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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

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)
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

income gov

income 1.0000

gov -0.8927 1.0000

0.0012

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