Beruflich Dokumente
Kultur Dokumente
812
Course Pre-requisites
POEC 5316 or the equivalent is required. In other words, you should have a strong grounding in Ordinary Least Squares (OLS) regression at the level of the Damodar Gujarati, Basic Econometrics (chapters 1-9) or better. A familiarity with the basics of calculus and matrix algebra is very helpful, although not required.
Course Description
The estimation of empirical models is essential to public policy analysis and social science research. Ordinary Least Squares (OLS) regression analysis is the most frequently used empirical model, and is appropriate for analyzing continuous dependent variables that meet certain distributional assumptions. This course examines several types of advanced regression models for dependent variables that violate one or more of the assumptions of the OLS regression model. For example, some dependent variables may be categorical, such as pregnant or not, employed or not, etc. Other dependent variables may be truncated or censored, such as contributions to an individual retirement account that are limited by law to certain dollar amounts. Still others may be counts of things, like the number of children born to a given woman or the number of traffic accidents on a given day. The principal models examined in the course are binary logit and probit, multinomial logit, ordinal logit and probit, tobit, and the family of Poisson regression models. The Heckman correction for selection and Event History Analysis are also addressed. All these models are estimated using maximum likelihood estimation (MLE). The course focuses on the application and interpretation of the models, rather than statistical theory.
http://www.amazon.com/Economical-Writing-Second-Deirdre-McCloskey/dp/157766063 3 William Zinsser: On Writing Well, 30th Anniversary Edition: The Classic Guide to Writing Nonfiction http://www.amazon.com/Writing-Well-30th-Anniversary-Nonfiction/dp/0060891548/ref=s r_1_1?s=books&ie=UTF8&qid=1282832636&sr=1-1 William Gould, Jeffrey Pitblado, William Sribney: Maximum Likelihood Estimation with Stata http://www.stata.com/bookstore/mle.html
Software
We will use Stata version 12 (Intercooled/IC or higher: SE or MP). If you have older version it's fine; few commands may not work, but stata did not change than much since version 8. You do not have to buy software -- it is available at EPPS labs http://eppsac.utdallas.edu/node/94. We will also use R, which is free http://cran.r-project.org You can buy your own Stata 11 IC/Intercooled perpetual license for about $200 http://www.Stata.com/order/new/edu/gradplans/gp-direct.html
Calculator
A hand calculator is a necessity. It does not have to be fancy, but it is useful to have the following functions: ln(x), exp(x), x!, and y^x (logarithms, exponents, factorials, and powers). Usually any calculator described as scientific will have these functions. For this class, graphing capability and programmability will not be needed.
Requirements
Students are required to take a midterm and a final examination in class. The exams are open-note, open-book. There are several short problem sets. Problem sets are due by the midninght of the day preceeding the class by email to the TA (if you handwrite your problem set - you can scan it or just take a - picture). You may work in groups on problem sets, but write up answers separately and indicate who you worked with. Students must complete an empirical paper on an approved topic using one or more of the techniques covered in this course. A typical paper will be 15 to 20 double spaced pages. On the indicated dates, students will be asked to turn in a proposed paper topic and a first draft of the empirical paper. These items will not be graded. Ideally, paper should be submitted to a professional journal for a publication. You may cowrite papers (upto 3 people), but then the paper quality needs to be about 3x of a single-authored paper. Cowriting a paper is a good idea: efficiency, specialization, social capital, but cowriting may be risky: disagreement, less control, free-riding
Grading Policy
The grading in the course is based on the problem sets, and the empirical paper. The weights assigned to each are as follows: Starting in Fall of 2008, certain plus and minus grades will be allowed for graduate courses. After computing the student semester average on a 100-point numeric scale, letter grades will be assigned as follows: min max Grade Point 93.0 100.0 A 4.00 90.0 92.9 A3.67 87.0 89.9 B+ 3.33 83.0 86.9 B 3.00 80.0 82.9 B2.67
Attendance is entirely optional. However, be advised that you are responsible for any material covered in the class, whether or not it was in the readings or lecture notes. You are also responsible for any announcements made in class. For most students, attendance is simply essential to learning the material. If you do need to miss a class, be sure to consult with a fellow student to learn what transpired.
Academic Calendar
Preliminary Schedule, Readings and Assignments For the most up-to-date schedule see the course website http://aok.us.to/class/cldv [*] means bonus (extra/not required) [!] means background information (review if/as needed, you should know it) when printing handouts you can print multiple slides per sheet http://kb2.adobe.com/cps/332/332720.html#main_Print multiple
class 7, Review
ans4.pdfc7_review.pdfc7_review.doc7_review.logpractice_midterm_f08.pdfWolfe_hill_ta ble_4.pdfans_practice_midterm_f08.pdfproposed_empirical_topic.pdf
class 10, count dependent variables: poisson regression and related models
c10_counts.pdfc10_counts.doc10_counts.log
final
oldfinal.pdfans_oldfinal.pdf
bonus
interactions
interactions.dointeractions.pdfmi.pdfwww.utdallas.edu/~jargo/papers/omitted%20variabl es.pdf
paper
http://thedata.org/homehttp://www2.lse.ac.uk/geographyAndEnvironment/whosWho/prof iles/neumayer/replicationdatasets2.aspxhttp://www.ats.ucla.edu/stat/Stata/library/Graph Exampleshttp://www.stata.com/support/faqs/graphics/gph/statagraphs.htmlhttp://tables2 graphs.com/doku.phphttp://www.tugzip.comhttp://aok.us.to/replication/eur_ame_work_lif e_satisfaction.tar.bz2http://myweb.uiowa.edu/fboehmke/methods.htmlweichieh2.pdfexp ort_results.do http://www.ats.ucla.edu/stat/stata/faq/spss_command_to_stata.htmhttp://faculty.fuqua.d uke.edu/home/blanc004/data_programming/sas_to_stata/sas_to_stata.htmlhttp://faculty .fuqua.duke.edu/home/blanc004/data_programming/sas_to_stata/