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

Support (or refute) an argument or point of view with quantitative information

Course Outline

  • 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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