T11 - Dummy variables

23 Outubro 2018, 10:30 • Isabel Proença

Using dummies for multiple categories: comparisons against the base group; comparisons between any two groups in the regression equation. Incorporating ordinal information using dummy variables. Interactions involving dummies.  Testing for differences in the regression functions across groups.

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P04 - Inference and Functional Form

18 Outubro 2018, 08:00 • Luís Silveira Santos

Exercise C9, chapter 4, Wooldridge

Exercises 1, 3, 4, chapter 6, Wooldridge

Exercises C1(i), chapter 9, Wooldridge (topics)

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T10 - Dummy variables

17 Outubro 2018, 09:30 • Isabel Proença

Describing qualitative information. A single dummy independent variable: definition of dummy variable; including a dummy v. in the linear regression model; dummy variable trap; interpretation of the coefficient of the dummy variable; changing the group base; statistical significance; Interpretation of coefficients of the dummy independent variable when the dependent variable appear in logarithmic form: exact percentage vs. logarithmic approximation (example W7.5).

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T09 - Functional Form

16 Outubro 2018, 10:30 • Isabel Proença

Topics on functional form: Models with quadratic terms. Models with interaction terms.  Testing functional form misspecification: The RESET test. Examples.

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P03 - Inference (linear restrictions and joint tests)

11 Outubro 2018, 08:00 • Luís Silveira Santos

Exercises 5, 8, C6 and 10, chapter 4, Wooldridge

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