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Survey Data Analysis Day 5

The document outlines a course on linear regression and survey data analysis. The course covers: 1) the simple linear regression model using ordinary least squares, 2) regression in Stata, and 3) survey data analysis. It then provides details on linear regression modeling, including fitting a regression line to data, estimating parameters, residuals, and decomposing observations.
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0% found this document useful (0 votes)
82 views67 pages

Survey Data Analysis Day 5

The document outlines a course on linear regression and survey data analysis. The course covers: 1) the simple linear regression model using ordinary least squares, 2) regression in Stata, and 3) survey data analysis. It then provides details on linear regression modeling, including fitting a regression line to data, estimating parameters, residuals, and decomposing observations.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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The Simple Linear Regression Model

Regression in STATA
Survey data analysis

ANALYSIS OF SURVEY DATA (SPSS/STATA)

Kiplimo Araap Langat, PhD

Alexander Brookes Associates Limited,


The Old Church, Quicks Road Wimbledon, London, SW19 1EX, United Kingdom
trainer@alexanderbrookes.com
INTRODUCTION TO LINEAR REGRESSION & SURVEY DATA ANALYSIS

July 29, 2016

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Course Outline

1 The Simple Linear Regression Model


OLS

2 Regression in STATA

3 Survey data analysis

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

ANALYSIS OF SURVEY DATA (SPSS/STATA)

Kiplimo Araap Langat, PhD

Alexander Brookes Associates Limited,


The Old Church, Quicks Road Wimbledon, London, SW19 1EX, United Kingdom
trainer@alexanderbrookes.com
INTRODUCTION TO LINEAR REGRESSION & SURVEY DATA ANALYSIS

July 29, 2016

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Course Outline

1 The Simple Linear Regression Model


OLS

2 Regression in STATA

3 Survey data analysis

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Simple linear regression model

We can use various methods to derive estimates of the


parameters of economic relationships from statistical
observations.
Regression analysis is one of the most commonly used tools in
econometric work.
Regression analysis is concerned with describing and
evaluating the relationship between a given variable (the
explained or dependent variable) and one or more other
variables (often called explanatory or independent variables).
We will denote explained variable by y and explanatory
variables by x1,x2,.,xk.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

It has been noted above that there are various econometric


methods that can be used to derive estimates of the
parameters of economic relationships from statistical
observations.
The focus at the moment will be on the method of OLS or
classical least squares (CLS).
OLS has some attractive attributes that makes it popular.
1 Parameter estimates obtain by OLS has some
optimal/desirable properties.
2 Simple computational procedures
3 OLS has been used in a wide range of economic relationships
4 The mechanics of OLS are simple to understand
5 OLS is an essential component of most other econometric
techniques

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Regression line

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Fitting the regression line

Suppose there are n data points yi, xi, where i = 1, 2, , n. Such


that Y is a linear function of X , with unknown parameters α and
β. The goal is to estimate the values of these parameters in the
equation:
y = α + βx
Which would provide a best fit for the data points.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Suppose that we have a sample of 4 observations with X


values as shown.
If the relationship were an exact one, the observations would
lie on a straight line and we would have no trouble obtaining
accurate estimates of α and β.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

In practice most economic relationships are not exact and the


actual values of Y are different from those corresponding to the
straight line.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

To allow for such divergence, we will write the model as

y = α + βx + µ

Where µ is a disturbance term:


Therefore, each can be expressed in terms of two components,
one component due to Xi and a second component due to the
influence included in the random term µi .

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Each value of Y thus has a non-random component, α + βx, and


a random component, µ.
The first observation has been decomposed into these two
components.
Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)
The Simple Linear Regression Model
Regression in STATA
Survey data analysis

In reality we can only see the P points

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

We can use the P points to draw a line which is an approximation


to the line
y = α + βx
If we write this line
yb = a + bx
Where a is an estimate of α and b an estimate of β.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The line is called the fitted model and values of Y predicted by it


are called the fitted values of Y. they are given by the heights of R
points. Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)
The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The fitted line values are given by the heights of R points.

The P points represent the Y actual value while the fitted values
represented by R points and the heights
Kiplimo Araap Langat, PhD
of the R pints.
ANALYSIS OF SURVEY DATA (SPSS/STATA)
The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The discrepancies between the actual and fitted values of Y are


known as the residuals e.

e(residual) = Y − yb

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

NB/ the values of the residuals are not the same as the values of
the disturbance term. The diagram below now shows the true
unknown relationship as well as fitted line.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The disturbance term in each observation is responsible for


divergence between the non-random component of the true
relationship and the actual observation.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The residuals are the discrepancies between actual and the fitted
values.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

If the fit is a good one, the residuals and the values of the
disturbance term will be similar, but they must be kept apart
conceptually.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Decomposition

Both of these lines will be used in our analysis.


