Sample files for Econ 385

  • Quick-start guide to SAS in the cloud: Start with this: a very simple SAS file that works! Add commands and new data to do any assignment or project.
  • (Longer) guide to SAS in the cloud at JMU: Take the next steps in SAS.
  • Greek and math: a file with Greek and math symbols to cut and paste into Microsoft Word documents.
  • Reporting regression results: a file showing standard reporting of regression results.
  • Multicollinearity: a file with example SAS commands and sample output on detecting and correcting for multicollinearity.
  • Koyck lag: a file with example SAS commands and sample output on doing a Koyck lag model.
  • Autocorrelation: a file with example SAS commands and sample output on testing for and correcting correcting autocorrelation, including  the Lagrange multiplier test and Newey-West standard errors.
  • Heteroskedasticity: a file with example SAS commands and sample output on correcting heteroskedasticity.
  • The Orc file: Some SAS commands are so useful and yet unintuitive that it’s best to think of them as magic spells you must memorize. Here in PROC MODEL are spells for magically generating Newey-West standard errors, the Breusch-Pagan test for heteroskedasticity, and the hard version of the White test for heteroskedasticity. The data set shows the number of Orcs in Middle Earth as a function of its GDP and Sauron’s evil eye output.
  • Linear probability and logit: a file with example SAS commands and sample output on the linear probability model and logit estimation.
  • Calculating probabilities in a logit equation: an Excel worksheet (under construction) showing how to get probabilities out of the coefficients of a logit equation.
  • Writing an econometrics paper: a great resource showing how to write a full-length econometrics paper.
  • Bob Parks’s assignment: good websites and data sources, in an assignment by a Washington University professor.
  • The Stupid List: (things to know to avoid making stupid mistakes in econometrics)*
    *Note: To construct a Smart List, learn why each of the things on the stupid list is an oversimplification.