# [PE I] 2019 Fall Semester

2019-08-17 10:27

## Announcements

• Midterm I: results added (see above file);
• Midterm II: results added (see above file);
• Exam: results added (see above file). Grades will be added in the system on Saturday, around 14:00.

ERASMUS students, who want to use R + RStudio, can use RStudio and verify that everything works by downloading the [.Rmd] file and inputting their student code and pressing the “Knit” button in RStudio to generate a .html file.

## Course Information

Important: from 2019 the course is taught in English.

R_vs_Python
Setup R, Python and JupyterLab on MIF Linux computersLink
2Lecture Notes (usually updated throughout the course)Link
3Template files on how to separately write down various formulas, as well as format text/comments alongside your code blocks/chunks and its output.

The code is provided only as a simple example to see how it visually looks like alongside some random comments.
Python: JupyterLab
(HTML output)

R: JupyterLab
(HTML output)

R: RStudio
(HTML output)

## Lecture Files

1Univariate Regression:
General Concepts, OLS, R & Python implementation
2Univariate Regression:
OLS, Regression Models & Interpretation
3Univariate Regression:
MLE, Confidence Intervals and Hypothesis Testing
4Univariate Regression:
Hypothesis Testing (Review), OLS Prediction and Prediction Intervals, GoF
📊Univariate Regression:
Data Subsampling & Chapter Review
5Multivariable Regression:
Model Specification
6Multivariable Regression:
OLS, Confidence Intervals, Hypothesis Testing & GoF
7Multivariable Regression:
Restricted Least Squares, Multicollinearity
8Multivariable Regression:
Generalized Least Squares, Heteroskedastic and Autocorrelated Errors
9Multivariable Regression:
General Modelling Difficulties
Part I
Part II
📊Multivariable Regression:
Chapter R Code Review
10Discrete Response Models:
Binary Response Variables - Logit, Probit & Parameter Interpretation
see lecture
notes
11Discrete Response Models:
Binary Response Variables - Goodness-Of-Fit
see lecture
notes
12
13
14