HMDA {AER} | R Documentation |
Cross-section data on the Home Mortgage Disclosure Act (HMDA).
data("HMDA")
A data frame containing 2,380 observations on 14 variables.
Only includes variables used by Stock and Watson (2007), some of which had to be generated from the raw data.
Online complements to Stock and Watson (2007).
http://wps.aw.com/aw_stock_ie_2
Munnell, A. H., Tootell, G. M. B., Browne, L. E. and McEneaney, J. (1996). Mortgage Lending in Boston: Interpreting HMDA Data. American Economic Review, 86, 25–53.
Stock, J. H. and Watson, M. W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.
data("HMDA") ## Stock and Watson (2007) ## Equations 11.1, 11.3, 11.7, 11.8 and 11.10, pp. 387--395 fm1 <- lm(I(as.numeric(deny) - 1) ~ pirat, data = HMDA) fm2 <- lm(I(as.numeric(deny) - 1) ~ pirat + afam, data = HMDA) fm3 <- glm(deny ~ pirat, family = binomial(link = "probit"), data = HMDA) fm4 <- glm(deny ~ pirat + afam, family = binomial(link = "probit"), data = HMDA) fm5 <- glm(deny ~ pirat + afam, family = binomial(link = "logit"), data = HMDA) ## More examples can be found in: ## help("StockWatson2007")