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Learning R and doing econometrics
Solvent
Registered User regular
Registered User regular
Send me your helpful links about getting started with R. Bonus points if they have an econometrics slant. Also! Provide me with your own advice and anecdotes.
Full info:
I don't really do any econometrics at my job but would like to try to learn some more hardcore data manipulation in the hope of eventually winding up with a better one (job, that is). At uni I only ever used Stata, but that was several years ago. R is attractive because of its freeness. And it has that whole open-source, hacker vibe.
Also desirable are links to data sets that are useful for learning and messing around with. I will accept all links but ones with a more micro vibe would be beneficial (education, health, crime etc.). Macro data is relatively easy to find.
Full info:
I don't really do any econometrics at my job but would like to try to learn some more hardcore data manipulation in the hope of eventually winding up with a better one (job, that is). At uni I only ever used Stata, but that was several years ago. R is attractive because of its freeness. And it has that whole open-source, hacker vibe.
Also desirable are links to data sets that are useful for learning and messing around with. I will accept all links but ones with a more micro vibe would be beneficial (education, health, crime etc.). Macro data is relatively easy to find.
I don't know where he got the scorpions, or how he got them into my mattress.
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BLS has some good data for micro work. DC police used to have a really good dataset but it's down now and has been for over a year. Other major cities may have something similar if you search for it.
Other ways to find data are to just search something like "applied microeconomics problem set data." You'll find a bunch of assignments that have you download data as part of the exercise.
For example, I just found this one. It's a stata dataset but you should be able to convert it to something R can read.
And you can get an assortment of historical tick and bar data here:
http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/
"So I've decided I hate myself and should be punished"