|Learning resources||OLAT Learning Management System (also via guest access), DiSCdown book|
|Primary reference||Winkelmann & Boes (2009). Analysis of Microdata, 2nd ed. Springer-Verlag.
|Secondary reference||Kleiber & Zeileis (2008). Applied Econometrics with R. Springer-Verlag.
R package, Chapter 1 & 2, Springer homepage, Google books
- Generalized linear models
- Maximum likelihood estimation
- Binary response models
- Multinomial response models
- Ordered response models
- Count data models
- Limited dependent variables, duration models
- Linear regression
- Ordinary/weighted/generalized least squares estimation
- Gauss-Markov theorem
- Inference (t and F tests) for linear hypotheses
- Robust standard errors
- Regression diagnostics
- Factors and interactions
- Model selection
The R system for statistical computing will be used throughout the lecture. All methods and their application will be illustrated using R. Exercises should be solved using R.
Installation under Windows: Base R.
- Integrated development environment for R: RStudio
- Introduction to Programming with R