Subject index. predictor. C clogit option, or

Size: px
Start display at page:

Download "Subject index. predictor. C clogit option, or"

Transcription

1 Subject index A adaptive quadrature agreement...14 applications adolescent-alcohol-use data antibiotics data attitudes-to-abortion data children s growth data , 95 dairy-cow data , 245, 246 diffusion-of-innovations data epileptic-fit data essay-grading data , 165, 177 Fife school data , 269 general-health-questionnaire data Georgian birthweight data grade-point-average data Grunfeld investment data Guatemalan immunization data headache data health-care reform data.. 184, 245 high school and beyond data...55, 97 inner-london schools data , 100 jaw-growth data , 95 labor-participation data lip cancer data math-achievement data neighborhood-effects data.. 28, 51, 272 Ohio wheeze data patent data peak-expiratory-flow data... 1, 26, 219, 246, 248 rat-pups data applications, continued respiratory-illness data schizophrenia trial data school retention in Thailand data school-absenteeism data skin-cancer data , 244 smoking-intervention data , 245 state productivity data tax-preparer data...31, 51 toenail infection data , 134 Tower-of-London data twin-neuroticism data...27 U.S. production data unemployment-claims data union membership data vaginal-bleeding data verbal-aggression data , 176 video-ratings data wage-panel data...54 women s employment data attrition B bar plot best linear unbiased predictor...22 between estimator binary response see dichotomous response binomial distribution bivariate normal distribution , 65 BLUP...see best linear unbiased predictor C clogit option, or

2 314 Subject index clustered data...1, 217 column name...22 command clogit describe...55 display egen , 151, 152, 257, 262 encode eq , 278 estimates store...13 generate...2 gllamm , 75, , , gllapred... 23, 46 47, 76 77, 129, 161, 163, 239, , gllasim glm , 149, 189 graph twoway line...33 hausman lincom...43, 156 logit , 149 lrtest , 264 merge...60 ologit , 155 oprobit predict , 73, 105, 228 preserve...33 probit , 149 qnorm recode regress...17, 55, 58 reshape...9, 33, 218 restore sort...33 ssc...12 statsby summarize...59 supclust svmat...18, 210 table tabulate... 17, 258 test...43, 172 twoway function...71, 105 use...2 command, continued xtdes , 112, 150, 184 xtgee xtmixed...10, 70 xtreg...9, 40 xtsum...38 comparative standard error...24 complex level-1 variation...92 conditional independence conditional logistic regression conditional Poisson regression constant counts covariance structure cross-classification , 257 cross-level interaction , 238 crossed error-components model crossed random effects crossover trial cumulative model D diagnostic standard error diagnostics , 264 dichotomous response dropout E egen function anymatch() group() mean()...18, 151 tag() total() egen option, by()...18 elasticity empirical Bayes , , 254, 264 variances endogeneity equation name...22 error components exponential family exposure...182

3 Subject index 315 F fixed effects...5 fixed part fixed-effects estimator , , 196 G gateaux derivative GEE...see generalized estimating equations generalizability coefficient generalizability theory , 271 generalized estimating equations , 197 generalized least squares...42 generalized linear mixed model generalized linear model , gllamm options adapt , 158, 232 bmatrix() cluster() copy...76, 85, 128 denom() eform , 158, 191, 233 eqs().. 75, 191, 232, 237, 276, 284 family() , 201, 276, 284 family(binom) from()...76, 128 fv() gateaux() geqs()...89, 285 i( ) i() , 158, 276, 277, 284 ip() ip(f) lf0() link() , 201, 276, 284 link(logit) link(ologit) link(oprobit) , 166 link(soprobit) lv() marginal nip() , 13, 208, 237 gllamm options, continued noconstant...89, 94 nrf() , 237, 276, 277, 284 offset() peqs() , 285 robust s() , 100, 168, 247, 285 skip , 235 thresh().. 170, 172, 175, 278, 285 us() weight() , 128, 141 gllapred options above() , 163 fac...95 linpred , 92, 279 marginal , 161 mu , 121, 130, 161, 163, 204 nooffset pearson...46 u , 24, 77, 129, 239, 279 ustd , 129, 279 gllasim options fac linpred mu u y GLM...see generalized linear model glm options eform , 186 family() link() link(logit) link(probit) scale(x2) GLMM...see generalized linear mixed model GLS...see generalized least squares graph option, by()...53 graph twoway option, connect(ascending)... 33, 53, 61 growth-curve model , H Hausman specification test

4 316 Subject index heteroskedasticity , 92, 167 hierarchical data higher-level model homoskedasticity I identification incidence-rate ratio intensity intraclass correlation , 37, 66, , 252, 261 inverse link function L latent response , lincom options eform or linear predictor , 276 link function , 276 local macro...23 log linear model log link log odds...see logit logistic regression logit link logit option, or , 155 lrtest option, force M marginal effect , 156 marginal probability , 120, 161 maximum likelihood , missing at random missing data MLE...see maximum likelihood N nested random effects nonparametric maximum likelihood , 285 nonresponse NPML...see nonparametric maximum likelihood O odds offset , 213 ologit options cluster() or ordinal logit model ordinal probit model ordinal response overdispersion , 183, P path diagram , 7, 223, 224 Poisson distribution Poisson model Poisson regression population averaged see marginal probability posterior distribution...20 posterior variance...24 predict options fitted...73, 91 p reffects , 46, 72, 228, 254 rstandard...46 xb...17 prior distribution...19 probit link probit regression proportional-odds model , Q quasilikelihood , R random coefficient random effect...5, 276 random interaction random intercept...5, 276 random slope random-coefficient logistic regression random-coefficient model