Each permits a decomposition of the value of Y.
The decomposition will be illustrated with the fourth
observation.
Using the theoretical relationship, Y can be decomposed into
its non-stochastic component α + βx and its random
component µ.
This is a theoretical decomposition because we do not know
the values of α or β, or the values of disturbance term µ.
We shall use it in our analysis of the properties of regression
coefficients.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The other decomposition is with reference to the fitted line.


In each observation, the actual value of Y is equal to the
fitted.
In each observation, the actual value of Y is equal to the
fitted value plus the residual.
This is an operational decomposition which we will use for
practical purposes.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumptions of Linear Stochastic Regression Model

Linear regression model is based on certain assumptions, some of


which refer to the distribution of the random variable µ, some to
the relationship between µ and explanatory variables X.
1 Normal distribution;
2 Zero Expected value/mean;
3 Constant variance:
The first three assumptions can be summarized as

µ ∼ N(0, σµ2 ) (1)

4 Uncorrelated error terms; E (µi µj ) = 0


5 Explanatory and error terms are uncorrelated; E (Xi µi ) = 0

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumption ]1: Normal distribution

The first assumption of the Classical Linear Regression model


(OLS) is that random error term µ is normally distributed.
As a result, Y and the sampling distribution of the parameters
αandβ of regression are also normally distributed.
This is necessary so that tests can be conducted on the
significance of parameters.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumption ]2: Zero Expected value/mean

The second assumption is that the expected value of the error


term or its mean is equal to zero.

E (µi )2 = 0

Specifically; since X is assumed to be fixed, the value of Y


varies above and below its mean as µ exceeds or is smaller
than 0.
Therefore since µ is assumed to be 0, the given yb gives the
average value of Y.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumption ]3: Constant variance

the third assumption is that the variance of the error term is


constant in each period and for all values of X; that is,

E (µi )2 = σµ2

This assumption ensures that each observation is equally


reliable, so that estimates of the regression coefficients are
efficient and tests of hypothesis about them are not biased.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

These first three assumptions about the error term can be


summarized as
µ ∼ N(0, σµ2 )

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumption ] 4: Uncorrelated error terms

The fourth assumption is that the value with the error term
assumes in one period is uncorrelated or unrelated to its value
in any other period; that is,

E (µi µj = 0
for i 6= j; i, j = 1, 2, , n
This ensures that the average value of Y depends only on X
and not on µ , and it is once again required in order to have
efficient estimates of the regression coefficients and unbiased
tests of their significance.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Assumption ]5: Explanatory and error terms are


uncorrelated

The fifth assumption is that the explanatory variable assumes


fixed values that can be obtained in repeated samples, so that
the explanatory variable is also uncorrelated with the error
term; that is,

E (Xi µi ) = 0
This assumption is made to simplify the analysis.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Least Square Criterion

The OLS method gives the best straight line that fits the
sample of XY observations in the sense that it minimizes the
sum of squared (vertical) deviations of each observed point on
the graph from the straight line.
We take vertical deviations because we are trying to explain or
predict movements in Y, which is measured along the vertical
axis.
We cannot take the sum of the deviations of each of the
observed points from the OLS line because deviations that
equal in size but opposite in sign cancel out, so the sum of
the deviations equals zero.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The student’s t Test and F-test

To test the significance of parameter estimates we use the


students t-test
To test the overall fit of the model we use F-test.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Importance of the Statistical Tests of Significance

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Summary of OLS Procedure for a two Variable Model

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Properties of OLS

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Properties of OLS

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Properties of OLS

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Properties of OLS

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Properties of OLS

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Violations of the OLS

OLS Assumptions implied that


Errors µ are Normally Distributed with mean 0
Errors have constant variance σ 2
Errors are independent
X is Measured without error

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Violations of the OLS

OLS Assumptions implied that


Errors µ are Normally Distributed with mean 0
Errors have constant variance σ 2
Errors are independent
X is Measured without error

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Violations of the OLS

OLS Assumptions implied that

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Non-Normal errors

OLS violation

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Non-Constant Error Variance (Heteroscedasticity)

OLS violation

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Measurement Error in X

OLS violation

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Course Outline

1 The Simple Linear Regression Model


OLS

2 Regression in STATA

3 Survey data analysis

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Regression Analysis

Stata is capable of many types of regression analysis and


statistical tests.
However, in this section, we touch on only a few of the more
common commands and procedures.
The case of limited dependent variable will be analysed in the
following chapter:
We consider the following relevant commands:
regress
predict
test,
testparm
ovtest
hettest
svy option

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

regress

regress command carries out a regression analysis on the


variables specified.
Regression analysis estimates an equation of independent (or
explanatory) variables that best explains variation in a
dependent variable.
This command is used when the dependent variable is a
continuous variable.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Syntax

The syntax is:


regress DV IV(s) [if exp] [in range] [options]

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Stored scalars

Regress stores the following scalars among other in e():

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Post-estimation in reg command

The following are some of the postestimation commands of special


interest after regress:

estat (svy) is the postestimation statistics for survey data


1

1
Click here to read more
Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)
The Simple Linear Regression Model
Regression in STATA
Survey data analysis

predict command

predict is a post estimation predictions of residuals, influence


statistics, and other diagnostic measures

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Practical STATA session in class on regression

