CE 615 Statistical and Econometric Methods II - Spring 2015


Instructor: Fred Mannering, Professor, School of Civil Engineering, Purdue University, 550 Stadium Mall Drive, West Lafayette, IN 47907; (765) 496-7913;e-mail: flm@ecn.purdue.edu; links: personal homepage.

Course Summary: The objective of this course is to solidify students' understanding of the material taught in CE614 (Statistical and Econometric Methods I) and to extend students' knowledge with the presentation of new model estimation techniques not covered in CE614. Specifically, we will undertake detailed assessment of simultaneous equations models (seemingly unrelated regressions and three-stage least squares), generalized extreme value models (nested logit models estimated by full information maximum likelihood), mixed logit models (to account for variations in parameters across the sample population), latent-class models, models with fixed and random effects, zero-inflated count data models, and multivariate models.

Mandatory Prerequisite: CE614 - Statistical and Econometric Methods I

Time and Location: Spring Semester, Tuesdays 5:30-8:30, in room HAMP 2118

Textbook: Washington, S., M. Karlaftis and F. Mannering (2011) Statistical and econometric methods for transportation data analysis, Second Edition, Chapman & Hall/CRC, Boca Raton, FL, 526 pages. Best online price

General Downloads and Links:
Course syllabus
Commands for viewing random parameters
Guidelines for Research Paper
CE614 website
Text website
Eratta for text (first printing)

Final Exam:
2015 Final Exam (due 5pm May 8)

Assignment #1 (due January 27)
Paper Review (due February 3)
Assignment #2 (due February 10)
Assignment #3 (due February 17)
Assignment #3 comments
Paper Review follow up (due March 3)
Assignment #4 (due March 3)
Assignment #4 (multivariate alternative)
Assignment #4 comments
Power Point Paper Critique (due March 3)
Assignment #5 (due April 7)
Assignment #6 (due April 14)
Assignment #7 (due April 28)

Data Downloads:
Assignment #1 Data
Assignment #2 Data
Assignment #3 Data
Assignment #4 Data
Assignment #5 Data
Assignment #6 Data
Assignment #7 Data

Software Command-File Downloads:
Assignment #1
Assignment #2
Assignment #3
Assignment #4
Assignment #4 Recoded to 3 responses instead of 5
Assignment #4 multivariate alternative
Assignment #5
Assignment #6
Assignment #7

Notes and References:
Support materials for January 20 Class: | Emerging methods presentation | Emerging methods paper | Smoking and pregnancy paper | Assignment #1 presentation slides | Assignment #1 betas for PDS example |
Support materials for January 27 Class: | Assignment #1 betas for PDS example | Paper review assignment guidelines | Paper using PDS and the RPNB (similar to Assignment #1) |
Support materials for February 3 Class: | Welfare impacts of Copyright law and the music industry | Latent-class logit slides | RP/Latent-class paper | Latent-class paper 2 |
Support materials for February 10 Class: | Simultaneous equation models | SURE Speed Presentation | SURE Speed Paper |
Support materials for February 17 Class: | Bivariate ordered probit slides | Original HOV project report |
Support materials for March 31 Class: | ZIP-ZINB slides | ZIP-ZINB paper |
Support materials for April 7 Class: | Tobit slides | RPTOBIT paper | Tobit paper showing zero/non-zero marginal effects |
Support materials for April 14 Class: | Nested Logit slides | Nested Logit paper | Nested Logit Example 13.7 |

Other Links:
Scopus author search
Chi square calculator
t-test calculator (one-tailed)
Normal distribution calculator - random parameters models

| Purdue Civil Engineering | Purdue Engineering |