Very much in development. Hopefully helpful resources. Econometrics Topics to Know Basic Statistics Review Expected Value Central Tendency Mean - equation. outliers problem? Median - equation. how does this correct for the outlier problem? Mode - what is the mode? wikipedia Example of finding the mean, median and mode by hand Histogram - be prepared to draw a very simple histogram. hist in R - Video Histogram Intro Videos: Population Variance, Sample Variance Standard Deviation - equation in terms of variance? [Video 13:07] Example of variance and standard deviation calc by hand Relatedness of Two Variables Covariance, Rules for Covariance and Variance [Video 15:54] Estimators of variance, covariance, and correlation [Video 4:07] Normal Distribution Normal Distribution Videos: Vid1, Vid2, Vid3(example), Vid4 (more z-table examples), Vid5(abstract example), Vid6. Econometrics - the goal of causal inference. Using data to test a theory. Data-set Types: Cross Section, Time Series, Panel Data. Simple Regression Model Ordinary Least Squares (OLS) Estimator. what is the problem OLS solves? Videos: Intro, OLS Proof Pt1, Pt2, Pt3, Pt4 (the Punchline) - Know dependent and independent variables. Know 'u' the error term. - Derivation for \beta^hat_1 & \beta^hat_0 Gauss Markov Assumptions required for "\beta\hat\_0" and "\beta\hat_1" to be an unbiased estimator for for the population "\beta_0" & "\beta_1" terms. "Unbiased Estimate" means...
Goodness of Fit and R-Squared. Videos: Finding R-Squared, Pt2(numerical ex), Pt3(calc example), Homoskedasticity Assumption Hypothesis Testing & P-Values Notes: LSE Intro to Econometrics (see email) R examples: http://www.mayin.org/ajayshah/KB/R/index.html Intro to applied Stats: R code: http://www.stanford.edu/class/stats191/helpR.html | Helpful R Code Reference Websites for R
Getting Started with R Software Too often, the hardest part.
Basic Statistics & Visualization
Econometrics with R Software
SSE, SSR & SST with R-Code A solid explanation for R-Squared and the inputs of R^2 through R-software. Handy R-Code under "Definition of R^2" too. Detailed overview of the lm(..) function for OLS estimation. Simple Regression with R - Ordinary Least Squares solved by hand and in R Software. Introduction to R-regression summary. How to run a regression where data is inputed manually. Multivariate Regression with R - with a walk-through R's OLS Regression Summary Output. lm(...) function Hypothesis Testing, Significance Test - testing whether or not a model's variable is statistically significant. Hypothesis Testing, Other Hypotheses - testing whether or not a model's variable has some specific effect on the dependent variable. Confidence Interval - calculation and interpretation. P-Value - hand calculation. R-software's P-Value. Interpretation of P-Value. Hypothesis Testing - Testing Hypothesis about Linear Combination of Parameters -- testing whether or not two variable have identical effects on the dependent variable. Hypothesis Testing - F-Statistics - Testing General Linear Restrictions. testing whether or not multiple variables are jointly statistically significant determinants of the dependent variable. Hypothesis Testing - F-Statistic - Testing Overall Significance of a Regression. Standardizing Variables in a Regression Model. Dummy variables Interaction terms Dummy variables in interaction terms Categorical variables. - running regression over 'factor' vector, dummy variable trap, interpretation. |
Econometrics Notes & R Code (UCSC Econ113)
Subpages (8):
Finding and Removing Outliers - simple example in R
Finding the Mode of a Variable in R
Interpret Regression Coefficient Estimates - {level-level, log-level, level-log & log-log regression}
mean median mode by hand example
R-Code -- Descriptive & Summary Statistics
Simple Histograms with R Software
Uploading Simple Data - Plus Simple Analysis with R Software
variance standard deviation by hand
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