Logo
Dave Armstrong
Home      Teaching      Essex
Improving Regression Analysis (2T)
 
This is a shortened/condensed/truncated version of the class I teach at the ICPSR Summer Program at the University of Michigan.  The theoretical material is similar, but the examples here are in Stata rather than R (you can find slides and materials relating to that class here).  These slides remain organized into roughly what I could get through in two-hour blocks at the ICPSR program, so we may finish one lecture and move on to the next within one class period.  Please don't hesitate to e-mail me with any questions.
 
Download code, data and exercises for the class.
 
Lecture 1: OLS
                [slides][.do file]
 
Lecture 2: Effective Presentation including Interactions
                [slides][.do file]
 
Lecture 3: The Linearity Assumption and Incroporating Non-linearity
                [slides][.do file]
 
Lecture 4: More Complicated Non-linear Models
                [slides][.do file]
 
Lecture 5: Model Selection, Outliers and Influential Data, Heteroskedasticity
                [slides][.do file]