Spring 2007. Gra 6036 Multivariate Statistics with Econometrics

 

Week 2

Tentative plan for the lectures: Gra 6036spring2007-endelig.doc

 Lecture Notes: Gra6036-1-2007Springfirstlecture.ppt

 

Week 3

Lecture Notes: Gra6036-2-2007spring.ppt

Data set: Npv.psf

 

Week 4

 

Lecture Notes: Gra6036-3-2007spring.ppt

 

Week5 example how to calculate Sigma-theta: week5example.doc

Week 6

Next week (week 6) we will continue with factor analysis (Kaplan ch.2 and 3): PLAN C.doc

Assignment: 3simplequestions.doc

More questions: Somebasicquestions.doc

Slides: Gra6036-4-2007spring.ppt

Rank slide: rankslide-2007spring.ppt

Week 7

Slides: Gra6036-5-2007spring.ppt

Word file: Drinkanddrive.doc

Some SEM notes: Intro-SEMweek7Gra60362007.doc

LISREL file: Drinkd.ls8

Pages covered in the Kaplan book: From ch.2: Pages 13 19. Pages 24-30.

From ch. 3: Pages 40-43, 44, 48-53. From ch. 4: 54 56. From ch.5. pages 79-83

 

Week 8: Exercises

Week 9: We will use approximately 1hr. (40-45 min) on SEM and after that we start with Logit Regression

Ch. 1 in the compendium: Logistic Regression by Ole Fugleberg.

ML-Assignment: Gra6036-week9ML.doc

Lecture notes: Gra6036-6-2007spring.ppt

How to calculate C2: Example of how to calculate c2.pdf

Week 10:

Lecture notes: Gra6036-7-2007spring.ppt

Assignment: Assignment Factor Analysisweek10-2007.doc

Data set: FACOGRA-06.psf

Week 15:

Lecture Notes: Gra6036-10-2007spring.ppt

Week 16: Some general SEM and Term paper discussion: Gra6036-11-2007spring.ppt

A possible ref. about SEM and non-normality: vers5.pdf