5 Subject index 317 random-coefficient Poisson regression random-coefficient proportional-odds model random-intercept logistic regression , random-intercept model random-intercept ordinal probit model random-intercept Poisson regression , random-intercept proportional-odds model reduced form...88 regress options cluster()...34, 55 noconstant...17 robust...55 reliability REML...see restricted maximum likelihood reshape options i() string residuals restricted maximum likelihood S sandwich estimator , 133, 179 scaled probit link scatterplot...58 shrinkage...22 SSC ssc option, replace...12 standardized mortality ratio subject-specific effect subject-specific probability two-way error-components model..249, U underdispersion use option, clear...2 V variance components W within estimator X xtgee option, eform xtmixed options covariance(exchangeable) covariance(identity) covariance(unstructured)...70, 247 mle...11, 16, 38, 68 noconstant...11, 248 reml...16 variance... 11, 226 xtreg options be...40 fe...41 i()...9 mle...9, 16 re...16, 42 T tabulate option, gen()...17 three-level model , three-stage formulation two-level model , two-stage formulation...87

Applied Econometrics for Health Economists

Applied Econometrics for Health Economists Applied Econometrics for Health Economists Exercise 0 Preliminaries The data file hals1class.dta contains the following variables: age male white aglsch rheuma prheuma ownh breakhot tea teasug coffee age

More information

ANALYSIS OF DISCRETE DATA STATA CODES. Standard errors/robust: vce(vcetype): vcetype may be, for example, robust, cluster clustvar or bootstrap.

ANALYSIS OF DISCRETE DATA STATA CODES. Standard errors/robust: vce(vcetype): vcetype may be, for example, robust, cluster clustvar or bootstrap. 1. LOGISTIC REGRESSION Logistic regression: general form ANALYSIS OF DISCRETE DATA STATA CODES logit depvar [indepvars] [if] [in] [weight] [, options] Standard errors/robust: vce(vcetype): vcetype may

More information

List of figures. I General information 1

List of figures. I General information 1 List of figures Preface xix xxi I General information 1 1 Introduction 7 1.1 What is this book about?........................ 7 1.2 Which models are considered?...................... 8 1.3 Whom is this

More information

Hierarchical Generalized Linear Models. Measurement Incorporated Hierarchical Linear Models Workshop

Hierarchical Generalized Linear Models. Measurement Incorporated Hierarchical Linear Models Workshop Hierarchical Generalized Linear Models Measurement Incorporated Hierarchical Linear Models Workshop Hierarchical Generalized Linear Models So now we are moving on to the more advanced type topics. To begin

More information

Subject CS1 Actuarial Statistics 1 Core Principles. Syllabus. for the 2019 exams. 1 June 2018

Subject CS1 Actuarial Statistics 1 Core Principles. Syllabus. for the 2019 exams. 1 June 2018 ` Subject CS1 Actuarial Statistics 1 Core Principles Syllabus for the 2019 exams 1 June 2018 Copyright in this Core Reading is the property of the Institute and Faculty of Actuaries who are the sole distributors.

More information

Contents Part I Descriptive Statistics 1 Introduction and Framework Population, Sample, and Observations Variables Quali

Contents Part I Descriptive Statistics 1 Introduction and Framework Population, Sample, and Observations Variables Quali Part I Descriptive Statistics 1 Introduction and Framework... 3 1.1 Population, Sample, and Observations... 3 1.2 Variables.... 4 1.2.1 Qualitative and Quantitative Variables.... 5 1.2.2 Discrete and Continuous

More information

9. Logit and Probit Models For Dichotomous Data

9. Logit and Probit Models For Dichotomous Data Sociology 740 John Fox Lecture Notes 9. Logit and Probit Models For Dichotomous Data Copyright 2014 by John Fox Logit and Probit Models for Dichotomous Responses 1 1. Goals: I To show how models similar

More information

CHAPTER 8 EXAMPLES: MIXTURE MODELING WITH LONGITUDINAL DATA

CHAPTER 8 EXAMPLES: MIXTURE MODELING WITH LONGITUDINAL DATA Examples: Mixture Modeling With Longitudinal Data CHAPTER 8 EXAMPLES: MIXTURE MODELING WITH LONGITUDINAL DATA Mixture modeling refers to modeling with categorical latent variables that represent subpopulations

More information

Longitudinal Logistic Regression: Breastfeeding of Nepalese Children

Longitudinal Logistic Regression: Breastfeeding of Nepalese Children Longitudinal Logistic Regression: Breastfeeding of Nepalese Children Scientific Question Determine whether the breastfeeding of Nepalese children varies with child age and/or sex of child. Data: Nepal

More information

Logit Models for Binary Data

Logit Models for Binary Data Chapter 3 Logit Models for Binary Data We now turn our attention to regression models for dichotomous data, including logistic regression and probit analysis These models are appropriate when the response

More information

Module 9: Single-level and Multilevel Models for Ordinal Responses. Stata Practical 1

Module 9: Single-level and Multilevel Models for Ordinal Responses. Stata Practical 1 Module 9: Single-level and Multilevel Models for Ordinal Responses Pre-requisites Modules 5, 6 and 7 Stata Practical 1 George Leckie, Tim Morris & Fiona Steele Centre for Multilevel Modelling If you find

More information

Distributive Conflicts and Willingness to Pay for the Environment

Distributive Conflicts and Willingness to Pay for the Environment Distributive Conflicts and Willingness to Pay for the Environment Antonio M. Jaime-Castillo 1 José M. Echavarren 2 Javier Álvarez-Gálvez3 1 University of Málaga 2 University Pablo de Olavide 3 University

