Due 8am EST Wednesday Nov 14, 2018
Econ B2000, MA Econometrics
Kevin R Foster, CCNY
Each student should submit a separate assignment, even if it is an identical computer file to the rest of your study group. When submitting assignments, please include your name and the assignment number as part of the filename. Please write the names of your study group members at the beginning of your homework.
- What are the names of the people currently in your study group?
- Each person in the group should find 2 academic articles related to your current choice of final project. Write a short paragraph on each, concentrating on what data is used (and whether it is accessible), what econometric techniques, and what questions are addressed.
- The NHIS dataset on the class page has information on some of the factors determining a person’s health insurance status. Estimate logit and probit models of whether or not a person is insured; carefully consider whether some variables are endogenous. Explain the results of your regression including hypothesis tests of variables (perhaps build on some of your successful experiments from last week such as interaction effects). Carefully explain the results and give some examples of implied probabilities. Impress me.
- Download the beer data and play around with some instrumental variable regressions. What are the range of effects that you can find? Discuss which ones seem more or less plausible to you.
- This question uses the power of combinations. Pick a dataset from column 1 and some estimation technique from column 2 and show me some nice results. Continue. Impress me. (There are 77 combinations here; you can bet that at least one of them will be on exam.)
| PUMS |
Interactions & multilevel |
| CPS |
Logit/Probit |
| ATUS |
k-nn |
| CEX |
Tree |
| Taxi |
Quantile Regression |
| NHIS |
LOESS |
| BRFSS |
Propensity Score |
| ACS |
LASSO |
| . |
Spike & Slab |
| . |
Random Forest |
| . |
Factor Analysis/PCA |