Econometric Analysis, 4th Edition
A LIMDEP Guide to the Examples
This book contains the LIMDEP code for all of the numerical Examples in the fourth edition of Econometric Analysis.
(The solutions to the exercises are in a separate volume.)
An update of this document for the 6th edition is in process (as of August 10, 2007) and will be posted here when it is complete.
Please note the following:
We used the 'professional' version of LIMDEP version 7.0 for Windows, including FIML/NLOGIT 2.0 for these examples. Users of earlier versions of LIMDEP, including all versions prior to 7.0, the DOS version, and mainframe versions dated prior to 1998, may find that some of the features used here, such as complex roots of nonsymmetric matrices, are unavailable in their copy of the program. Also, a few of the solutions, such as the more intricate discrete choice models in Chapter 19, use parts of LIMDEP 7.0/W that are not available in the student version of LIMDEP 7.0/W, EA/LimDep, which is distributed with this edition of Econometric Analysis.
Readers may observe some small differences between numerical results given here and in the text. The results given in the text are generally given based on the digits shown there, rather than on the full precision that is obtained when the same computation is done in the computer program. For example, an F statistic computed as a function of sums of squares .224 and .208 in the text, based on exactly these digits, may deviate noticeably from the counterpart computed by LIMDEP which will use a full 17 digits of precision.
This book was constructed from blocks of computer code and the output that the code produces. The programs, themselves, are provided separately, with the CD that is packaged with the textbook and on a diskette distributed with this book. Within this book, we have trimmed and rearranged the very large amount of output to retain only those results that show the solutions to the examples. Generally, a great deal of superfluous material has been discarded. What was retained was often rearranged for convenience. All numerical results produced by the computer program are retained exactly as they were displayed in the output of the program.
The following are Microsoft Word document files that contain the worked examples from the text.
|Conditional logit data||266-270|
|Chapter 19, 19.18-19.26||271-295|