More information

Intro to GLM Day 2: GLM and Maximum Likelihood

Intro to GLM Day 2: GLM and Maximum Likelihood Intro to GLM Day 2: GLM and Maximum Likelihood Federico Vegetti Central European University ECPR Summer School in Methods and Techniques 1 / 32 Generalized Linear Modeling 3 steps of GLM 1. Specify the

More information

11. Logistic modeling of proportions

11. Logistic modeling of proportions 11. Logistic modeling of proportions Retrieve the data File on main menu Open worksheet C:\talks\strirling\employ.ws = Note Postcode is neighbourhood in Glasgow Cell is element of the table for each postcode

More information

AP STATISTICS FALL SEMESTSER FINAL EXAM STUDY GUIDE

AP STATISTICS FALL SEMESTSER FINAL EXAM STUDY GUIDE AP STATISTICS Name: FALL SEMESTSER FINAL EXAM STUDY GUIDE Period: *Go over Vocabulary Notecards! *This is not a comprehensive review you still should look over your past notes, homework/practice, Quizzes,

More information

Chapter 6 Simple Correlation and

Chapter 6 Simple Correlation and Contents Chapter 1 Introduction to Statistics Meaning of Statistics... 1 Definition of Statistics... 2 Importance and Scope of Statistics... 2 Application of Statistics... 3 Characteristics of Statistics...

More information

STATISTICAL METHODS FOR CATEGORICAL DATA ANALYSIS

STATISTICAL METHODS FOR CATEGORICAL DATA ANALYSIS STATISTICAL METHODS FOR CATEGORICAL DATA ANALYSIS Daniel A. Powers Department of Sociology University of Texas at Austin YuXie Department of Sociology University of Michigan ACADEMIC PRESS An Imprint of

More information

STA 4504/5503 Sample questions for exam True-False questions.

STA 4504/5503 Sample questions for exam True-False questions. STA 4504/5503 Sample questions for exam 2 1. True-False questions. (a) For General Social Survey data on Y = political ideology (categories liberal, moderate, conservative), X 1 = gender (1 = female, 0

More information

sociology SO5032 Quantitative Research Methods Brendan Halpin, Sociology, University of Limerick Spring 2018 SO5032 Quantitative Research Methods

sociology SO5032 Quantitative Research Methods Brendan Halpin, Sociology, University of Limerick Spring 2018 SO5032 Quantitative Research Methods 1 SO5032 Quantitative Research Methods Brendan Halpin, Sociology, University of Limerick Spring 2018 Lecture 10: Multinomial regression baseline category extension of binary What if we have multiple possible

More information

West Coast Stata Users Group Meeting, October 25, 2007

West Coast Stata Users Group Meeting, October 25, 2007 Estimating Heterogeneous Choice Models with Stata Richard Williams, Notre Dame Sociology, rwilliam@nd.edu oglm support page: http://www.nd.edu/~rwilliam/oglm/index.html West Coast Stata Users Group Meeting,

More information

DYNAMICS OF URBAN INFORMAL

DYNAMICS OF URBAN INFORMAL DYNAMICS OF URBAN INFORMAL EMPLOYMENT IN BANGLADESH Selim Raihan Professor of Economics, University of Dhaka and Executive Director, SANEM ICRIER Conference on Creating Jobs in South Asia 3-4 December

More information

Session 5: Associations

Session 5: Associations Session 5: Associations Li (Sherlly) Xie http://www.nemoursresearch.org/open/statclass/february2013/ Session 5 Flow 1. Bivariate data visualization Cross-Tab Stacked bar plots Box plot Scatterplot 2. Correlation

More information

Lecture 10: Alternatives to OLS with limited dependent variables, part 1. PEA vs APE Logit/Probit

Lecture 10: Alternatives to OLS with limited dependent variables, part 1. PEA vs APE Logit/Probit Lecture 10: Alternatives to OLS with limited dependent variables, part 1 PEA vs APE Logit/Probit PEA vs APE PEA: partial effect at the average The effect of some x on y for a hypothetical case with sample

More information

Table of Contents. New to the Second Edition... Chapter 1: Introduction : Social Research...

Table of Contents. New to the Second Edition... Chapter 1: Introduction : Social Research... iii Table of Contents Preface... xiii Purpose... xiii Outline of Chapters... xiv New to the Second Edition... xvii Acknowledgements... xviii Chapter 1: Introduction... 1 1.1: Social Research... 1 Introduction...

More information

Calculating the Probabilities of Member Engagement

Calculating the Probabilities of Member Engagement Calculating the Probabilities of Member Engagement by Larry J. Seibert, Ph.D. Binary logistic regression is a regression technique that is used to calculate the probability of an outcome when there are

More information

Generalized Multilevel Regression Example for a Binary Outcome

Generalized Multilevel Regression Example for a Binary Outcome Psy 510/610 Multilevel Regression, Spring 2017 1 HLM Generalized Multilevel Regression Example for a Binary Outcome Specifications for this Bernoulli HLM2 run Problem Title: no title The data source for

More information

Survey Sampling, Fall, 2006, Columbia University Homework assignments (2 Sept 2006)

Survey Sampling, Fall, 2006, Columbia University Homework assignments (2 Sept 2006) Survey Sampling, Fall, 2006, Columbia University Homework assignments (2 Sept 2006) Assignment 1, due lecture 3 at the beginning of class 1. Lohr 1.1 2. Lohr 1.2 3. Lohr 1.3 4. Download data from the CBS

