data analysis of students questionnaire and direct interview
Ant functional group succession dynamics correlates with the age of vegetation succession data analysis of worldwide studies and a case study of a secondary tropical rain forest in singapore
... forest and tropical grassland Figure Relationships between proportions of functional groups and age 26 of forests Figure Relationships between proportions of functional groups and age 27 of forests ... axes of 62 ordination and the coefficients of correlation of significant environmental variables with axes two and three Table MRPP Results of average within-group (Forest Type) distances and ... (Holldobler and Wilson, 1990) The ants use their mandibles for a variety of purposes, including manipulation of objects, defense and communication (Holldobler and Wilson, 1990) Third, ants have a pair of...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
... available in Volume of the Handbook of Econometrics—see Powell (1994) and Hardle and Linton (1994)as well as in ă Volume 11 of the Handbook of Statistics—see Horowitz (1993) and Ullah and Vinod (1993) ... can improve on asymptotic analysis Volume of the Handbook of Econometrics and Volume 11 of the Handbook of Statistics contain nice surveys of these topics (Hajivassilou and Ruud, 1994; Hall, 1994; ... section and panel data analysis as direct applications or minor extensions of the classical linear model (if they are treated at all) Such treatment needlessly limits the scope of applications and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
... summary of properties of conditional expectations 1.2 1.2.1 The Stochastic Setting and Asymptotic Analysis Data Structures In order to give proper treatment to modern cross section and panel data ... scholastic aptitude test, and priGPA is grade point average at the beginning of the term We can reasonably collect data on all of these variables for a large group of students Is this setup enough ... selection and stratified sampling As we will see, even in cases of nonrandom samples, the assumptions on the population model play a central role For panel data (or longitudinal data) , which consist of...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
... 2.4 For random scalars u and v and a random vector x, suppose that Eðu j x; vÞ is a linear function of ðx; vÞ and that u and v each have zero mean and are uncorrelated with the elements of x Show ... xj is continuous The right-hand side of equation (2.8) shows that the elasticity is a function of x When y and x are random, it makes sense to use the right-hand side of equation (2.8), but where ... expectation operator, and several additional properties that are consequences of the randomness of mðxÞ Some of the statements we make are proven in the appendix, but general proofs of other assertions...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
... square root of the appropriate diagonal ele^N ment of V =N The asymptotic standard errors can be loosely thought of as estimating ^ the standard deviations of the elements of yN , and they are ... by element to sequences of random vectors or matrices For example, if fxN g is a sequence of random K Â random p p vectors, xN ! a, where a is a K Â nonrandom vector, if and only if xNj ! aj , ... Limiting Behavior of Estimators and Test Statistics In this section, we apply the previous concepts to sequences of estimators Because estimators depend on the random outcomes of data, they are...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
... distribution of the explanatory variables) of x1 on Eð y j x1 ; x2 Þ, and let a2 be the same for x2 Find a1 and a2 in terms of the bj and mj b Rewrite the regression function so that a1 and a2 appear directly ... square roots of the diagonal elements of equation (4.11) are often called the White standard errors or Huber standard errors, or some hyphenated combination of the names Eicker, Huber, and White ... (Consistency of OLS): Under Assumptions OLS.1 and OLS.2, the ^ OLS estimator b obtained from a random sample following the population model (4.5) is consistent for b The simplicity of the proof of Theorem...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
... Þ=ðx1 À x0 Þ where y0 and x0 are the sample averages of yi and xi over the part of the sample with zi ¼ 0, and y1 and x1 are the sample averages of yi and xi over the part of the sample with zi ... quarters of birth and various interactions of these with year of birth and state of birth—are very weak, and they are too numerous relative to their contribution in explaining years of education ... combination of interest, say y a1 b1 ỵ a2 b2 ỵ ỵ aK bK , and then to write one of the bj in terms of y and the other elements of b Then, substitute into the equation of interest so that y appears ^ directly,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
... elements of x i and xi0 x i : the levels, squares, and cross products of the regressors in the conditional mean The Breusch-Pagan and White tests have degrees of freedom that depend on the number of ... the data in HPRICE.RAW, which is a subset of the data used by Kiel and McClain (1995) The file contains housing prices and characteristics for two years, 1978 and 1981, for homes sold in North Andover, ... exper, exper , and educ in ^ an OLS regression and obtain the t statistic on v Using the data in MROZ.RAW ^ gives the result r1 ¼ :047 and tr1 ¼ 1:65 We find evidence of endogeneity of educ at ^...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
... to infinity In the household demand example, we are interested in a set of three demand functions, and the unit of obser- Estimating Systems of Equations by OLS and GLS 145 vation is the family ... combination of Xi , and since each element of Xi is uncorrelated with each element of ui , any linear combination of Xi is uncorrelated with ui We can also show this directly using the algebra of Kronecker ... between males and females in both earnings and benets But what about between whites and nonwhites, and married and unmarried people? The F-type statistic for joint significance of married and white...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
... Linear System of Equations We now discuss estimation of a general linear model of the form yi ẳ Xi b ỵ u i 8:11ị where yi is a G Â vector, Xi is a G Â K matrix, and u i is the G Â vector of errors ... rst-stage u ^ residuals ^i are used in place of ^ i The square roots of diagonal elements of this u u matrix are the asymptotic standard errors of the optimal GMM estimator This estimator is ... as nonrandom and Varðu i Þ is constant across i Because we are assuming random sampling, we are forced to properly focus attention on the variance of u i conditional on Zi For the system of equations...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
