Econometrics and R
Workshop, University of Louisville, 2020
Econometrics and R
Free TextBook Econometrics for Business Analytics
Older Class NOtes
- Linear Regression - Simple Linear Regression, Multiple Regression, Log Transformations, and Dummy Variables
- Causal Inference with Linear Regression - RCT’s, Difference-in-Differences, Instrumental Variables, and Regression Discontinuity
- Propensity Score Matching - Matching Models and Inverse Propensity Score Weighting
- Limited Dependent Variables (Discrete Choice Models) - Linear Probability Model, Probit/Logit, Multinomial Logit, Conditional Logit, Mixed Logit, Demand Estimation with Aggregate Data (Berry 1994)
- Count Models - Ordered Probit, Poisson Model, and Negative Binomial Models
- Censored and Truncated Data - Tobit, Truncated Regression, and Sample Selection (Heckman) Models
- Introduction to Survival Analysis - Kaplan Meier Estimator, Cox Regression, Exponential and Weibull Accelerated Failure Time Models