Tentative Schedule
Module 1
1.
Theoretical Basics of Econometrics
Methodology of Econometrics
Conditions for Causal Inference
2.
Basics of Probability Distributions
Discrete vs. Continuous Distributions
Types and specifications of different Distributi
Econometrics Workshop
Master of Accountancy Program
MODULE 3
ANOVA-ANCOVA Addendum
Elias J. Semaan, PhD
The George Washington University
1
Dummy Variables ANOVA models.
In regression analysis, the dependent variable might sometimes be
influenced by varia
MSA STAT Workshop
Final Assessment
INSTRUCTIONS PLEASE READ CAREFULLY!
1. You have until 11.59pm on Monday, September 26, 2016 to complete this assessment
and email it back to me at ESEMAAN@GMAIL.COM.
2. The subject of your email should read the following
PROBLEM SET II ANSWER KEY
proc reg data=myfile;
model y=x1 x2 x3;
run;
1. What is the population Regression function?
Parameter
Estimate
Standard
Error
t Value
Pr > |t|
Intercept
X1
X2
X3
22.77514195
0.01670288
-0.69617350
1.46772866
3.31169503
0.00701725
Econometrics Workshop
Master of Accountancy Program
MODULE 3
Elias J. Semaan, PhD
The George Washington University
1
Multiple Regression
Multiple independent variables:
Y = + 1 X 1 + 2 X 2 + + k X k + u
The s are called partial slope coefficients, and ar
ECONOMETRICS WORKSHOP
MASTER OF ACCOUNTANCY PROGRAM
MODULE 2
Elias J. Semaan, PhD
The George Washington University
1
Some Common Notations Explained
Mean or average of series (x): x x
Variance of series (x): VAR( x) x2
Standard deviation of series (x): S
ECONOMETRICS WORKSHOP
MASTER OF ACCOUNTANCY PROGRAM
MODULE1
Elias J. Semaan, PhD
The George Washington University
1
Econometrics Overview
What is Econometrics?
Methodology of Econometrics:
1- Statement of Hypothesis.
2- Specification of the Mathematica