G53.1120 : Quantitative Political Analysis II

Spring 2003

Professors: Mike Gilligan, Jonathan Nagler, Sandy Gordon, Alastair Smith

Teaching Assistant: Matt Golder

This page contains information for students taking G53.2127.001 - Quant II.

Mike Gilligan: Linear Algebra

Homework problems for week 1 and 2.

All problems are in David C. Lay, Linear Algebra and its applications, 3rd edition. Addison Wesley.

Section 1.3: 8, 10, 14, 16, 18, 22, 24,26
Section 1.4: 12, 16, 18, 20, 22, 24, 26, 32
Section 1.7: 2, 4, 6, 8, 10, 12, 14, 16,18, 20, 22, 24, 26, 28, 30, 34, 36, 38
Section 2.9: 20, 22, 24, 26, 27, 28
Section 5.1: 6, 8, 12
Section 5.2: 21, 22
Section 6.1: 18, 20, 22, 28
Section 7.2: 4, 6, classify the quadratic forms for 10, 12, 14

Jonathan Nagler: Simultaneous Equations, Two-Stage Least Squares, Introduction to Gauss

For Feb 19:

Read (again) Gujarati chapters 18-20.
Read Notes on Gauss
Problem Set (due Feb 21)
1. Run the code 2sls2.do that we used in class.
2. Describe the true model.
3. Report the OLS and 2SLS estimates.
4. Perform a statistical test to see if x3 is endogenous. Report and interpret your result.
5. Perform a statistical test to determine if z1 is a valid instrument. Report and interpret your result.

Notes 1: Identification

Notes 2: Two-Stage Least Squares

Problem Set 3: Simultaneous Equations and 2SLS

Answer Key

Problem Set 4: 2SLS and Gauss

Useful code for this problem set is on Politics Data Center 2, in Courses/quant2_spring03. See files in both /gauss_code and /stata_code.
Gauss Tutorials
Answer Key