GUIDELINES FOR TERM PAPER due date: Nov 25,2011 Put a hard copy in my mailbox, which is at the first...

Question

GUIDELINES FOR TERM PAPER

due date: Nov 25,2011

Put a hard copy in my mailbox, which is at the first floor near elevator with my name “???”on it. My mailbox is at about 2nd row from bottom and in the middle.

Identical term paper would not be accepted.

The following content should be included.

1 Introduction (Background and Purpose)

2 Multiple regression

2.1 Data source
2.2 Model specification (The model here should be the best model, see section 5.2)
2.3 Result report (estimated equation, interpretation of coefficient, significance of explanatory variables, explain the meaning of R-squared and F value showed in Stata outcome)
2.4 Conclusion

3 Omitted variable bias

3.1 Drop one of explanatory variable from original multiple regression and report estimation result. Explain changes in estimated coefficients (why it changes a lot or why it changes a little, it is upward or downward bias)
3.2 Name a variable excluded from your original model and state the possible impact on estimated coefficients.

4 t test , F test and LM test

4.1 Test the significance of one independent variable with t, F (in terms of SSR), F (in terms of R²) and LM test.
4.2 Test, where is value you choose other than zero.
4.3 Test a multiple hypothesis other than joint exclusion of
all
independent variables

5 F
unctional form

5.1 For at least 3 different functional forms, such as log-log, log-level, level-log, quadratic form, interaction term and inverse terms, report regression outcomes and interpret estimated coefficients.
5.2 Choose best model among above models and give reasons, which can not be “I think”.

6 Prediction

For a set of particular values of independent variables, give the estimate of and its 95% CI.

7 Heteroskedasticity

7.1 Perform BP test (hint: estat hettest)
7.2 Report estimated equation with heteroskedasticity-robust standard error (hint: reg y x, robust)

Next page is a cover sheet sample.

005_sc7o95k-yjhjhrom.doc

David · Accepted Answer

. clear
 
. do "C:\Users\Saurabh\AppData\Local\Temp\STD00000000.tmp"
 
. *CRIME IN AMERICAN SMALL CITIES                                        
.                                                
.                                                
. *The data (X1, X2, X3, X4, X5, X6, X7) are for each city.                                              
.                                                
. *X1 = total overall reported crime rate per 1 million residents                                        
. *X2 = reported violent crime rate per 100,000 residents                                        
. *X3 = annual police funding in $/resident                                              
. *X4 = % of people 25 years+ with 4 yrs. of high school                                         
. *X5 = % of 16 to 19 year-olds not in highschool and not highschool graduates.                                          
. *X6 = % of 18 to 24 year-olds in college                                               
. *X7 = % of people 25 years+ with at least 4 years of college                                           
.
. 
.  set mem 800m
 
Current memory allocation
 
                    current                                 memory usage
    settable          value     description                 (1M = 1024k)
    --------------------------------------------------------------------
    set maxvar         5000     max. variables allowed           1.909M
    set memory          800M    max. data space                800.000M
    set matsize         400     max. RHS vars in models          1.254M
                                                            -----------
                                                               803.163M
 
.  insheet using "C:\Users\Saurabh\Desktop\assignment\Datafilecsv.csv", comma
(7 vars, 50 obs)
 
.  set more off
 
. 
.  *Does the increase in the number of -- "% of people 25 years+ with at least 4 years of college" causes a
increase in the violent
> crime rate.
.

GUIDELINES FOR TERM PAPER due date: Nov 25,2011 Put a hard copy in my mailbox, which is at the first floor near elevator with my name “???”on it. My mailbox is at about 2nd row from bottom and in the...

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