This project was an econometric exercise that sprouted from an assignment from a PhD econometrics class. The assignment was to replicate the results of a paper. I went above and beyond what was asked for and tested my abilities by building from scratch (more or less) a regression class capable of OLS and 2SLS IV with clustered standard errors and first stage f-tests. The foundations of the class are numpy and my own knowledge of econometrics and linear algebra, with some help from sklearn for calculations using an f-distrubtion for the F-test. Application to replication of paper (Kreuger 1999). The class is found in anich_tools.py.
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Regression class (anich_tools.py) capable of OLS and 2SLS IV with clustered standard errors, and first stage f-tests, built using numpy and linear algebra. Application to replication of paper (Kreuger 1999)...
MrYetly/OLS_2SLS_IV_suite
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Regression class (anich_tools.py) capable of OLS and 2SLS IV with clustered standard errors, and first stage f-tests, built using numpy and linear algebra. Application to replication of paper (Kreuger 1999)...
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