More information

Discrete Choice Modeling

Discrete Choice Modeling [Part 1] 1/15 0 Introduction 1 Summary 2 Binary Choice 3 Panel Data 4 Bivariate Probit 5 Ordered Choice 6 Count Data 7 Multinomial Choice 8 Nested Logit 9 Heterogeneity 10 Latent Class 11 Mixed Logit 12

More information

CHAPTER 12 EXAMPLES: MONTE CARLO SIMULATION STUDIES

CHAPTER 12 EXAMPLES: MONTE CARLO SIMULATION STUDIES Examples: Monte Carlo Simulation Studies CHAPTER 12 EXAMPLES: MONTE CARLO SIMULATION STUDIES Monte Carlo simulation studies are often used for methodological investigations of the performance of statistical

More information

Unit 5: Study Guide Multilevel models for macro and micro data MIMAS The University of Manchester

Unit 5: Study Guide Multilevel models for macro and micro data MIMAS The University of Manchester Unit 5: Study Guide Multilevel models for macro and micro data MIMAS The University of Manchester 5.1 Introduction 5.2 Learning objectives 5.3 Single level models 5.4 Multilevel models 5.5 Theoretical

More information

Probits. Catalina Stefanescu, Vance W. Berger Scott Hershberger. Abstract

Probits. Catalina Stefanescu, Vance W. Berger Scott Hershberger. Abstract Probits Catalina Stefanescu, Vance W. Berger Scott Hershberger Abstract Probit models belong to the class of latent variable threshold models for analyzing binary data. They arise by assuming that the

More information

Institute of Actuaries of India Subject CT6 Statistical Methods

Institute of Actuaries of India Subject CT6 Statistical Methods Institute of Actuaries of India Subject CT6 Statistical Methods For 2014 Examinations Aim The aim of the Statistical Methods subject is to provide a further grounding in mathematical and statistical techniques

More information

STATISTICAL DISTRIBUTIONS AND THE CALCULATOR

STATISTICAL DISTRIBUTIONS AND THE CALCULATOR STATISTICAL DISTRIBUTIONS AND THE CALCULATOR 1. Basic data sets a. Measures of Center - Mean ( ): average of all values. Characteristic: non-resistant is affected by skew and outliers. - Median: Either

More information

Contents. An Overview of Statistical Applications CHAPTER 1. Contents (ix) Preface... (vii)

Contents. An Overview of Statistical Applications CHAPTER 1. Contents (ix) Preface... (vii) Contents (ix) Contents Preface... (vii) CHAPTER 1 An Overview of Statistical Applications 1.1 Introduction... 1 1. Probability Functions and Statistics... 1..1 Discrete versus Continuous Functions... 1..

More information

Chapter 14. Descriptive Methods in Regression and Correlation. Copyright 2016, 2012, 2008 Pearson Education, Inc. Chapter 14, Slide 1

Chapter 14. Descriptive Methods in Regression and Correlation. Copyright 2016, 2012, 2008 Pearson Education, Inc. Chapter 14, Slide 1 Chapter 14 Descriptive Methods in Regression and Correlation Copyright 2016, 2012, 2008 Pearson Education, Inc. Chapter 14, Slide 1 Section 14.1 Linear Equations with One Independent Variable Copyright

More information

The Simple Regression Model

The Simple Regression Model Chapter 2 Wooldridge: Introductory Econometrics: A Modern Approach, 5e Definition of the simple linear regression model "Explains variable in terms of variable " Intercept Slope parameter Dependent var,

More information

Subject index. A abbreviating commands...19 ado-files...9, 446 ado uninstall command...9

Subject index. A abbreviating commands...19 ado-files...9, 446 ado uninstall command...9 Subject index A abbreviating commands...19 ado-files...9, 446 ado uninstall command...9 AIC...see Akaike information criterion Akaike information criterion..104, 112, 414 alternative-specific data data

More information

WC-5 Just How Credible Is That Employer? Exploring GLMs and Multilevel Modeling for NCCI s Excess Loss Factor Methodology

WC-5 Just How Credible Is That Employer? Exploring GLMs and Multilevel Modeling for NCCI s Excess Loss Factor Methodology Antitrust Notice The Casualty Actuarial Society is committed to adhering strictly to the letter and spirit of the antitrust laws. Seminars conducted under the auspices of the CAS are designed solely to

More information

Sociology 704: Topics in Multivariate Statistics Instructor: Natasha Sarkisian. Binary Logit

Sociology 704: Topics in Multivariate Statistics Instructor: Natasha Sarkisian. Binary Logit Sociology 704: Topics in Multivariate Statistics Instructor: Natasha Sarkisian Binary Logit Binary models deal with binary (0/1, yes/no) dependent variables. OLS is inappropriate for this kind of dependent

More information

Cross-country comparison using the ECHP Descriptive statistics and Simple Models. Cheti Nicoletti Institute for Social and Economic Research

Cross-country comparison using the ECHP Descriptive statistics and Simple Models. Cheti Nicoletti Institute for Social and Economic Research Cross-country comparison using the ECHP Descriptive statistics and Simple Models Cheti Nicoletti Institute for Social and Economic Research Comparing income variables across countries Income variables

More information

Lecture 21: Logit Models for Multinomial Responses Continued

Lecture 21: Logit Models for Multinomial Responses Continued Lecture 21: Logit Models for Multinomial Responses Continued Dipankar Bandyopadhyay, Ph.D. BMTRY 711: Analysis of Categorical Data Spring 2011 Division of Biostatistics and Epidemiology Medical University

More information

Final Exam - section 1. Thursday, December hours, 30 minutes

Final Exam - section 1. Thursday, December hours, 30 minutes Econometrics, ECON312 San Francisco State University Michael Bar Fall 2013 Final Exam - section 1 Thursday, December 19 1 hours, 30 minutes Name: Instructions 1. This is closed book, closed notes exam.

