Event History Analysis Resources

Several people have asked me about books/readings on event history analysis (aka survival analysis).  Here’s my recommendation, particularly for people with some prior familiarity with EHA:

Cleves, Mario, William W. Gould, and Roberto Gutierrez.  2004.  An Introduction to Survival Analysis Using Stata, Revised Edition.  Stata Press.

It has the best explanation of the difference between Cox (semi-parametric) models and parametric models.

It has the best explanation of the uses of constant rate (exponential) models.

It does a very good job explaining some other often-confused issues, such as the difference between “normal” and “accelerated failure time” models, and the different types of frailty models.

And, it explains how to do things in Stata, which I use in my classes.  The only thing is that it doesn’t have substantive examples relevant to the social sciences.

That said, there are other very good books out there.  Box-Steffensmeier and Jones (2004) brings some nice substantive examples in political science, and does a good job of explaining the merits of Cox models.  The Blossfeld et al (2007) Stata book has great discussions of conceptual and research design issues — I always assign Chapter 10, which offers very helpful advice.

I also have lecture slides that some people have found helpful, both in my classes on advanced regression and my class on event history analysis:  http://www.socsci.uci.edu/~schofer/teaching.html

Panel Data Book

People ask me for advice about what to read to learn about various kinds of data analysis.  Here’s my recommendation for panel data :

Wooldridge, Jeffrey M.  2001.  Econometric Analysis of Cross Section and Panel Data.  MIT Press.

It was not an easy read for me.  But, it has really good coverage and is done very well.  Wooldridge also has an excellent basic econometrics book.