LIMDEP STUDY SESSIONS

(Topics and Presenters)

Department of Economics, College of B.A., UCF

 

Click here for the NEW Limdep 8.0 Study Group (Fall 2002) (RH, Im and JL)


Please contact Richard Hofler or Junsoo Lee for questions.

 

Hi:
Just wanted to say a big thank you for the Limdep workshop idea.  I tried it the first time today, to do something that stata and sas can't do (namely, marginal effects for ordered probits) -- which would take HOURS to do by hand! It worked very nicely. Thanks to Richard's introductory session, I managed to have the data read in and the initial results in about 30 minutes instead of ploughing through the Limdep manual for ages!  Thanks again.

Rgds

....
Assistant Professor

 

Contents

Session 0.  Warm-up

Session 1.  Heteroskedasticity and Autocorrelation

Session 2.  Discrete Choice Models, Conditional and Nested Logit Models

Session 3.  Stochastic Frontier Models

Session 4.  Count Models // Survival and Duration models

Session 5.  Panel Data Models (70%) // Nonlinear Optimization (including MLE) and GMM (30%)

Session 6.  Sample Selection // Switching Regression // Disequilibrium Models

 

Session 0.  Warm-up

(Basics of LIMDEP Windows Version 7.0) The same session will be given twice.

  • Magruder Lab (*** changed from previous announcement)

- January 12 (Wednesday, 3 PM) by Richard Hofler

  • BA225 - January 14 (Friday, 10 AM) by Junsoo Lee

 

Lecture Notes for this lecture:

Example Files: 

    All files: all.zip

  1. Regression (OLS, 2SLS, SUR, Matrix Algebra)
  • regression.lim (with output)
  • regression1.lim (without output)
  • regression.lpj (project file)
    •

          Data files:

        2.  Choice Models (Probit, Logit..)

  • choice.lim (with output)
  • choice1.lim (without output)
  • choice.lpj (project file)
    •

        3.  Poisson Regression Models

  • poisson.lim (with output)
  • poisson1.lim (without output)
  • poisson.lpj (project file)
    •

        4.  Panel Data Models (OLS, FE, RE, FE tests, Hausman Test..)

  • panel.lim (with output)
  • panel1.lim (without output)
  • panel.lpj (project file)
    •

     

    ALL REMAINING SESSIONS WILL BE IN BA110

    Session 1.  Heteroskedasticity and Autocorrelation

    • BA110 - January 21 (Friday, 12:30 PM) by Richard Hofler

    all files: all1.zip

    Lecture Notes for this lecture:

        PowerPoint File for Heteroskedasticity

        PowerPoint File for Autocorrelation

    Limdep Example Command Files  

        Heteroskedasticity (word) (hetero.lim)

        Autocorrelation (word) (autocorr.lim)

    Limdep Project Files 

       [Load (open) this first to run the above programs.]

        Heteroskedasticity

        Autocorrelation

     

    Session 2.  Discrete Choice Models: Probit, Logit, Multinomial, Conditional, Nested Logit, and Bi-variate Probit Models

    (Binomial logit/probit models, Multinomial logit/probit models, Bivariate probit model, Ordered probit model, and Conditional and nested logit models)

    • BA110 - February 11 (Friday, 12:30 PM) by Junsoo Lee

    All files: all2.zip

    Lecture Note: choice.pdf (hand-written note)

       1.  Binary Choice Models (LPM, Logit, Probit, and extensions)

       2.  Multple Choice Models (Multinomial, Conditional and Nested Logit)

      3.  Ordered Probit and Bivariate Probit Models

    • Limdep files for Ordered Probit model

       

    • Limdep files for Bivariate Probit model
      • see lecture note

     

     

    Session 3.  Stochastic Frontier Models 

          (incl. panel SF models even thought LIMDEP doesn’t estimate these)

    • BA110 - February 18 (Friday, 12:30 PM) by Richard Hofler

    All files: all3.zip

    Lecture Note (PPT file)

    Limdep files for stochastic frontier models

     

     

    Session 4.  Count Models // Survival and Duration models

    (Poisson, Negative binomial models, and ZIP (ZAP) // Hazard function, Survival and duration models)

     

     

    Session 5.  Panel Data Models (70%) // Nonlinear Optimization (including MLE) and GMM (30%)

    (Panel FE and RE models, Hausman Test, Panel logit/probit models, Panel count models // Dynamic panel data models, Nonlinear Least Square, Nonlinear Optimization (also MLE) and GMM)

    • BA110 - March 24 (Friday, 12:30 PM) by John List, Julie Elston (Dynamic Panel Models and GMM), and Junsoo Lee

     

     

    Session 6.  Sample Selection // Switching Regression // Disequilibrium Models

    (Truncation and censored models / Sample selection models including partial observability models, Switching regression // Disequilibrium models)

    • BA110 - April 7  (Friday, 12:30 PM) by Pia Sen and Junsoo Lee

     

    • Sample Selection Models (Pia Sen)

    All files:  all6a.zip

    Lecture Note: 

    limdep program file: limdep program

    data: limdep prj file (do not try: crash) or data excel file

    • Switching Regression Models (Skipped)

    • Disequilibrium Models (Junsoo Lee)

    Lecture Note: handout (at the session)

    limdep program and output file: diseq.lim

     

     

     

    Link to Other Limdep Sites

     

     

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