More information

Model fit assessment via marginal model plots

Model fit assessment via marginal model plots The Stata Journal (2010) 10, Number 2, pp. 215 225 Model fit assessment via marginal model plots Charles Lindsey Texas A & M University Department of Statistics College Station, TX lindseyc@stat.tamu.edu

More information

**BEGINNING OF EXAMINATION** A random sample of five observations from a population is:

**BEGINNING OF EXAMINATION** A random sample of five observations from a population is: **BEGINNING OF EXAMINATION** 1. You are given: (i) A random sample of five observations from a population is: 0.2 0.7 0.9 1.1 1.3 (ii) You use the Kolmogorov-Smirnov test for testing the null hypothesis,

More information

Rescaling results of nonlinear probability models to compare regression coefficients or variance components across hierarchically nested models

Rescaling results of nonlinear probability models to compare regression coefficients or variance components across hierarchically nested models Rescaling results of nonlinear probability models to compare regression coefficients or variance components across hierarchically nested models Dirk Enzmann & Ulrich Kohler University of Hamburg, dirk.enzmann@uni-hamburg.de

More information

Postestimation commands predict Remarks and examples References Also see

Postestimation commands predict Remarks and examples References Also see Title stata.com stteffects postestimation Postestimation tools for stteffects Postestimation commands predict Remarks and examples References Also see Postestimation commands The following postestimation

More information

A Comparison of Univariate Probit and Logit. Models Using Simulation

A Comparison of Univariate Probit and Logit. Models Using Simulation Applied Mathematical Sciences, Vol. 12, 2018, no. 4, 185-204 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ams.2018.818 A Comparison of Univariate Probit and Logit Models Using Simulation Abeer

More information

Quantitative Techniques Term 2

Quantitative Techniques Term 2 Quantitative Techniques Term 2 Laboratory 7 2 March 2006 Overview The objective of this lab is to: Estimate a cost function for a panel of firms; Calculate returns to scale; Introduce the command cluster

More information

Logistic Regression Analysis

Logistic Regression Analysis Revised July 2018 Logistic Regression Analysis This set of notes shows how to use Stata to estimate a logistic regression equation. It assumes that you have set Stata up on your computer (see the Getting

More information

The Simple Regression Model

The Simple Regression Model Chapter 2 Wooldridge: Introductory Econometrics: A Modern Approach, 5e Definition of the simple linear regression model Explains variable in terms of variable Intercept Slope parameter Dependent variable,

More information

Statistics TI-83 Usage Handout

Statistics TI-83 Usage Handout Statistics TI-83 Usage Handout This handout includes instructions for performing several different functions on a TI-83 calculator for use in Statistics. The Contents table below lists the topics covered

More information

Regression with a binary dependent variable: Logistic regression diagnostic

Regression with a binary dependent variable: Logistic regression diagnostic ACADEMIC YEAR 2016/2017 Università degli Studi di Milano GRADUATE SCHOOL IN SOCIAL AND POLITICAL SCIENCES APPLIED MULTIVARIATE ANALYSIS Luigi Curini luigi.curini@unimi.it Do not quote without author s

More information

proc genmod; model malform/total = alcohol / dist=bin link=identity obstats; title 'Table 2.7'; title2 'Identity Link';

proc genmod; model malform/total = alcohol / dist=bin link=identity obstats; title 'Table 2.7'; title2 'Identity Link'; BIOS 6244 Analysis of Categorical Data Assignment 5 s 1. Consider Exercise 4.4, p. 98. (i) Write the SAS code, including the DATA step, to fit the linear probability model and the logit model to the data

More information

The instructions on this page also work for the TI-83 Plus and the TI-83 Plus Silver Edition.

The instructions on this page also work for the TI-83 Plus and the TI-83 Plus Silver Edition. The instructions on this page also work for the TI-83 Plus and the TI-83 Plus Silver Edition. The position of the graphically represented keys can be found by moving your mouse on top of the graphic. Turn

More information

Maximum Likelihood Estimation

Maximum Likelihood Estimation Maximum Likelihood Estimation EPSY 905: Fundamentals of Multivariate Modeling Online Lecture #6 EPSY 905: Maximum Likelihood In This Lecture The basics of maximum likelihood estimation Ø The engine that

More information

Insights into Using the GLIMMIX Procedure to Model Categorical Outcomes with Random Effects

Insights into Using the GLIMMIX Procedure to Model Categorical Outcomes with Random Effects Paper SAS2179-2018 Insights into Using the GLIMMIX Procedure to Model Categorical Outcomes with Random Effects Kathleen Kiernan, SAS Institute Inc. ABSTRACT Modeling categorical outcomes with random effects

More information

Statistical Models of Stocks and Bonds. Zachary D Easterling: Department of Economics. The University of Akron

Statistical Models of Stocks and Bonds. Zachary D Easterling: Department of Economics. The University of Akron Statistical Models of Stocks and Bonds Zachary D Easterling: Department of Economics The University of Akron Abstract One of the key ideas in monetary economics is that the prices of investments tend to

More information

Creation of Synthetic Discrete Response Regression Models

Creation of Synthetic Discrete Response Regression Models Arizona State University From the SelectedWorks of Joseph M Hilbe 2010 Creation of Synthetic Discrete Response Regression Models Joseph Hilbe, Arizona State University Available at: https://works.bepress.com/joseph_hilbe/2/

