Category Archives: Econometrics

Linear Regression in STATA

In STATA one can estimate a linear regression using the command regress. In this post I will present how to use the STATA function regress to run OLS on the following model Advertisements

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Cluster Robust Standard Errors in Stargazer

In a previous post, we discussed how to obtain clustered standard errors in R. While the previous post described how one can easily calculate cluster robust standard errors in R, this post shows how one can include cluster robust standard … Continue reading

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Robust Standard Errors in Stargazer

In a previous post, we discussed how to obtain robust standard errors in R. While the previous post described how one can easily calculate robust standard errors in R, this post shows how one can include robust standard errors in … Continue reading

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Omitted Variable Bias

The omitted variable bias is a common and serious problem in regression analysis. Generally, the problem arises if one does not consider all relevant variables in a regression. In this case, one violates the third assumption of the assumption of … Continue reading

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Omitted Variable Bias: What can we do about it?

To deal with an omitted variables bias is not easy. However, one can try several things. First, one can try,

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Multiple Regression in Julia

Julia presents various ways to carry out multiple regressions. One easy way is to use the lm() function of the GLM package. In this post I will present how to use the lm() and run OLS on the following model

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Linear Regression

A linear regression is a special case of the classical linear regression models that describes the relationship between two variables by fitting a linear equation to observed data. Thereby, one variable is considered to be the explanatory (or independent) variable, … Continue reading

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