Stockholm University, 2009. – 33 p. – ISBN: N/A.
This is a brief manual for beginners in Econometrics.Contents:
Introduction.
About R.
About these pages.
Objects and Files.
First things.
Installation.
Working with R.
Naming in R.
Saving and loading objects and images of working spaces.
Overall options.
Getting Help.
Elementary commands.
Data management.
Reading data in plain text format.
Non-available and delimiters in tabular data.
Reading and writing data in other formats.
Examining the contents of a data-frame object.
Creating and removing variables in a data frame.
Choosing a subset of variables in a data frame.
Choosing a subset of observations in a dataset.
Replacing values of variables.
Replacing missing values.
Factors.
Aggregating data by group.
Using several data sets.
Basic statistics.
Tabulation.
Matrixes.
Indexation.
Scalar Matrix.
Matrix operators.
Ordinary Least Squares.
Extracting the model formula and results.
White's heteroskedasticity corrected standard errors.
Group-wise non-constant error variance.
F-test.
Time-series.
Durbin Watson.
Graphics.
Save graphs in postscript.
Save graphs in pdf.
Plotting the observations and the Regression line.
Plotting time series.
Writing functions.
A function for computing Clustered Standard Errors.
Miscellaneous hints.
Acknowledgements.
References.