More information

Dan Breznitz Munk School of Global Affairs, University of Toronto, 1 Devonshire Place, Toronto, Ontario M5S 3K7 CANADA

Dan Breznitz Munk School of Global Affairs, University of Toronto, 1 Devonshire Place, Toronto, Ontario M5S 3K7 CANADA RESEARCH ARTICLE THE ROLE OF VENTURE CAPITAL IN THE FORMATION OF A NEW TECHNOLOGICAL ECOSYSTEM: EVIDENCE FROM THE CLOUD Dan Breznitz Munk School of Global Affairs, University of Toronto, 1 Devonshire Place,

More information

Name: Common Core Algebra L R Final Exam 2015 CLONE 3 Teacher:

Name: Common Core Algebra L R Final Exam 2015 CLONE 3 Teacher: 1) Which graph represents a linear function? 2) Which relation is a function? A) B) A) {(2, 3), (3, 9), (4, 7), (5, 7)} B) {(0, -2), (3, 10), (-2, -4), (3, 4)} C) {(2, 7), (2, -3), (1, 1), (3, -1)} D)

More information

Estimating Heterogeneous Choice Models with Stata

Estimating Heterogeneous Choice Models with Stata Estimating Heterogeneous Choice Models with Stata Richard Williams Notre Dame Sociology rwilliam@nd.edu West Coast Stata Users Group Meetings October 25, 2007 Overview When a binary or ordinal regression

More information

DETERMINANTS OF FINANCIAL STRUCTURE OF GREEK COMPANIES

DETERMINANTS OF FINANCIAL STRUCTURE OF GREEK COMPANIES Gargalis PANAGIOTIS Doctoral School of Economics and Business Administration Alexandru Ioan Cuza University of Iasi, Romania DETERMINANTS OF FINANCIAL STRUCTURE OF GREEK COMPANIES Empirical study Keywords

More information

Categorical Outcomes. Statistical Modelling in Stata: Categorical Outcomes. R by C Table: Example. Nominal Outcomes. Mark Lunt.

Categorical Outcomes. Statistical Modelling in Stata: Categorical Outcomes. R by C Table: Example. Nominal Outcomes. Mark Lunt. Categorical Outcomes Statistical Modelling in Stata: Categorical Outcomes Mark Lunt Arthritis Research UK Epidemiology Unit University of Manchester Nominal Ordinal 28/11/2017 R by C Table: Example Categorical,

More information

Module 10: Single-level and Multilevel Models for Nominal Responses Concepts

Module 10: Single-level and Multilevel Models for Nominal Responses Concepts Module 10: Single-level and Multilevel Models for Nominal Responses Concepts Fiona Steele Centre for Multilevel Modelling Pre-requisites Modules 5, 6 and 7 Contents Introduction... 1 Introduction to the

More information

Multiple Regression and Logistic Regression II. Dajiang 525 Apr

Multiple Regression and Logistic Regression II. Dajiang 525 Apr Multiple Regression and Logistic Regression II Dajiang Liu @PHS 525 Apr-19-2016 Materials from Last Time Multiple regression model: Include multiple predictors in the model = + + + + How to interpret the

More information

To be two or not be two, that is a LOGISTIC question

To be two or not be two, that is a LOGISTIC question MWSUG 2016 - Paper AA18 To be two or not be two, that is a LOGISTIC question Robert G. Downer, Grand Valley State University, Allendale, MI ABSTRACT A binary response is very common in logistic regression

More information

UPDATED IAA EDUCATION SYLLABUS

UPDATED IAA EDUCATION SYLLABUS II. UPDATED IAA EDUCATION SYLLABUS A. Supporting Learning Areas 1. STATISTICS Aim: To enable students to apply core statistical techniques to actuarial applications in insurance, pensions and emerging

More information

SUPPLEMENTARY ONLINE APPENDIX FOR: TECHNOLOGY AND COLLECTIVE ACTION: THE EFFECT OF CELL PHONE COVERAGE ON POLITICAL VIOLENCE IN AFRICA

SUPPLEMENTARY ONLINE APPENDIX FOR: TECHNOLOGY AND COLLECTIVE ACTION: THE EFFECT OF CELL PHONE COVERAGE ON POLITICAL VIOLENCE IN AFRICA SUPPLEMENTARY ONLINE APPENDIX FOR: TECHNOLOGY AND COLLECTIVE ACTION: THE EFFECT OF CELL PHONE COVERAGE ON POLITICAL VIOLENCE IN AFRICA 1. CELL PHONES AND PROTEST The Afrobarometer survey asks whether respondents

More information

Cambridge University Press Risk Modelling in General Insurance: From Principles to Practice Roger J. Gray and Susan M.

Cambridge University Press Risk Modelling in General Insurance: From Principles to Practice Roger J. Gray and Susan M. adjustment coefficient, 272 and Cramér Lundberg approximation, 302 existence, 279 and Lundberg s inequality, 272 numerical methods for, 303 properties, 272 and reinsurance (case study), 348 statistical

More information

The data definition file provided by the authors is reproduced below: Obs: 1500 home sales in Stockton, CA from Oct 1, 1996 to Nov 30, 1998

The data definition file provided by the authors is reproduced below: Obs: 1500 home sales in Stockton, CA from Oct 1, 1996 to Nov 30, 1998 Economics 312 Sample Project Report Jeffrey Parker Introduction This project is based on Exercise 2.12 on page 81 of the Hill, Griffiths, and Lim text. It examines how the sale price of houses in Stockton,

