ECN410 Applied Regression Analysis

This is a course in regression with a focus on applications.

I manage some aspects of this class through Black Board.  If you are a student taking this class with me that is where you will find homework assignments and announcements related to the course.

Here I will post some segments of SAS code along with data sets.  Check back during the semester for updates and additional code files. 

topic	SAS Code	data set
work with data set	milk production	milk production (Chatterjee and Hadi) (about)
basic regression output	meddicorp sales	Meddicorp data from Dielman (2005) (1)  SAS data set  (2) xlsx file
residual diagnostics	diagnostics	Data sets from Dielman (2005), all xlsx files (1) TELEMARK6  (2) SP5006 (3) SALESADV6  (4) SL6
non constant variance of error term	heteroskedasticity	Data sets (1) Box-Cox examples  (2) housing  from Pindyck and Rubinfeld (1991) (3) Education Expenditure  from Chatterjee and Hadi (2012)
elasticity	2SLS and elasticity	Data sets, xlsx files (1) 2SLS crop production  (example from Gujarati 1995) (2) electricity sales
indicator variables	indicator variables	Data sets, xlsx files (1) Harris Bank  (from Dielman, see reference to D. Schafer) (2) balances
multicollinearity and variable selection	multicollinearity	Links to data sets are within the SAS code.
logistic regression	logistic regression	Link to data set is within the SAS code.
panel data	fixed effects panel data	Link to data set is within the SAS code.
times series data, AR model	AR and MA	Pepsi Prices XYZSALES11 NEWCON11