R commands

Question 1

heteroskedasticity-robust SEs

Answer 1

coeftest(model, vcov = vcovHC)

Question 2

cdf of standard normal distribution

Answer 2

pnorm(q)

Question 3

TSLS estimation

Answer 3

model <- ivreg(y ~ x1 + x2 | z + x2, data = your_data)

Question 4

OLS estimation

Answer 4

model <- lm(y ~ x, data = your_data)

Question 5

prediction

Answer 5

new_data <- data.frame(x = c(7,8,9))
predict(model, newdata = new_data)

Question 6

confidence intervals

Answer 6

conf_intervals <- confint(model, level = 0.99)

Question 7

mean

Answer 7

mean(data)

Question 8

variance

Answer 8

var(data)

Question 9

correlation coefficient

Answer 9

correlation_coeff <- cor(x,y)
print(correlation_coeff)

Question 10

non-linear regression

Answer 10

model1 <- lm(testscr ~ x + I(x^2) + I(x^3) + I(x^4), data = your_data)

model2 <- lm(I(ln(testscr)) ~ I(ln(x)), data = your_data)

Question 11

fixed-effects regression

Answer 11

regr <- plm(data = your_data, formula = y ~ x, index = c(“state”, “year”), effect = “twoways”)

Question 12

restricted hypothesis

Answer 12

linearHypothesis(reg1, “College + Female = 3”)

Question 13

extracting residuals

Answer 13

residuals <- model$residuals

Question 14

SSR

Answer 14

SSR <- sum(residuals^2)

Question 15

TSS

Answer 15

TSS <- sum((data$y - y_mean)^2)