More information

XLSTAT TIP SHEET FOR BUSINESS STATISTICS CENGAGE LEARNING

XLSTAT TIP SHEET FOR BUSINESS STATISTICS CENGAGE LEARNING XLSTAT TIP SHEET FOR BUSINESS STATISTICS CENGAGE LEARNING INTRODUCTION XLSTAT makes accessible to anyone a powerful, complete and user-friendly data analysis and statistical solution. Accessibility to

More information

Establishing a framework for statistical analysis via the Generalized Linear Model

Establishing a framework for statistical analysis via the Generalized Linear Model PSY349: Lecture 1: INTRO & CORRELATION Establishing a framework for statistical analysis via the Generalized Linear Model GLM provides a unified framework that incorporates a number of statistical methods

More information

INSTITUTE AND FACULTY OF ACTUARIES. Curriculum 2019 SPECIMEN EXAMINATION

INSTITUTE AND FACULTY OF ACTUARIES. Curriculum 2019 SPECIMEN EXAMINATION INSTITUTE AND FACULTY OF ACTUARIES Curriculum 2019 SPECIMEN EXAMINATION Subject CS1A Actuarial Statistics Time allowed: Three hours and fifteen minutes INSTRUCTIONS TO THE CANDIDATE 1. Enter all the candidate

More information

CHAPTER III METHODOLOGY

CHAPTER III METHODOLOGY CHAPTER III METHODOLOGY 3.1 Description In this chapter, the calculation steps, which will be done in the analysis section, will be explained. The theoretical foundations and literature reviews are already

More information

ก ก ก ก ก ก ก. ก (Food Safety Risk Assessment Workshop) 1 : Fundamental ( ก ( NAC 2010)) 2 3 : Excel and Statistics Simulation Software\

ก ก ก ก ก ก ก. ก (Food Safety Risk Assessment Workshop) 1 : Fundamental ( ก ( NAC 2010)) 2 3 : Excel and Statistics Simulation Software\ ก ก ก ก (Food Safety Risk Assessment Workshop) ก ก ก ก ก ก ก ก 5 1 : Fundamental ( ก 29-30.. 53 ( NAC 2010)) 2 3 : Excel and Statistics Simulation Software\ 1 4 2553 4 5 : Quantitative Risk Modeling Microbial

More information

Econometrics II Multinomial Choice Models

Econometrics II Multinomial Choice Models LV MNC MRM MNLC IIA Int Est Tests End Econometrics II Multinomial Choice Models Paul Kattuman Cambridge Judge Business School February 9, 2018 LV MNC MRM MNLC IIA Int Est Tests End LW LW2 LV LV3 Last Week:

More information

Negative Binomial Model for Count Data Log-linear Models for Contingency Tables - Introduction

Negative Binomial Model for Count Data Log-linear Models for Contingency Tables - Introduction Negative Binomial Model for Count Data Log-linear Models for Contingency Tables - Introduction Statistics 149 Spring 2006 Copyright 2006 by Mark E. Irwin Negative Binomial Family Example: Absenteeism from

More information

Quantitative Methods for Health Care Professionals PUBH 741 (2013)

Quantitative Methods for Health Care Professionals PUBH 741 (2013) 1 Quantitative Methods for Health Care Professionals PUBH 741 (2013) Instructors: Joanne Garrett, PhD Kim Faurot, PA, MPH e-mail: joanne_garrett@med.unc.edu faurot@med.unc.edu Assigned Readings: Copies

More information

Lecture 5: Fundamentals of Statistical Analysis and Distributions Derived from Normal Distributions

Lecture 5: Fundamentals of Statistical Analysis and Distributions Derived from Normal Distributions Lecture 5: Fundamentals of Statistical Analysis and Distributions Derived from Normal Distributions ELE 525: Random Processes in Information Systems Hisashi Kobayashi Department of Electrical Engineering

More information

NPTEL Project. Econometric Modelling. Module 16: Qualitative Response Regression Modelling. Lecture 20: Qualitative Response Regression Modelling

NPTEL Project. Econometric Modelling. Module 16: Qualitative Response Regression Modelling. Lecture 20: Qualitative Response Regression Modelling 1 P age NPTEL Project Econometric Modelling Vinod Gupta School of Management Module 16: Qualitative Response Regression Modelling Lecture 20: Qualitative Response Regression Modelling Rudra P. Pradhan

More information

Allison notes there are two conditions for using fixed effects methods.

Allison notes there are two conditions for using fixed effects methods. Panel Data 3: Conditional Logit/ Fixed Effects Logit Models Richard Williams, University of Notre Dame, http://www3.nd.edu/~rwilliam/ Last revised April 2, 2017 These notes borrow very heavily, sometimes

More information

A First Course in Probability

A First Course in Probability A First Course in Probability Seventh Edition Sheldon Ross University of Southern California PEARSON Prentice Hall Upper Saddle River, New Jersey 07458 Preface 1 Combinatorial Analysis 1 1.1 Introduction

More information

ME3620. Theory of Engineering Experimentation. Spring Chapter III. Random Variables and Probability Distributions.

