CE 615 Statistical and econometric methods II

 


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), models with fixed and random effects, zero-inflated count data models, and selectivity models (discrete/continuous frameworks).

Mandatory Prerequisite: CE614 - Statistical and Econometric Methods I

Time and Location: Fall Semester, Tuesdays 5:30-8:30, in room CIVL 1129

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, 600 pages. Best online price


General Downloads and Links:
Course syllabus
Guidelines for Research Paper
Take Home Final Exam
CE614 website
Reference paper for assignment #1
Reference paper for assignment #4
Reference paper for assignment #5
Reference paper for assignment #6
Reference paper for assignment #7
Reference paper for assignment #8
Reference paper for assignment #9
Reference paper for assignment #11

Assignments:
Assignment #1
Assignment #2
Assignment #3
Assignment #4
Assignment #5
Assignment #6
Assignment #7
Assignment #8
Assignment #9
Assignment #10
Assignment #11

Data Downloads:
Seemingly unrelated regression estimation (SURE) data from 2007 (see assignment #1 for description)
Seemingly unrelated regression estimation (SURE) data from 2005 and 2006 (see assignment #2 for description)
Assignment #4 data
Assignment #5 data
 Assignment #6
Assignment #7
Assignment #8
Assignment #9
Assignment #10
Assignment #11


Software Command-File Downloads:
Assignment #1
Assignment #2
Assignment #3
Assignment #4
Assignment #5
Assignment #6
Assignment #7
Assignment #8
Assignment #9
Assignment #10
Assignment #11

Notes:
Seemingly unrelated regressions
Three-stage least squares
Zero-inflated count models
Pavement-study PowerPoint
Nested logit models
Nested logit PowerPoint
Random parameter models
Mixed logit PowerPoint
Mixed logit vs. standard logit
Tobit model PowerPoint

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

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