Example file | Location |
olsmodel.sha |
The Simple Linear Regression Model, Chapters 3 to 6. |
predict.sha |
Prediction, Chapters 3 and 5 |
sample.sha |
A Simulation Experiment, Chapter 5.1.3 |
funcform.sha |
Alternative Functional Forms, Chapter 6.3 |
func2.sha |
Choosing a Functional Form, Chapter 6.3.3 |
nortest.sha |
The Jarque-Bera test for normality, Chapter 6.4 |
rmodel.sha |
The Multiple Regression Model, Chapters 7 and 8 |
xmodel.sha |
More Work with the Multiple Regression Model, Chapter 8 |
beer.sha |
Restricted Least Squares, Chapter 8.5 |
reset.sha |
Testing for model misspecification: the RESET test |
house.sha |
The use of Dummy Variables and Interaction Variables, Chapter 9.4 |
chowtest.sha |
Chow test, Chapter 9.7 |
pizza.sha |
Interaction Variables, Chapter 10.1 |
nonlin.sha |
A Simple Nonlinear Model, Chapter 10.2 |
curve.sha |
A Logistic Growth Curve, Chapter 10.3 |
poisson.sha |
Poisson Regression, Chapter 10.4 |
het.sha |
Heteroskedasticity, Chapter 11 |
gq.sha |
The Goldfeld-Quandt Test, Chapter 11.4 |
gls.sha |
Generalized Least Squares, Chapter 11.5 |
sugar.sha |
Autocorrelation, Chapter 12 |
inst.sha |
Instrumental Variables Estimation, Chapter 13 |
system.sha |
Simultaneous Equations Models, Chapter 14 |
dlag.sha |
Distributed Lag Models, Chapter 15 |
acf.sha |
The Autocorrelation Function, Chapter 16.3 |
pool.sha |
Pooling Time-Series and Cross-Sectional Data, Chapter 17 |
pool10.sha |
More Pooling Methods, Chapter 17 |
probit.sha |
Probit model estimation, Chapter 18 |