ME3620. Theory of Engineering Experimentation. Spring Chapter III. Random Variables and Probability Distributions. ME3620 Theory of Engineering Experimentation Chapter III. Random Variables and Probability Distributions Chapter III 1 3.2 Random Variables In an experiment, a measurement is usually denoted by a variable

More information

Session 5. Predictive Modeling in Life Insurance

Session 5. Predictive Modeling in Life Insurance SOA Predictive Analytics Seminar Hong Kong 29 Aug. 2018 Hong Kong Session 5 Predictive Modeling in Life Insurance Jingyi Zhang, Ph.D Predictive Modeling in Life Insurance JINGYI ZHANG PhD Scientist Global

More information

Description Remarks and examples References Also see

Description Remarks and examples References Also see Title stata.com example 41g Two-level multinomial logistic regression (multilevel) Description Remarks and examples References Also see Description We demonstrate two-level multinomial logistic regression

More information

Computational Statistics Handbook with MATLAB

Computational Statistics Handbook with MATLAB «H Computer Science and Data Analysis Series Computational Statistics Handbook with MATLAB Second Edition Wendy L. Martinez The Office of Naval Research Arlington, Virginia, U.S.A. Angel R. Martinez Naval

More information

Analysis of Microdata

Analysis of Microdata Rainer Winkelmann Stefan Boes Analysis of Microdata Second Edition 4u Springer 1 Introduction 1 1.1 What Are Microdata? 1 1.2 Types of Microdata 4 1.2.1 Qualitative Data 4 1.2.2 Quantitative Data 6 1.3

More information

F. ANALYSIS OF FACTORS AFFECTING PROJECT EFFICIENCY AND SUSTAINABILITY

F. ANALYSIS OF FACTORS AFFECTING PROJECT EFFICIENCY AND SUSTAINABILITY F. ANALYSIS OF FACTORS AFFECTING PROJECT EFFICIENCY AND SUSTAINABILITY 1. A regression analysis is used to determine the factors that affect efficiency, severity of implementation delay (process efficiency)

More information

*9-BES2_Logistic Regression - Social Economics & Public Policies Marcelo Neri

*9-BES2_Logistic Regression - Social Economics & Public Policies Marcelo Neri Econometric Techniques and Estimated Models *9 (continues in the website) This text details the different statistical techniques used in the analysis, such as logistic regression, applied to discrete variables

More information

Linear regression model

Linear regression model Regression Model Assumptions (Solutions) STAT-UB.0003: Regression and Forecasting Models Linear regression model 1. Here is the least squares regression fit to the Zagat restaurant data: 10 15 20 25 10

More information

List of Examples. Chapter 1

List of Examples. Chapter 1 REFERENCES 485 List of Examples Chapter 1 1.1 : 1.1: Bayes theorem in Case Control studies. DATA: imaginary. Page: 4. 1.2 : 1.2: Goals scored by the national football team of Greece in Euro 2004 (Poisson

More information

Statistical Models and Methods for Financial Markets

Statistical Models and Methods for Financial Markets Tze Leung Lai/ Haipeng Xing Statistical Models and Methods for Financial Markets B 374756 4Q Springer Preface \ vii Part I Basic Statistical Methods and Financial Applications 1 Linear Regression Models

More information

Online Appendices for

Online Appendices for Online Appendices for From Made in China to Innovated in China : Necessity, Prospect, and Challenges Shang-Jin Wei, Zhuan Xie, and Xiaobo Zhang Journal of Economic Perspectives, (31)1, Winter 2017 Online

More information

High-Frequency Data Analysis and Market Microstructure [Tsay (2005), chapter 5]

High-Frequency Data Analysis and Market Microstructure [Tsay (2005), chapter 5] 1 High-Frequency Data Analysis and Market Microstructure [Tsay (2005), chapter 5] High-frequency data have some unique characteristics that do not appear in lower frequencies. At this class we have: Nonsynchronous

More information

Quantile Regression. By Luyang Fu, Ph. D., FCAS, State Auto Insurance Company Cheng-sheng Peter Wu, FCAS, ASA, MAAA, Deloitte Consulting

Quantile Regression. By Luyang Fu, Ph. D., FCAS, State Auto Insurance Company Cheng-sheng Peter Wu, FCAS, ASA, MAAA, Deloitte Consulting Quantile Regression By Luyang Fu, Ph. D., FCAS, State Auto Insurance Company Cheng-sheng Peter Wu, FCAS, ASA, MAAA, Deloitte Consulting Agenda Overview of Predictive Modeling for P&C Applications Quantile

More information

(iii) Under equal cluster sampling, show that ( ) notations. (d) Attempt any four of the following:

(iii) Under equal cluster sampling, show that ( ) notations. (d) Attempt any four of the following: Central University of Rajasthan Department of Statistics M.Sc./M.A. Statistics (Actuarial)-IV Semester End of Semester Examination, May-2012 MSTA 401: Sampling Techniques and Econometric Methods Max. Marks:

More information

Subject CS2A Risk Modelling and Survival Analysis Core Principles

Subject CS2A Risk Modelling and Survival Analysis Core Principles ` Subject CS2A Risk Modelling and Survival Analysis Core Principles Syllabus for the 2019 exams 1 June 2018 Copyright in this Core Reading is the property of the Institute and Faculty of Actuaries who

More information

Labor Force Participation and the Wage Gap Detailed Notes and Code Econometrics 113 Spring 2014

Labor Force Participation and the Wage Gap Detailed Notes and Code Econometrics 113 Spring 2014 Labor Force Participation and the Wage Gap Detailed Notes and Code Econometrics 113 Spring 2014 In class, Lecture 11, we used a new dataset to examine labor force participation and wages across groups.

More information

The following content is provided under a Creative Commons license. Your support

The following content is provided under a Creative Commons license. Your support MITOCW Recitation 6 The following content is provided under a Creative Commons license. Your support will help MIT OpenCourseWare continue to offer high quality educational resources for free. To make

More information

Introduction to Population Modeling

Introduction to Population Modeling Introduction to Population Modeling In addition to estimating the size of a population, it is often beneficial to estimate how the population size changes over time. Ecologists often uses models to create

More information