specifically on the unique features of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors approach is optimized for options, including strategy development and optimization, capital allocation, risk management, performance measurement, and back-testing. The authors system reflects a continuous process of valuation, structuring, and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling complex structures containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate option trading at the portfolio level. Until now, all automated trading books have focused on traditional investments such as stocks, futures, or currencies. Options are fundamentally different. Therefore, automated option trading must be grounded in a different philosophy and must utilize different logic and quantitative procedures. In Automated Option Trading , internationally renowned experts Sergey Izraylevich and Vadim Tsudikman present the first and only start-to-finish guide to building automated trading systems for option markets. Izraylevich and Tsudikman walk through every stage of creating automated trading systems for options and customizing them to your unique goals and strategies. Throughout, they focus on "market-neutral" trading strategies that exploit the unique characteristics of options. Readers will learn how to build trading systems that reflect the best attributes of both "scientific" (based on economically grounded rules) and "empirical" (optimization-based) approaches and overcome the limitations of each. The authors also demonstrate how to estimate expected returns and risks in complex portfolios including many different underlying assets--enabling traders to successfully automate option trading at the portfolio level for the first time. This book shows sophisticated option traders how to Build complete frameworks for realizing profits from well-defined, formalized option strategies Construct complex portfolios step-by-step from diverse option combinations Apply the best available optimization techniques, utilizing both economic and empirical rules Accurately measure the risks of complex structures, not just individual options Allocate capital among portfolio elements in a manner that enables return maximization while maintaining an acceptable diversification level Test strategies against reliable and relevant data and avoid the pitfalls of overfitting Author Biography Paul D. Allison, Ph.D., is Professor of Sociology at the University of Pennsylvania where he teaches graduate courses in methods and statistics. He is also the founder and president of Statistical Horizons LLC which offers short courses on a wide variety of statistical topics.After completing his doctorate in sociology at the University of Wisconsin, he did postdoctoral study in statistics at the University of Chicago and the University of Pennsylvania. He has published eight books and more than 60 articles on topics that include linear regression, log-linear analysis, logistic regression, structural equation models, inequality measures, missing data, and survival analysis.Much of his early research focused on career patterns of academic scientists. At present, his principal research is on methods for analyzing longitudinal data, especially those for determining the causes and consequences of events, and on methods for handling missing data.A former Guggenheim Fellow, Allison received the 2001 Lazarsfeld Award for distinguished contributions to sociological methodology. In 2010 he was named a Fellow of the American Statistical Association. He is also a two-time winner of the American Statistical Associations award for "Excellence in Continuing Education." Table of Contents About the AuthorSeries Editor′s Introduction1. Introduction2. Linear Fixed Effects Models: Basics3. Fixed Effects Logistic Models4. Fixed Effects Models for Count Data5. Fixed Effects Models for Events History Data6. Structural Equation Models With Fixed EffectsAppendix 1Appendix 2ReferencesAuthor IndexSubject Index Details ISBN0761924973 Author Paul D. Allison Short Title FIXED EFFECTS REGRESSION MODEL Series Quantitative Applications in the Social Sciences Language English ISBN-10 0761924973 ISBN-13 9780761924975 Media Book Format Paperback DEWEY 519.536 Series Number 160 Year 2009 Imprint SAGE Publications Inc Country of Publication United States Illustrations Illustrations Pages 136 Place of Publication Thousand Oaks Residence PA, US Affiliation University of Pennsylvania Univ. of Pennsylvania University of Pennsyl UK Release Date 2009-07-07 NZ Release Date 2009-07-07 US Release Date 2009-07-07 Translator Scott Davidson Edited by Paula Queiroz Birth 1974 Position journalist Qualifications Ph.D. Publisher SAGE Publications Inc Publication Date 2009-07-07 Audience Tertiary & Higher Education AU Release Date 2009-07-06 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! 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