Prospectus

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Kwantitatief Onderzoek

Course
2011-2012

This is a class in applied single equation regression analysis. It will be assumed that students have mastered the topics of basic statistics. Based on this assumption, we will examine regression analysis and its related techniques of quantitative analysis in two steps. The first topic is a review of the single equation OLS regression model in bivariate and multivariate applications. The emphasis would be developing an understanding of the logic of OLS regression, understanding of the parameter estimates they generate, and understanding the use of statistical tests to assess such models. The second topic will be a review of the assumptions underlying the OLS regression model. Each assumption – concerning specification, homoskedasticity, collinearity, and so on – will be identified and their implications for evaluating the OLS regression results discussed. We will then consider diagnostic tools to assess the presence and severity of violations of the OLS assumptions and – where possible – consider how they might be corrected. The emphasis throughout will be on the substantive interpretation of regression results.

Coordinator:
B. Carroll

Onderwijsvormen:
Each class will have a lecture on the day’s topic. In contrast, much of the time in the workgroups will be devoted to discussion of empirical results students will generate from a common data set provided to all on the topic of the lecture from the prior class. We will try to develop a collective interpretation of these results. This will require, of course, that students stay current with course assignments

Studiemateriaal:
To be announced

Toetsing:
Final paper

Rooster:
Lecture
Tuesday 1/11-13/12 in SA-41
1/11-8/11 van 13-15 uur en 15/11-13/12 van 17-19 uur

Working group
Tuesday 01/11 from 12-13 hrs in SB 45
Tuesday 8/11 from 12-13 hrs in To be announced
Tuesday 15/11 t/m 13/12 grom 19-20 grs in SA-41

Exam
n.n.b.

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Laatste wijziging: 30/6 2011