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

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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  1. Quantitative Methods inSocial Sciences (E774): Review Session XI DanyJaimovich December 2, 2009

  2. Plan for today • PP4+A3 • PRESENTATIONS • EXAM • Regressions: • Multivariate • Interpretation • General Questions

  3. 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

  4. 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)

  5. 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

  6. 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

  7. 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)

  8. Regressions

  9. Regressions CAUSALITY WARNING!!!

  10. 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”

  11. Regressions • Multivariate regressions: • The slope in X1 now is “conditional” to the effects of X2 • F-test: joint significance

  12. Regressions • Multivariate regressions. STATA • pwcorr income unemployment, sig • reg income unemployment • avplotunemployment, mlabel(year) • reg income unemployment gov • avplotunemployment, mlabel(year)

  13. Regressions • Multivariate regressions. STATA • reg income unemployment gov

  14. 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)

  15. Regressions • Tets for regressions. STATA • Heteroskedasticitytest: estathettest

  16. Regressions • Tets for regressions. STATA • reg unemployment income gov if year!=1999 • Multicollinearity: vif

  17. Regressions • Tets for regressions. STATA • pwcorr income gov, sig income gov income 1.0000 gov -0.8927 1.0000 0.0012

  18. GENERAL QUESTIONS

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