Assessing Studies Based on Multiple Regression
(SW Chapter 9) Lets step back and take a broader look at regression: Is there a systematic way to assess (critique) regression studies? We know the stren
Quantitative Methods in Economics
The statistical analysis of economic (and related) data
Pascal Lavergne (from Stock and Watsons Introduction to Econometrics
1/2/3-1
Brief Overview of the Course
Econ
Linear Regression with One Regressor
(SW Chapters 4 and 5) The class size/test score policy question: What is the effect on test scores of reducing STR by one student/class? Test score . Object of pol
Multiple Regression
(SW Chapters 6)
OLS estimate of the Test Score/STR relation:
TestScore = 698.9 2.28STR, R2 = .05, SER = 18.6
(10.4) (0.52) Is this a credible estimate of the causal effect on test
Hypothesis Tests and Confidence Intervals in Multiple Regression
(SW Chapter 7)
Outline 1. Hypothesis tests and confidence intervals for a single coefficient 2. Joint hypothesis tests on multiple coef
Nonlinear Regression Functions
(SW Chapter 8) Everything so far has been linear in the Xs But the linear approximation is not always a good one The multiple regression framework can be extended to han
Regression with Panel Data
(SW Chapter 10) A panel dataset contains observations on multiple entities (individuals), where each entity is observed at two or more points in time. Hypothetical examples:
Regression with a Binary Dependent Variable (SW Ch. 11)
So far the dependent variable (Y) has been continuous: district-wide average test score traffic fatality rate But we might want to understand th
Instrumental Variables Regression (SW Ch. 12)
Three important threats to internal validity are: omitted variable bias from a variable that is correlated with X but is unobserved, so cannot be included
Introduction to Time Series Regression and Forecasting (SW Chapter 14)
Time series data are data collected on the same observational unit at multiple time periods Aggregate consumption and GDP for a c
Estimation of Dynamic Causal Effects (SW Chapter 15)
A dynamic causal effect is the effect on Y of a change in X over time. For example: The effect of an increase in cigarette taxes on cigarette consu