Statistical Models: Theory and Practice

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This text is the basis for a course given to advanced undergraduates at the University of California, Berkeley. The author describes the contents as `what you have to know in order to start reading empirical papers that use statistical models'. The focus is on applications. The issues are presented in a conversational style highlighting the principles of statistical modelling and the pitfalls. The discussions are generally motivated by reference to real data and the book includes reprints of four papers that are used extensively to provide examples in the text. The selection of topics is somewhat different from other books for this audience. The first chapter contrasts observational studies with experiments and introduces regression. The next three chapters discuss simple and multiple regression along with the background matrix algebra needed to understand the analyses. Chapter 5 covers path models and Chapter 6 covers probit and logit models. The bootstrap technique is introduced in Chapter 7 as a technique for estimating bias and computing standard errors. The final chapter deals with simultaneous equation models and how to estimate them using instrumental variables. Each topic covered is supported by extensive exercises and questions to stimulate class discussion. Answers are supplied to most of the questions at the back of the text. There is also a section containing thirteen computer laboratory exercises based on MATLAB.




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