Regression Analysis I & II: Course Outline Regression Analysis II (STAT-414)

• Polynomial regression.
• Orthogonal polynomials.
• Use of instrumental.
• lagged and dummy variables.
• Model selection: Simple to general (S2G). and general to specific (G2S).
• Step-wise regression.
• GLM, Dummy dependent variables.
• Logit and probit models.
• Poisson regression models.
• Generalized least square.
• Panel data analysis.
• Introduction to Monte Carlo simulation and Bootstrap simulation.
• Seemingly unrelated regression.
• Instrumental variables.
• Simultaneous equations models.
• Two-stage and three–stage least squares.
• Generalized method of moments.

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