Publications by Víctor Escandón
Homework 2: Large Samples
Table of contents Exercise 4.2 Exercise 4.6 Large Sample Properties HW Exercise 4.2 Normal approximation: derive the analytic form of the information matrix and the normal approximation variance for the bioassay example. Given an uninformative prior distribution and the binomial model in the bioassay example, the log-posterior can be written as ...
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Homework 1
Homework: Model Checking Exercise 6.1 Posterior predictive checking: On page 120, the data from the SAT coaching experiments were checked against the model that assumed identical effects in all eight schools: the expected order statistics of the effect sizes were \((26, 19, 14, 10, 6, 2, −3, −9)\), compared to observed data of \((28,18, 12, 8...
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Actividad 6. Especificación, Error de Medición, Experimentación e Identificación
Ejercicio 1 Let math10 denote the percentage of students at a Michigan high school receiving a passing score on a standardized math test (see also Example 4.2 in Wooldridge). We are interested in estimating the effect of per-student spending on math performance. A simple model is: The variable lnchprg is the percentage of students eligible for the...
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Actvidad 5 |Heterocedasticidad
Ejercicio 1 Consider a linear model to explain monthly beer consumption: Write the transformed equation that has a homoscedastic error term. Show this is homoscedastic. Ejercicio realizado manualmente Ejercicio 2 Using the data in GPA3, the following equation was estimated for the fall and second semester students: Here, trmgpa is term GPA, crsg...
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Actvidad 3: Regresión Lineal Múltiple (continuación) | Víctor Escandón
Ejercicio 1 Sesgo por variables omitidas library(pacman) p_load(data.table, fixest, magrittr, sandwich, mvtnorm, MASS) set.seed(123) # Load data library(wooldridge) data("bwght") bwght$cigs2 <-bwght$cigs*bwght$cigs #adding a column with squares # Run regressions est_0 =feols(bwght ~ cigs, data = bwght) est_1 = feols(bwght ~ cigs + motheduc, data =...
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Actividad 2 | Econometría I
Ejercicio 1 Griliches (1977) es una investigación muy influyente intenta determinar los “Retornos a la educación” en EE.UU. Es decir, cuánto contribuye un año más de educación formal al sueldo en dólares. Usó las siguientes variables: Variable Qué demuestra wage Sueldo mensual en dólares lwage Log del sueldo mensual en dólares e...
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