CE 697M Statistical and econometric methods II

 


Instructor: Fred Mannering, Professor, School of Civil Engineering, Purdue University, 550 Stadium Mall Drive, West Lafayette, IN 47907; (765) 494-2159;e-mail: flm@ecn.purdue.edu; links: personal homepage.

Course Summary: The objective of this course is to solidify students' understanding of the material taught in CE697N (Statistical and Econometric Methods I) and to extend students' knowledge with the presentation of new model estimation techniques not covered in CE697N. Specifically, we will undertake detailed assessment of simultaneous equations models (seemingly unrelated regressions and three-stage least squares), generalized extreme value models (nested logit models estimated by full information maximum likelihood), mixed logit models (to account for variations in parameters across the sample population), models with fixed and random effects, zero-inflated count data models, and selectivity models (discrete/continuous frameworks).

Mandatory Prerequisite: CE697N (Statistical and Econometric Methods I)

Time and Location: Fall Semester, Thursdays 5:30-8:30, in room CIVL 2118.

Textbook: Washington, S., M. Karlaftis and F. Mannering (2003) Statistical and econometric methods for transportation data analysis, Chapman & Hall/CRC, Boca Raton, FL, 425 pages. Best online price


General Downloads:
Course syllabus
2008 CE697N final exam review
Lecture #2 notes
Reference for assignment #1
Reference for assignment #4
Reference for assignment #5
Reference for assignment #6
Reference for assignment #7
Reference for assignment #8
Pavement-study PowerPoint
Mixed logit assignment PowerPoint


Assignments:
Assignment #1
Assignment #2
Assignment #3
Assignment #4
Assignment #5
Assignment #6
Assignment #7
Assignment #8
Assignment #9


Data Downloads:
Seemingly unrelated regression estimation (SURE) data from 2007 (see assignment #1 for description)
SURE data from 2005 and 2006
SURE 2005 survey key
3SLS data
ZIP/ZINB data
 Ordered probit with random effects
FIML nested logit
Mixed logit
Tobit
Compressed Data Files (downloads for all text examples from CRC Press)


Software Command-File Downloads:
Assignment #1
Assignment #2
Assignment #3
Assignment #4
Assignment #5
Assignment #6
Assignment #7
Assignment #8


Matthew Karlaftis lecture Downloads:
Overview
ARCH and GARCH
Autocorrelation
Data Mining
ARIMA
Lags and Lag Structures


Other Links:
Normal distribution calculator - mixed logit
Chi square calculator
t-test calculator (one-tailed)
Software manual
Economist interviews


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