Course Description
A doctoral-level advanced examination of linear regression and related techniques under ideal and non-ideal conditions.
Athena Title
LINEAR MODS & TECH
Prerequisite
PADP 8120
Semester Course Offered
Offered fall and spring
Grading System
A - F (Traditional)
Course Objectives
This seminar will provide a doctoral-level examination of the linear model. Topics covered will include regression under ideal and non-ideal conditions, the use of regression diagnostics, simultaneous equation models and two-stage least squares, and maximum likelihood estimation. A basic familiarity with correlation and regression is assumed. Through this course, students will develop an advanced understanding of application of the linear model and procedures for dealing with nonlinearity.
Topical Outline
1. The Linear Model 2. Underlying Assumptions and Their Implications 3. Formulation and estimation of special models 4. Generalized Linear Regression 5. Simultaneous equation systems 6. Instrumental Variable and 2SLS estimation 7. Maximum Likelihood Estimation