Block 6 presentation and R scripts

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

• Download presentation slides for Block 6
• Download R scripts for Block 6 (zip)

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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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