1 The General Linear Model I. - 1. 1 Introduction. - 1. 2 Model Specification and Estimation. - 1. 3 Goodness of Fit. - Questions and Problems. - 2 The General Linear Model II. - 2. 1 Generalities. - 2. 2 Distribution of the Estimator of ?. - 2. 3 General Linear Restriction: Estimation and Tests. - 2. 4 Mixed Estimators and the Bayesian Approach. - Questions and Problems. - 3 The General Linear Model III. - 3. 1 Generalities. - 3. 2 Violation of Standard Error Process Assumptions. - Questions and Problems. - 4 The General Linear Model IV. - 4. 1 Multicollinearity: Failure of the Rank Condition. - 4. 2 Analysis of Variance: Categorical Explanatory Variables. - 4. 3 Analysis of Covariance: Some Categorical and Some Continuous Explanatory Variables. - 5 Misspecification Analysis and Errors in Variables. - 5. 1 Introduction. - 5. 2 Misspecification Analysis. - 5. 3 Errors in Variables (EIV): Bivariate Model. - 5. 4 Errors in Variables (EIV): General Model. - 5. 5 Misspecification Error Analysis for EIV Models. - Questions and Problems. - 6 Systems of Simultaneous Equations. - 6. 1 Introduction. - 6. 2 The Simultaneous Equations Model (SEM): Definitions Conventions and Notation. - 6. 3 The Identification Problem. - 6. 4 Estimation of the GLSEM. - 6. 5 Prediction from the GLSEM. - 6. 6 The GLSEM and Undersized Samples. - 6. 7 Maximum Likelihood (ML) Estimators. - Questions and Problems. - 7 Discrete Choice Models: Logit and Probit Analysis. - 7. 1 Introduction. - 7. 2 The Nature of Discrete Choice Models. - 7. 3 Formulation of Dichotomous Choice Models. - 7. 4 A Behavioral Justification for the Dichotomous Choice Model. - 7. 5 Inapplicability of OLS Procedures 3. - 7. 6 Maximum Likelihood Estimation. - 7. 7 Inference for Discrete Choice Models. - 7. 8 Polytomous Choice Models. - 8 Statistical and Probabilistic Background. - 8. 1 Multivariate Densityand Distribution Functions. - 8. 2 The Multivariate Normal Distribution. - 8. 3 Point Estimation. - 8. 4 Elements of Bayesian Inference. - Questions and Problems. - Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM. - References. Language: English