CE 614: Statistical and Econometric Methods I

 

     

 

 

 

 

CE614 Homepage
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 provide students with a general background in the application of various statistical and econometric analysis techniques. The course will present a number of model-estimation methods that are used in the analysis of engineering and scientific data. It is important to note that the methods presented can be used in a wide variety of data-analysis applications and go well beyond the techniques typically covered in statistics courses. The course will emphasize model estimation and application, but underlying theory and limitations will be discussed to ensure that the methods are properly applied and understood.

Time and Location: Fall Semester, Tuesdays 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. Online price availability

Notes: F. Mannering (2009) Statistical and Econometric Methods I, CE614 course notes, available at Copymat, 135 S. Chauncey Ave. West Lafayette, 743-5995.

Term Project Downloads:
2009 Class survey key
Term-project data file
Term-project command file
Nlogit MNL data stacking (as in assignment #3)

General Downloads:
Course syllabus
Example Assignment
Minimization example
2008 Class survey
2007 Class survey

Assignments:
Assignment #1(due September 15)
Assignment #2(due September 29)
Marginal effects for Assignment #2
Assignment #3(due October 6)
Assignment #4(due October 20)
Assignment #5(due October 27)
Midterm(due November 3)
Assignment #6(due November 10)
Assignment #7(due November 17)
Seattle Traffic Cams (for Assignments 2, 6, and 7)

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

Data Downloads:
TRT.OUT (see Assigment #1 for data description)
TOBIT.DAT (see Assigment #2 for data description, also used in Assignment #7)
LOGIT-A1.txt (see Assigment #3 for data description)
Midterm-09.csv (see Midterm for data description)
Assign#6-data (see Assigment #6 for data description)


Method Demostrations:
Random Parameters Chapter - Second edition of text
Three-Satge Least Squares ....(Data)
Seemingly Unrelated Regression Estimation ....(Data)
Zero-Inflated Poisson ....(Data)

Term Project Downloads:
Guidelines for Project Report

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

Some Selected Readings (Assignments 1, 2, and 3):
Mannering, F., S. Abu-Eisheh, and A. Arnadottir (1990) Dynamic traffic equilibrium with discrete/continuous econometric models, Transportation Science 24(2), 105-116. [PDF]
Mannering, F. and M. Hamed (1990) Occurrence, frequency and duration of commuters' work-to-home departure delay, Transportation Research Part B 24(2), 99-109. [PDF]

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