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Block6.md

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Block 6 presentation and R scripts

Repetition from BSc. courses.
Intended for self-study and preparation for the state exam

R scripts for seminars - outline of Block 6

1) Binary_psi.R

  • EViews Use Guide II, follow Chapter 9 "Discrete and Limited Dependent Variable Models"
  • Aim: Logit estimation and plotting probability response curve

2) Binary_DVs.R

  • Binary dependent variable models, LPM, logit, probit, predictions, APE, PEA, model evaluation, confusion matrix, ROC.

3) Count_crime1.R

  • Wooldridge 5th Edition, Example 17.3
  • Aim: Count data models, Poisson, NB and Zero Inflated models

4) Unordered_MNL.R

  • Aim: Multinomial dependent variables: unordered

5) Ordered_MNL.R

  • Aim: Multinomial dependent variables: ordered

6) Tobit.R

  • Wooldridge 5th Edition, Example 17.2
  • Aim: Tobit model

7) Censored_data.R

  • Wooldridge 5th Edition, Example 17.4
  • Aim: Censored regression

8) Heckit.R

  • Wooldridge 5th Edition, Example 17.5
  • Aim: Sample selection correction - Heckit model

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