"Mihai Nica" <[EMAIL PROTECTED]> writes:

> I am trying to find a package/solution for panel (longitudinal) data
> analysis. Unfortunately it seems I don't know where to start. Could
> somebody offer a hint?

Analysis of longitudinal data is discussed in Pinheiro and Bates
(2000), "Mixed-effects Models in S and S-PLUS" (Springer), which uses
the nlme package.  You may also want to look at the web site for Jed
Frees upcoming book "Longitudinal and Panel Data: Analysis and
Applications for the Social Sciences" 
        http://research.bus.wisc.edu/jfrees/Book/PDataBook.htm

The Statistical Code section provides examples in R as well as SAS and
Stata.

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