運輸計量分析
Transportation Econometrics
| 節 | 週一 |
|---|---|
7 15:30–16:20 | 運輸計量分析 A901 3 節連堂 |
8 16:30–17:20 | |
9 17:30–18:20 |
* 根據陽明交大上課時間表所列
This course introduces students to multiple regression methods for analyzing data in transportation field. Extensions include regression with panel data analysis, mixed-effect models, and discrete random variables. The objective of the course is for the student to learn how to conduct – and how to critique – empirical studies in transportation and related fields. Accordingly, the emphasis of the course is on empirical applications. The mathematics of econometrics will be introduced only as needed and will not be a central focus.
This course assumes that you have a good grasp of the concepts and materials covered in Appendices A, B, C (excluding C.4) in the Wooldridge text. If you are not comfortable with this material, you should make time out of class to review this material.
Problem Sets: 20%; midterm exam: 20%; term project: 30%; final exam: 20%; class participation: 10% (students are encouraged to ask and answer questions, contribute information, and express their views on subject matter).
| 週次 | 主題 |
|---|---|
| 第 1 週 | Overview and introduction to STATA |
| 第 2 週 | Review of probability distributions and statistical inference |
| 第 3 週 | Bivariate regression I |
| 第 4 週 | No class |
| 第 5 週 | Multiple regression I |
| 第 6 週 | Multiple regression II |
| 第 7 週 | Specification and data issues |
| 第 8 週 | Midterm exam |
| 第 9 週 | Project proposal presentation |
| 第 10 週 | Panel data methods I |
| 第 11 週 | Panel data methods II |
| 第 12 週 | Binary dependent variable |
| 第 13 週 | Multinomial/Ordered data |
| 第 14 週 | Count regression |
| 第 15 週 | Hierarchical/Mixed models |
| 第 16 週 | No class |
| 第 17 週 | Project presentation |
| 第 18 週 | Final Exam |
The textbook is: J.M. Wooldridge, Introductory Econometrics, South-Western College Publishing. The optional books include: ‧ Cameron, Colin A. and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, New York: Cambridge University Press. ‧ Rabe-Hesketh, S., Skrondal, A. (2012). Multilevel and Longitudinal Modeling Using Stata, College Station: Stata Press. ‧ Cameron, Colin A. and Pravin K. Trivedi (2009), Microeconometrics Using Stata, College Station: Stata Press. ‧ Hilbe, J.M. (2010). Negative Binomial Regression, second edition. Cambridge University Press. ‧ Hilbe, J.M. (2009). Logistic Regression Models. Chapman & Hall/CRC. There will be significant emphasis on the use of the statistical software STATA (STATA 13). This software is ONLY free to students WHO SIGN UP FOR THIS CLASS.
- 地點
- 綜合一館822
- 時間
- Wednesday 13:00 – 15:00 (or by appointment) in my office
- 聯絡方式
- kfwu@nctu.edu.tw