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Limited Dependent Variables Syllabus: HT 2021

My lectures on limited dependent variables and sample selection are scheduled for weeks 1 and 2 of HT 2021. Due to current government restrictions, these will take place remotely. I will provide pre-recorded videos for you to watch in lieu of the regularly-scheduled Monday and Wednesday class meetings. On Fridays from 9:00-10:30am I will conduct a live Q&A over Zoom. Login details will be posted on canvas along with recordings of the Q&A sessions for students who are unable to attend. Topics for each week are listed below.

HT Week 1

Lecture 1: Maximum Likelihood under Mis-specification

Lecture 2: Poisson Regression

Lecture 3: Models for Binary Outcomes

Problem Set #1

Problems 1-3 are due on Friday of Week 2 in HT; Problem 4 will not be marked.

HT Week 2

Lecture 4: Random Utility Models

Lecture 5: Sample Selection Models

Lecture 6: Applied Examples in R

You will need the material in this lecture for problem 4 on Problem Set 1 and problem 5 on Problem Set 2.

Problem Set #2

Problems 1-4 are due on Friday of Week 3 in HT; Problem 5 will not be marked.

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