Linear Regression Modelling using Stata (MENA)

Sofitel, Downtown Dubai 1 day (2nd April 2019 - 2nd April 2019) Stata Introductory
Econometrics, Regression analysis, Statistics

Overview

Linear regression analysis is a well-established and widely-used approach to establishing causality, assessing policy impact and forecasting. This one-day course introduces regression analysis using Stata. It starts with a short review of basic regression theory, then proceeds to fitting a regression model to real data using the Ordinary Least Squares (OLS) method. The course explains the Stata regression output, interprets its results, and applies statistical inference to the estimated coefficients and to the regression residuals, in order to assess the impact of the explanatory variables, and to verify to what extent the regression assumptions are satisfied.

The course also discusses the use of dummy variables, how to detect and address violations of OLS assumptions, and the potential impact of such violations on the quality of the regression results. By the end of the course, participants should be able to estimate, interpret and present regression models using Stata.

Agenda


Learning ratio
Session Outline
Pre-course reading
Time Table

Learning ratio

  • 25% theory, 25% demonstration and 50% practical

Session Outline

Session 1

  • Association and causality
  • Regression under ideal conditions
  • Ordinary Least Squares (OLS)
  • Examples using Stata

Session 2

  • Exploratory analysis
  • Computing and interpreting regression estimates
  • Stata regression output
  • Prediction
  • Examples using Stata

Session 3

  • Hypothesis tests: Coefficients restrictions – Linear and non-linear
  • Dummy variables
  • Non-linear explanatory variables
  • Examples using Stata

Session 4

  • Detection and remedy
  • Normality and multicollinearity
  • Non-constant variance and serial correlation
  • Specification errors: Functional form and omitted variables
  • Examples using Stata

Pre-course reading

  • Introduction to Econometrics. James H. Stock and Mark W. Watson. Pearson.
  • Econometrics by Example. Domador Gujarati. Macmillan.
  • An Introduction to Modern Econometrics Using Stata. Christopher F. Baum. Stata Press.

Daily Timetable

08:45-09:15 Arrival & Registration

09:30-11:00 Session 1

11:00-11:15 Tea/coffee break

11:15-12:45 Session 2

12:45-13.45 Lunch

13:45-15:15 Session 3

15:15-15:30 Tea/coffee break

15:30-17:00 Session 4

No knowledge of Stata is required

Knowledge of using another statistical package is an advantage

Terms and Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course.
  • Payment of course fees required prior to the course start date.
  • Registration closes 1-calendar days prior to the start of the course.

    • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
    • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
    • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.
  •  CommercialAcademicStudent
    2 April 2019 (02/04/2019 - 02/04/2019)

All prices exclude VAT or local taxes where applicable.

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