人民大学高级计量经济学讲义8.ppt

Econometric Theory Lecturer: Dr.Jingtao Yi Room 715 Business School, RUC Lecture 8: k-Variable Linear Regression VI 1.Dummy Variables; 2. Log-linear regression. Dummy Variables Single Dummy Variable Dummy Variables Groups of Dummy Variables Log-linear Regression Semi-log-linear Form with Dummy Variables Log-linear Regression Interpretation in Semi-log-linear Form Log-linear Regression Log-linear Form with Real Valued Variables Log-linear Regression Log-linear Form with Real Valued Variables and Dummy Variables Module Assessment Assignment (20%) Project (80%) Assignment Question: Do union workers earn a wage premium? Data: British Household Panel Survey. Words: 500-800 Deadline: 28/11/2008 Assignment Requirements: 1.Students are required to allow the estimation of theory-relevant regression equations. The report should describe the economic problem under investigation, the data used and the techniques employed. Regression results should be interpreted with a view to forming a conclusion on the basis of statistical findings. 2.The project must contain an appendix which is not included in the word count. The only material permitted in the appendix is the original computer output used to produce the report. It should be possible to find the source of all the numbers reported in the project in this appendix.  * *