ECONOMICS 120B:

ECONOMETRICS (Regression) - Winter 2008

---

Instructor: Professor Yongil Jeon
Office: Economics 108
Office Hours: 3:50pm-4:50pm on Monday

Email: yjeon@weber.ucsd.edu

Teaching Assistants:

Robert MacKay (Sequoyah 226) 9am-10am on Monday rmackay@ucsd.edu

Discussion session – Friday 5:00-5:50pm at Solis 107

Suyong Song (Econ 119) M 5:00pm-6:00pm s7song@ucsd.edu

Discussion session – Friday 5:00-6:50pm at Solis 107

Soojin Jo (Sequoyah 227) Reader s1jo@ucsd.edu

---

Class Materials

(1) Announcement

Syllabus (pdf, revised)

Exam #1: Chapters 1, 4, and 5

Exam #2: Chapters 5, 6 and 7.1-7.3

Exam #3: Chapters 7.4-7.7 (but read all materials in Chapter 7) and 8

Contents of Exam #3

1 (5 points) – multiple choice (implication of multiple linear regression)

2 (5 points) – multiple choice (degree of freedoms)

3 (5 points) – multiple choice (meaning of nonlinear regression)

4 (10 points) – implication of nonlinear regression (similar, but extended, to homework question)

5 (10 points) – formula of F-test and the significance level

6 (20 points – 4 sub-questions) – multiple linear regression and testing single restrictions

7 (35 points – 6 sub-questions) – 4 independent-variable multiple linear regression

(equation form, interpretation, overall significance test, single hypothesis test and fitted values)

8 (10 points – 2 sub-questions) – log-model with hypothesis testing

Location and Time of Exam #3 – Warren Lecture Hall 2001, 7-8:30pm on March 19, 2008 (Wednesday)

Stata Handout (Winter 2008)

Lecture 4 (January 16, pdf)

Review Session on February 8^th, 2008 (5-7pm)

- Discussion materials: Summer 2004 Exam #1 and Summer 2005 Exam #1

Review Session on February 22^th, 2008 (5-7pm)

- Discussion materials: Summer 2005 Exam #1

(2) Homework and Announcement

Homework #1 (pdf- part of Exam #1 in Summer 2006) due on February 6th, 2008 – Answer (pdf)

Homework #2 (pdf- part of Exam #1 & #2 in Summer 2006) due on February 27th, 2008 – Answer (pdf)

Homework #3 (pdf- part of Exam #2 in Summer 2006) due on March 14, 2008 (to your discussion session) – Answer (pdf)

(3) Old Exams

Spring 2005 – Exam #1 (pdf), Exam #2 (pdf), Exam #3 (pdf)

Summer 2004 – Exam #1 (pdf), Exam #2 (pdf)

Winter 2005 – Exam #1 (pdf), Exam #2 (pdf), Exam #3 (pdf)

Summer 2005 – Exam #1 (pdf - Answer pdf), Exam #2 (pdf – Answer pdf)

Old Exam #1 - Textbook reading

(Chapter 1, Chapter 4, Chapter 5.1-5.3, and Logarithms - Pages 208-216 in Chapter 6)

Old Exam #2 - Textbook reading

(Chapter 5.4-5.13, and Chapter 6.1-6.5)

Old Stata Handout (Summer 2005)

Lecture 1 (August 1, pdf) (stata sample – excel file, stata file)

Lecture 3 (August 8, pdf: another pdf), Lecture 6 (August 17, pdf)

Lecture 7 (Chapter 6 - August 22, pdf), Lecture 8 (Chapter 10 - August 24, pdf)

Stata Handout (Summer 2006)

Lecture 2 (August 14, pdf)

(4) Data set (STATA format)

California Test Score Data Set (caschool.dta);

Program files – Chapter 4 (chapter4.do) and Chapter 6 (chapter5.do)

Stata help document (pdf) by Stock and Watson

Another Stata help document (pdf)

bwght.dta hprice1.dta vote1.dta wage1.dta wage2.dta
ceosal1.dta ceosal2.dta mlb1.dta Apple.dta Mroz.dta

gpa1.dta gpa2.dta gpa3.dta profits.dta
sleep75.dta card.dta loanapp.dta Volat.dta Traffic2.dta

Intqrt.dta Injury.dta Jtrain.dta Rand.dta smoke.dta

---

Yongil Jeon / UCSD / Last Modified: March 15, 2008

---