Econometrics Short Course

The course covers some foundational statistics that are necessary for going forward. We then cover the classical linear regression model (CLRM). We discuss inference and estimation using the CLRM, as well as common violations of the CRLM assumptions, particularly endogeneity, heteroscedasticity, non-linear errors and omitted variable bias. We introduce participants to binary dependent variable models (Linear probability model, probit, logit) and discuss further issues one can run into with regression estimation. South African survey data will be used throughout to estimate the models covered. In all sections of the course, attention will be paid to becoming familiar with the use of Stata.

Prerequisites:  Course participants should be familiar with Stata and with basic statistical tools.  Don't know Stata?  Have a look at our Introduction to Stata course.

Date:   11, 18 and 25 March, 1 and 8 April (this course will run over five weeks, lectures will be one day per week)

Mode of Delivery:  The course will be delivered online via Zoom.  Participants will need to have a reasonable internet connection. Sessions will be recorded, so participants will be able to review the material and course notes will be made available. They will also need access to Stata software.

Course Fees:  R10 500.00.  Partial scholarships are available to bona fide students and academics.

Course Instructor: Bruce McDougall

Closing Date:  Apply Online


This is a joint SALDRU and DataFirst course.


*DataFirst reserves the right to postpone or cancel this course due to lack of demand.

Contact Us

Visit:  Suite 3.48, 3rd floor, School of Economics Building, Middle Campus, University of Cape Town, Rondebosch, Cape Town 
Mail: Private Bag X3, Rondebosch, 7701, Cape Town, South Africa 
Call: +27 (0)21 650 5708
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