Econometrics Data Files

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Principles of Econometrics, Fourth Edition by R. Carter Hill, William E. Griffiths and Guay C. Some data files from previous editions have been updated. Wooldridge data sets Each of these data sets is readable by Stata--running on the desktop, apps.bc.edu or on a Unix server--over the Web. You need only copy the line.

SHAZAM Data file A SHAZAM data file contains a set of numeric observations on a group of. Sources of data files.

Data files may be obtained by on-line retrieval from the internet. Attention must be given to respecting licence agreements and acknowledging data sources. Data may be collected from a survey.

In this case, it may be necessary to type the data into a data file. A can be used to prepare the data file. Data files may be provided by other researchers.

Some academic journals maintain archives of data sets that have been used in publications. Data files may be created by SHAZAM. Variables can be constructed with SHAZAM commands and the WRITE command can be used to write the new data set to a data file.

Examples. Rules for preparing SHAZAM data files The standard format for a SHAZAM data file requires that the file be prepared as a plain text file with numbers separated by spaces or commas. Free format is allowed. That is, there are no constraints on column position. Note that a comma is treated as a separator.

Therefore, the number 12,560 will be interpreted as two numbers: 12 and 560. For correct interpretation by SHAZAM, commas in numeric data should be removed. This can be done in an editor with a global edit change. In general, there must be no descriptive information and no special characters of any kind embedded in the data file (an exception to this is when the FORMAT command is used - see below). Data documentation can be placed as a header to the file or at the very end of the file (this is discussed in further detail in the section on ).

Econometrics Data Sets

Spread-sheet data files can used with one of the following methods:. Convert the spreadsheet to a plain text file (an ASCII file) by using the Save As. Option from the File menu. Save the spreadsheet in DIF format. DIF files can be loaded with the SHAZAM READ command. Instructions are in the SHAZAM User's Reference Manual. Microsoft Excel XLS files can be read by SHAZAM.

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Econometrics Data Files

Two data preparation styles are permitted:. NOBYVAR - Observation by observation. Observations for all variables begin on a new line. The is prepared in this way. BYVAR - Variable by variable. All observations for each new variable begin on a new line. Example: Consider a data set with observations on height (inches) and weight (pounds) for 6 individuals (this example is from Chotikapanich and Griffiths, 1993).

The data set prepared with the observation by observation method is: 69 112 56 84 62 102 67 135 70 165 63 120 The data set prepared with the BYVAR (variable by variable) method is: 69 56 62 67 70 63 112 84 102 135 165 120 Data can be prepared in more than one data file. Then, multiple READ commands can be used to load the complete data set into SHAZAM memory.

Special formats Character data in data files can be read using the FORMAT command. When this command is used the data cannot be in free format.

More details are in the SHAZAM User's Reference Manual. Missing values Missing values should be assigned a numeric. References D. Chotikapanich and W.E. Griffiths, Learning SHAZAM: A Computer Handbook for Econometrics, Wiley, 1993.