EPPS7344 - Categorical and Limited Dependent Variables

EPPS 7344 Categorical and Limited Dependent Variables (3 semester credit hours) This course examines several types of advanced regression models that are frequently used in policy analysis and social science research. The key similarity of these models is that they involve dependent variables that violate one or more of the assumptions of the Ordinary Least Squares (OLS) regression model. The main models examined in the course are binary logit and probit, multinomial logit, ordinal probit, tobit, and the family of Poisson regression models. All these models are estimated using maximum likelihood estimation (MLE). The Heckman correction for selection is also addressed. Recommended: EPPS 6316 or the equivalent. (3-0) T