Data Sources

For longitudinal and panel data, see Appendix F of my textbook. There are fewer choices for copula modeling.

Here is a set of data sources that I used before in my regression teaching. Some may be useful for longitudinal and copula modeling. We will see.

Data Links:

• • Frees book Regression Modeling with Actuarial and Financial Applications, contains several data sets here.

  • Predictive Modeling Applications in Actuarial Science series contains a few data sets.

  • Long term health insurance useful links

  • A good overview of data resources is available from Princeton's library here.

  • Medical Expenditure Panel Survey, Agency for Healthcare Research and Quality, click on ¨Download Data Files¨

  • Data Archive of StatSci.org - - Australian listing of links to data sets used in the statistical sciences.

  • List of finance data sets at Ohio State. Many will be time series but some may interest you.

  • If you like to travel, go to the Bureau of Transportation and click on ¨Data and statistics¨. You may also search on ¨insurance.¨

  • For many different types of data sets, the University of Michigan has a great data library.

  • The Federal Reserve Bank of Saint Louis provides useful economic data. They also give lots of cool links to other data sets.

  • FedStats is a gateway to all types of federal statistics.

  • If you are interested in international comparisons, check out that Organisation for Economic Co-operation and Development (OECD) and its Online Library.

  • Computational Actuarial Science with R has many data sets available (freely) in the companion R package (install.packages("CASdatasets", repos = "http://cas.uqam.ca/pub/R/")).