... matrix R1 consists only of zeros and ones, and the number of rows in R1 equals the number of excluded right-hand-side endogenous variables, G À G1 À 1, plus the number of excluded exogenous variables, ... functions of z1 and z2 to the instrument list: the linear projection of y2 on z1 , z2 , and any function of ðz1 ; z2 Þ will only depend on z1 and z2 Equation (9.59) is an example of a poorly ... equation and noting that y1 is a linear function of z and u1 Then, in the second equation, y1 is uncorrelated with u2 under assumption (9.40) But y2 is a linear function of z, u1 , and u2 , and so...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
... also the ratio of the variance of ci to the variance of the composite error, and it is useful as a measure of the relative importance of the unobserved eÔect ci Assumptions (10.28) and (10.29) ... (RE Estimation of the EÔects of Job Training Grants): We now use the data in JTRAIN1.RAW to estimate the eÔect of job training grants on rm scrap rates, using a random eÔects analysis There are ... serial correlation in the fuit g, as this is a test of the random eÔects form of W Baltagi and Li (1995) obtain a test under normality of ci and fuit g, based on the Lagrange multiplier principle...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
... estimating a and b; see also Lemieux (1998) 11.3 11.3.1 GMM Approaches to Linear Unobserved EÔects Models Equivalence between 3SLS and Standard Panel Data Estimators Random eÔects, xed eÔects, and rst ... example, Baltagi (1981); Cornwell, Schmidt, and Wyhowski (1992); and Kinal and Lahiri (1993) Example 11.5 (EÔects of Smoking on Earnings): the eÔects of cigarette smoking on earnings is logwageit ... crime rates and prison population, or, more precisely, in the growth rates, makes OLS estimation of equation (11.27) generally inconsistent Using the violent crime rate and a subset of the data from...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
... values of yo , and decide on a sample size, N We then draw a random sample of size N from this distribution and use the sample to obtain an estimate of yo We draw a new random sample and compute ... more often than the nominal size of the test) See, for example, Davidson and MacKinnon (1993), Bera and McKenzie (1986), Orme (1990), and Chesher and Spady (1991) PN ~ ~ The Hessian form of the ... , Bo , Co , and , and can be estimated by using consistent estimators of Ao , Bo , and Co When we add assumption (12.53), then the special versions of the Wald and LM statistics and the QLR...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
... true density of yi given x i , and not just one of many candidates It will be useful to let X H RK denote the possible values for x i and Y denote the possible values of yi ; X and Y are called ... of the dynamics—that is, that all lags of yt and z t have been properly accounted for in f ðyt j x t ; yo Þ and strict exogeneity of z t In most treatments of maximum likelihood estimation of ... T XX ^ A it y ị; and iẳ1 tẳ1 ^ ^ s it ðy Þs it ðy Þ ð13:50Þ i¼1 t¼1 The validity of the second of these follows from a standard iterated expectations argument, and the last of these follows from...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
... a linear demand and supply system for G attributes of a good or service (see Epple, 1987; Kahn and Lang, 1988; and Wooldridge, 1996) The demand and supply system is written as demandg ẳ h1g ỵ ... the struc- Generalized Method of Moments and Minimum Distance Estimation 433 tural demand and supply functions, we can use these as instruments in both the demand and supply equations Specifically, ... vector of observations on the dependent variable 14.5.2 E‰ciency of MLE Students of econometrics are often told that the maximum likelihood estimator is ‘‘e‰cient.’’ Unfortunately, in the context of...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
... , their standard errors, and the value of the likelihood func^ tion are reported by all software packages that binary response analysis The bj give the signs of the partial eÔects of each xj ... for probit and logit Of course, one of the potential advantages of using probit or logit is that the partial eÔects vary ^ with x, and it is of some interest to compute gðxb Þ at values of x other ... normality of ðu1 ; v ị, with Varu1 ị ẳ 1, we can write u1 ẳ y1 v ỵ e 15:42ị 2 where y1 ¼ h1 =t2 , h1 ¼ Covðv ; u1 ị, t2 ẳ Varv ị, and e1 is independent of z and v (and therefore of y2 ) Because of joint...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 16 potx
... 16 Data censoring also arises in the analysis of duration models, a topic we treat in Chapter 20 A second kind of application of censored regression models appears more often in econometrics and, ... problem For data- censoring applications, it makes sense to directly compare the estimates of b from standard Tobit and Tobit with heteroskedasticity But when Eð y j x; y > 0Þ and Eðy j xÞ are of interest, ... estimation of b and su means we can estimate the partial eÔects of the elements of xt on Eð yt j xt ; c; yt > 0Þ and Eð yt j xt ; cÞ for given values of c, using equations (16.11) and (16.14)...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 17 pot
... of y given x and s is the same as the distribution of y given x: Dðy j x; sị ẳ Dy j xị This is a stronger form of ignorability of selection, but it always holds if s is a nonrandom function of ... (17.14) and taking the log The CMLEs of b and g using the selected sample are e‰cient in the class of estimators that not use information about the distribution of x i Standard errors and test ... of assumptions and proofs of theorems Problems 17.1 a Suppose you are hired to explain fire damage to buildings in terms of building and neighborhood characteristics If you use cross section data...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 19 pptx
... i ; bo Þ and note that, under assumptions (19.3) and (19.7), ui2 À so mðx i ; bo Þ is uncorrelated with any function of x i Let hðx i ; b Þ be a  Q vector of functions of x i and b, and consider ... some of which we cover in Sections 19.3 and 19.4 Wooldridge (1997c) gives an example of Poisson regression to an economic model of crime, where the response variable is number of arrests of a ... place of b, and A i is the rights ^ hand side of equation (19.13) with b in place of bo This is the fully robust variance matrix estimator in the sense that it requires only assumption (19.7) and...
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