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Course Outline

1 The Simple Linear Regression Model


OLS

2 Regression in STATA

3 Survey data analysis

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Survey data analysis

The fact that survey data are obtained from units selected
with complex sample designs needs to be taken into account
in the survey analysis;
Weights need to be used in analysing survey data and
variances of survey estimates need to be computed in a
manner that reflects the complex sample design.
Most data are collected through surveys with
probability-based complex sample.
Survey data are collected under different sampling plans will
require special treatment to account for complex nature of
data in the analysis.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Example

Suppose there are 200,000 households in the population, of


which 160,000 live in rural areas.
A survey is carried out with a random sample of 2000 urban
households and 2000 rural households.
Thus, the population is 80% rural but the sample is only 50%
rural.
Suppose per capita income is 2800 in urban areas and 1400 in
rural areas.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Example

The simple average income across households in the sample


would be 2100, but we know that the average income across
the country would be lower than this because rural households
(who have lower incomes) are under-represented in the sample.
We can compensate for this by using a weighted average, with
weights equal to the ratio of the population to the sample.
The urban weight would be
20(= 40 thousand/2 thousand)and the rural weight would
be 80(= 160 thousand/2 thousand).
The weighted average is calculated as
(80∗1400+20∗2800)/(20+80) = 0.8∗1400+0.2∗2800 = 1680

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The complex nature of these sample designs causes a


departure from the assumption of independent sample points
having equal probabilities of selection.
This departure creates a requirement for specialized statistical
software to accurately compute estimates of population
statistics and their standard errors.
Otherwise, the standard errors produced, as for a simple
random sample, would generally underestimate the true
population value.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Survey data analysis

The complex design of sample surveys dictate that the


statistical analysis procedures used to analyse the data have
the ability to account for:
multiple stages of sampling,
stratification, and
clustering.
The accompanying SE must be computed using procedures
that take into account the complex nature of the sample
design.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Effects of sampling design

Declaring the data to be survey


sveyset data consider the sampling design
Most surveys are based on stratified cluster samples rather
than pure random samples.
Sample design affects the calculation of averages and
percentages, so we need to calculate weighted averages and
percentages to compensate for the fact that some households
are over-represented in the sample, while others are
under-represented.
The sample design also affects the calculation of standard
errors in regression analysis.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Sampling designs and their effects

1 Stratification: The goal of stratification is to over-represent


groups of households that are highly diverse in the variables of
interest (e.g. income). If well done, stratification therefore
increases the accuracy of estimates (that is, it reduces the
standard errors) compared to a simple random sample.
2 Clustering: The goal of using clusters of households in
samples is to reduce the cost of data collection, but this
reduces the accuracy of estimates (that is, it increases the
standard error) compared to a non-clustered random sample.
To see this, imagine the difference between interviewing 100
households dispersed across the country and interviewing 100
households in one village. Clearly, estimates based on the
latter would be less accurate.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Declaring survey data

The svyset command is used to describe the sample design.


Then the svy: prefix is used before other commands such as
regress and probit.
syntax for svyset is organized according to each level in the
sample design.
First define the primary sampling unit PSUs
Next, we define the strata
Third, in the svyset command, we specify the primary
sampling unit variable (psu), and the sampling weight variable
(weight), the strata variable (sector) and clusters if given
The two vertical lines followed by n indicate that in the second
stage, the sampling was random.
svyset command declare survey design for dataset
Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)
The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Syntax for survey data from a one-stage design

A commonly used single-stage survey design uses clustered


sampling across several strata, where the clusters are sampled
without replacement. In a Stata dataset composed of survey
data from this design, the survey design variables identify
information about the strata, PSUs (clusters), sampling
weights, and finite population correction.
Here we use svyset to specify these variables, respectively
named strata, su1, pw, and fpc1.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

Syntax

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

References

Main Text
Salvatore, D. and D. Reagle (2001). Statistics and Econometrics, Schaums
Outline Series. 2ed. McGraw-Hill, New York.
Other Texts
Mukras, M.S., (1993). Elementary Econometrics: Theory, Application and Policy.
EAEP. Nairobi.
Madala, G.S. (2001). Introduction to Econometrics. John Willey and Sons,
England.
Koutsoyiannis, A. (1977).Theory of Econometrics. 2ed, ELBS, Ontario.

Durlauf, S. N., and Blume, L. (Eds.). (2008). The new Palgrave dictionary of
economics (Vol. 6). Basingstoke: Palgrave Macmillan.
Granger, C. W. (2004). Time series analysis, cointegration, and applications.
American Economic Review, 421-425.
Long, J. S., and Trivedi, P. K. (1992). Some specification tests for the linear
regression model. Sociological Methods and Research, 21(2), 161-204.

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)


The Simple Linear Regression Model
Regression in STATA
Survey data analysis

The End

Kiplimo Araap Langat, PhD ANALYSIS OF SURVEY DATA (SPSS/STATA)

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