Quantitative methods in social sciences e774 review session xi
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Quantitative Methods in Social Sciences (E774): Review Session XI. Dany Jaimovich December 2, 2009. Plan for today. PP4+A3 PRESENTATIONS EXAM Regressions: Multivariate Interpretation General Questions . FINAL PRESENTATIONS MDEV E774. Presentation 1 : 4 December 8.00am-10.00am

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Quantitative Methods in Social Sciences (E774): Review Session XI

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Quantitative methods in social sciences e774 review session xi

Quantitative Methods inSocial Sciences (E774): Review Session XI

DanyJaimovich

December 2, 2009


Plan for today

Plan for today

  • PP4+A3

  • PRESENTATIONS

  • EXAM

  • Regressions:

    • Multivariate

    • Interpretation

  • General Questions


Final presentations mdev e774

FINAL PRESENTATIONS MDEVE774

Presentation 1: 4 December 8.00am-10.00am

◦ Group # 1, 2, 3, 4, 5, 6, 9, 13

◦ 15 minutes maximum per group @ AJF-Villa Barton

Presentation 2: 4 December 4.15pm-6.15 pm

◦  Group # 7, 8, 10, 11, 12, 14, 15, 16

◦ 15 minutes maximum per group @ AJF-Villa Barton


Final presentations mdev e7741

FINAL PRESENTATIONS MDEV E774

  • All the 16 GROUPS should submit the powerpoint (ppt) file on or before 7am on 4 December 2009. There will be no exceptions.  This submission timing has been decided on a basis of fairness.

  • Each one of the groups should be graded by the rest of the groups during the presentations. You will need to insert this information online on or before 4 December 9pm. (See forthcoming the link at the course webpage)


Final presentations mdev e7742

FINAL PRESENTATIONS MDEV E774

  • All the students should show-up during the presentations at least 5 minutes before the scheduled timing. This is mandatory. If you are not present, you should give a proper justification in written. 

  • Finally, you are free though to structure the presentation as you like under the given template


Final exam mdev e774

FINAL EXAMMDEV E774

  • MONDAY, 7 December 2009

  • Time : 4.30pm to 5.45pm (1 hour exam)+15 minutes reading time.

  • Location: E1 and E2 @Rothschild

  • It will start sharp at 4.30pm. Make sure you are in at the examination hall at least 10 minutes before.

  • Evaluation:

    • 15 minutes by HEID

    • 7 minutes by Sudip


Final exam mdev e7741

FINAL EXAMMDEV E774

  • Format of exam:

    • 20% of total

    • Open Book (books, lecture-RS notes, assignments, PPs, z and t-tables and so on..)

    • Students can write the exam either in English or French

  • 3 questions (take 20 minutes each)

  • Excludes the following topics:   

    • Probability Theory and Week 11 lecture (Advanced Regression Theory)


Regressions

Regressions


Regressions1

Regressions

CAUSALITY WARNING!!!


Regressions model assumption and violations

Regressions: Model Assumption and Violations

  • Linear regression equation:

  • ε=residuals (y-ŷ), E(ε)=0, s(ε)=σ

  • Influential observations: outliers are “over-represented”

  • No relevant omitted variables

  • Independent variables are not “collinear”


Regressions2

Regressions

  • Multivariate regressions:

  • The slope in X1 now is “conditional” to the effects of X2

  • F-test: joint significance


Regressions3

Regressions

  • Multivariate regressions. STATA

    • pwcorr income unemployment, sig

    • reg income unemployment

    • avplotunemployment, mlabel(year)

    • reg income unemployment gov

    • avplotunemployment, mlabel(year)


Regressions4

Regressions

  • Multivariate regressions. STATA

    • reg income unemployment gov


Regressions5

Regressions

  • Tets for regressions. STATA

    • Plot residuals: rvfplot, yline(0)

    • For outliers: dfbeta

    • reg income unemployment gov if year!=1999

    • Plot residuals: rvfplot, yline(0)


Regressions6

Regressions

  • Tets for regressions. STATA

    • Heteroskedasticitytest: estathettest


Regressions7

Regressions

  • Tets for regressions. STATA

    • reg unemployment income gov if year!=1999

    • Multicollinearity: vif


Regressions8

Regressions

  • Tets for regressions. STATA

    • pwcorr income gov, sig

incomegov

income1.0000

gov-0.89271.0000

0.0012


General questions

GENERAL QUESTIONS


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