Econometrics Short Course

This course revises the statistical concepts relevant to regression analysis, covering both the theory as well as the practical implementation of these concepts.

Course outline:

  • Introduction to Ordinary Least Squares (OLS) regression including how and why it is used
  • Violations of the assumptions required for OLS and their implications
  • Inference in multiple regression
  • Regression with qualitative variables, including linear probability models
  • Specification and data issues in regression analysis

Prerequisites: Participants must have basic Stata skills, for example through completing the UCT Summer Training Programme in Social Science Research using Survey Data, or an undergraduate course in econometrics in which Stata was used.

Next course: Please contact Alison Siljeur for information on the next course.

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What participants are saying

This was a good course that had adequate practical examples in order for me to get to grips with Stata. This pre-course helped me to be prepared for the complex social survey course. I highly recommend it.
– Dale van der Lingen, Department of the Premier, Western Cape

 

 

Phinah KgafelaThe course was good in general. The content was very useful for my continuation in the Complex Survey Course and it really served as a good base for other courses. Commands were well explained by the instructor and at times supported by examples, which made them clearer and more understandable. The relationship between the instructor, tutor and all the participants was an excellent one. All went well and congratulations to SALDRU and DataFirst for this well managed and informative course.
– Phinah Kgafela, Statistics South Africa