Introductory - Probability and Statistics
Overview of Probability and Statistics
Expected Values
Counting Rules
Some Statistical Distributions
Areas under the Standard Normal Dist
STATA and the Standard Normal Dist
Hypothesis Testing (an example)
Some basic hypothesis tests
Link between confidence intervals and hypothesis tests
OLS Basics
Bivariate Model--mathematics
Bivariate Model--statistical properties of OLS
Bivariate Model--example output
Multivariate Model--mathematics
Classical Linear Model Assumptions
Hypothesis Tests--small sample
Small Sample Properties of OLS and Test Stats
Large Sample Properties of OLS and Test Stats
OLS Estimator in Small and Large Samples
Manual computation of F statistic in STATA (pedagogical)
Partial Regression
Omitted Variables Bias (when K=2)
Using Natural Logs
Using "outreg" in STATA--example output
OLS Basics--Extensions
Heteroskedasticity robust statistics
Heteroskedasticity tests in STATA
Proxy Variables
Measurement Error
Pooled cross-section and difference-in-difference
Instrumental Variables (when K=1)
Wald IV estimator
Two Stage Least Squares (2SLS)
IV as a remedy for measurement error
Simultaneous Equations Models--rank and order conditions
Qualitative Dependent Variables
Basics of Maximum Likelihood
Logit and Probit Models--Basics
Comparing estimates from Linear Probability, Logit and Probit
Moments of the Truncated Normal Distribution
More coming eventually...
