Qualitative and Limited Dependent Variables Models

Nội dung

• Regression with a Binary Dependent Variable  (link)

•  Binary Outcome Models - Gary King (link)

•  Logistic Regression and Friends (link)

Sách

• Cameron, A.C.and Trivedi, P.K. (2005): Microeconometrics: Methods and Applications. Cambridge University Press, pages 463 – 478 (i.e. sections 14.1 to 14.4, inclusive)

• Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data. The MIT Press, pages 453 – 461 (i.e. sections 15.1 to 15.4, inclusive)

• Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data (2nd ed.). The MIT Press, pages 561 – 569 (i.e. sections 15.1 to 15.4, inclusive).

• Baltagi, B. H. (Ed.). (2015). The Oxford handbook of panel data. Oxford University Press. (Chapter 11)

• Train, K. (2009): Discrete Choice Methods with Simulation. Cambridge University Press. 

• Gould, W., Pitblado, J. and Sribney, W. (2006): Maximum Likelihood Estimation with Stata. Stata Press.

• Long, J. Scott, & Freese, Jeremy (2006). Regression Models for Categorical Dependent Variables Using Stata (Second Edition). College Station, TX: Stata Press.

• Long, J. Scott (1997). Regression Models for Categorical and Limited Dependent Variables.Thousand Oaks, CA: Sage Publications.

• Hosmer, D. & Lemeshow, S. (2000). Applied Logistic Regression (Second Edition).New York: John Wiley & Sons, Inc.

Bài báo

• Ai, C., & Norton, E. C. (2003). Interaction terms in logit and probit models. Economics letters, 80(1), 123-129.

• Harrison, G. W. (2011). Randomisation and its discontents. Journal of African Economies, 20(4), 626-652. (link)

• Krueger, A. B., & Malečková, J. (2002). Education, poverty and terrorism: Is there a causal connection?. Journal of Economic perspectives, 17(4), 119-144.

• Heckman, J. J., & Snyder Jr, J. M. (1996). Linear probability models of the demand for attributes with an empirical application to estimating the preferences of legislators.

Nội dung

• Logistic Regression for Ordinal Responses (link)

• Nominal and ordinal logistic regression (link)

• Getting Started in Logit and Ordered Logit Regression - Oscar Torres-Reyna - Princeton (link)

Sách

• Cameron, A. C., & Trivedi, P. K. . (2005): Microeconometrics: Methods and Applications. Cambridge University Press, pages 519 – 520 (i.e. section 15.9.1)

• Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data. The MIT Press, pages 504 – 507 (i.e. section 15.10)

• Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data (2nd ed.). The MIT Press, pages 655 – 659 (i.e. sections 16.3.1 and 16.3.2).

• Liu, X. (2015). Applied ordinal logistic regression using Stata: From single-level to multilevel modeling. Sage publications.

Bài báo

• Cunha, F., Heckman, J. J., & Navarro, S. (2007). The identification and economic content of ordered choice models with stochastic thresholds. International Economic Review, 48(4), 1273-1309. (link)

Nội dung

• Multinomial Probit and Logit Models (link)

Sách

• Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data. The MIT Press, pages 497 – 502 (i.e. section 15.9.1 and part of section 15.9.2)

• Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data (2nd ed.). The MIT Press, pages 643 – 649 (i.e. sections 16.1, 16.2.1 and part of 16.2.2).

• Cameron, A. C., & Trivedi, P. K. (2010). Microeconometrics using stata (Vol. 2). College Station, TX: Stata press. (Chapters 15)

• Cameron, A. C., & Trivedi, P. K. (2005): Microeconometrics: Methods and Applications. Cambridge University Press, pages 490 – 506 (i.e. sections 15.1 to 15.5.3, inclusive)

Bài báo

• Lewis, W. A. (1954). Economic development with unlimited supplies of labour. (link)

• McFadden, D. (1974). The measurement of urban travel demand. Journal of public economics, 3(4), 303-328. (link)

• Tarlov, A. R., Ware, J. E., Greenfield, S., Nelson, E. C., Perrin, E., & Zubkoff, M. (1989). The Medical Outcomes Study: an application of methods for monitoring the results of medical care. Jama, 262(7), 925-930. (link)

Nội dung

• Poisson regression (link)

• Poisson regression: Further topics (link)

• Poisson Regression for Regression of Counts and Rates (link)

Sách

• Cameron, A. C., & Trivedi, P. K. (2010). Microeconometrics using stata (Vol. 2). College Station, TX: Stata press. (Chapters 16)

• Cameron, A. C., & Trivedi, P. K. (2005): Microeconometrics: Methods and Applications. Cambridge University Press, pages 665 – 677 (i.e. sections 20.1 to 20.4.1, inclusive)

•  Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data. The MIT Press, pages 645 – 657 (i.e. sections 19.1 to 19.3.1, inclusive)

• Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data (2nd

• ed.). The MIT Press, pages 723 – 738 (i.e. sections 18.1 to 18.3.1, inclusive).

• Scott Long, J. (1997). Regression models for categorical and limited dependent variables. Advanced quantitative techniques in the social sciences, 7.

• Long, J. S., & Freese, J. (2006). Regression models for categorical dependent variables using Stata (Vol. 7). Stata press.

Bài báo

• Clarke, R. D. (1946). An application of the Poisson distribution. Journal of the Institute of Actuaries, 72(3), 481-481.

• Doll, R., & Hill, A. B. (1966). Mortality of British doctors in relation to smoking: observations on coronary thrombosis. National cancer institute monograph, 19, 205-268.

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Bài giảng 

• Limited Dependent Variables - Simon Quinn (link)

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