Prepared in support of Ed Rubin's classes in Economics 607: Econometrics III (Spring 2021). Be sure to prepare the basics before Lab sessions. Please be aware of my contact details below. Be sure to install the below items as well.
Lab Session:
- Friday 12:30pm–1:30pm, Zoom
Office Hours:
- Wednesday 1:00pm-2:00pm, Zoom
- Friday 1:30pm-2:30pm, Zoom
Email: peconomi@uoregon.edu
Prerequisite Installations
- LaTeX distribution software, I use MiKTeX.
- R software environment
- R IDE (RStudio)
Slides will be posted after class. Use these resources to recap over what has been covered. If using the Pull feature, be sure to do so regularly before engaging with material.
- An introduction to R.
- Project and package management.
- Markdown files and knitting.
- Revisiting OLS.
Content: .html | .Rmd | Example_Code
Dataframes: Using dplyr
- Recap on Example Code Week 1.
- Verbs.
- Merging.
- Cleaning.
Content: .html | .Rmd | Example_Code
Visualization: Using ggplot2
- Introducing object type.
- Basic Components.
- Exploring various geometric objects.
Content: .html | .Rmd | Example_Code
Loops and Functions
- For() by vectors.
- Functional programming.
- For() by dataframe.
- Storing outputs.
- Conditional functions.
Simulations and Parallelization
- Simulations overview
- Recipe
- Examples
- Parallelization
furrr
Regressions and Standard Errors
- Revisiting OLS
- Regression Output
- Fixed Effects (w/ Clustering)
- Instrumental Variables
- Standard Errors
DAGs
- Brief Recap
- Simple DAG using
ggplot2 - Chain Effects
- Collider Bias Example
Missing Data
- Theory
- Application
- Reweighting
Regression Discontinuity
- Packages
- Examples
- Drunk Driving Replication
Bootstrapping and Final Words
- Non-Parametric
- Multiple Statistics
- Parametric
- Future Research Tips