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Stata Workshop 2 Patrick Taylor, Room 1111, 1:40-2:30

Stata Workshop 2 Patrick Taylor, Room 1111, 1:40-2:30. Economics Department October 7, 2011. Future Workshops. Oct . 21 Nov . 4 & 18 www.bus.lsu.edu/hill/computing.htm Please suggest topics of interest for possible inclusion. Least Squares Regession. Factor variables

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Stata Workshop 2 Patrick Taylor, Room 1111, 1:40-2:30

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  1. Stata Workshop 2Patrick Taylor, Room 1111, 1:40-2:30 Economics Department October 7, 2011

  2. Future Workshops • Oct. 21 • Nov. 4 & 18 • www.bus.lsu.edu/hill/computing.htm • Please suggest topics of interest for possible inclusion

  3. Least Squares Regession • Factor variables • Residual diagnostics • Important and unusual observations • Testing for heteroskedasticity • Collinearity diagnostics • Specification error test

  4. Hetroskedastic data • Robust covariance estimation • Weighted least squares • Feasible generalized least squares

  5. Time series data • Plots • Testing stationarity • Differencing data • OLS regression • Testing for serial correlation • Newey-West Robust covariance • FGLS

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