Updates and Typos
This page maintains a list of all changes to the files on the CD and errata for the first printing of the book (2006). For errata in the text, go this link (to download a Word file). These corrections have been incorporated in the second printing (2010), which no longer has a CD. The most recent version of all the files can be downloaded in a 27.7 MB zip file here.
You may also download the corrected version of each individual workbook by clicking on the relevant link below. The workbook links from each individual chapter are also the latest versions of each workbook.
Word Documents
| Location | Document | Description | Date |
| Basic Tools/InternetData/CPS | [CPS.doc] | Changes in the documentation (location and format of codebooks) for Current Population Survey necessitated rewrite. | 23 Mar 2007 |
Excel Workbooks
| Chapter | [Workbook]Worksheet | Description | Date |
| 2: Correlation | [Correlation.xls]Patterns | Linear, Heteroskedastic and Nonlinear radio buttons switched | 13 Jan 2006 |
| 3: Pivot Tables | [EastNorthCentralFTWorkers.xls]Tables
|
Two pivot tables did not match text figures; Excel 2007 gave an error message about unrepairable content | 23 Sept 2009 |
| 4: Computing Regression | [Reg.xls]minSSR, Q&A |
ShowSymbols macro was off by one row; added a Q&A question | 16 May 2006; 19 Jan 2007 |
| 5: Computing Regression | [RMSE.xls]Accordion
|
Scatter charts were redrawing incorrectly in Excel 2007. | 26 Jan 2009
|
| 9: Monte Carlo Simulation | [MonteCarlo.xls]MCSim | Excel 2007 produces a "1004" VB error when you run a Monte Carlo from the sheet. Unlike previous versions, Excel 2007 cannot handle a blank in the Series formula. | 23 Oct 2007 |
| 10: Review of Inferential Statistics | [BoxModel.xls] | Excel 2007 produces an error when drawing probability histograms involving ChartObjects.Delete. | 24 Oct 2007 |
| 13: The Classical Econometric Model | [Skiing.xls]EstimatingBeta1 | Cell A11 contained the words "SD of Nus"; this should have been "SD". Fig 13.3.1 in the text (p. 323) contains this mistake. | 24 Feb 2010 |
| 14: The GaussMarkovTheorem | [GaussMarkovUnivariate.xls]ComputingSEs | Buttons did not work correctly for changing estimators. Error generated when running Monte Carlo in Excel 2007.
|
19 Feb 2007 26 Aug 2007
|
| 14: The GaussMarkovTheorem | [GaussMarkovBivariate.xls]ComputingSEs | OLS weights were not being recalculated immediately when Xs changed. Fixed Excel 2007 Monte Carlo chart issue (removed blanks from Series formula). | 9 Apr 2008 |
| 15: Understanding the Standard Error | [SEb1OLS.xls]MCSim | MCSim button prompts corrected typo ("integer" replacing "Long") and fixed Take a Picture button | 23 Feb 2006 |
| 15: Understanding the Standard Error | [SEForecast.xls]TwoComponents | View Chance Error components button was malfunctioning in Excel 2007. | 26 Aug 2008 |
| 15: Understanding the Standard Error | [SEForecast.xls]MCSim | View Forecasted Y's button was malfunctioning in Excel 2007 | 26 Aug 2008 |
| 15: Understanding the Standard Error | [SEForecast.xls]MCSimTriVariate | View Forecasted Y's button was malfunctioning in Excel 2007 | 26 Aug 2008 |
| 16: Confidence Intervals and Hypothesis Testing | [LinEstRandomVariables.xls]Data | Reset to Intro button was failing in Excel 2007. | 26 Aug 2008 |
| 16: Confidence Intervals and Hypothesis Testing | [LinEstRandomVariables.xls]ErrorDist | Draw Histogram button was not working in Excel 2007. | 26 Aug 2008 |
| 16: Confidence Intervals and Hypothesis Testing | [ConfidenceIntervals.xls]CIMCSim and CItMCSim | Charts showing confidence intervals were not working in Excel 2007 | 16 Mar 2009 |
| 17: Joint Hypotheses | [ChisquareDist.xls]1, 3, and50 | Code inexplicably set chart linestyle to xlNone so it was not visible. Deleted these lines and works well. | 26 Aug 2008 |
| 17: Joint Hypotheses | [Correlated Estimates.xls]MonteCarlo | Run Monte Carlo button wasn't working in Excel 2007 | 26 Aug 2008 |
| 18: Omitted Variable Bias | [ComputerUse1997.xls]MCSim | Monte Carlo button malfunctioning in Excel 2007. | 26 Aug 2008 |
| 19: Heteroskedasticity | [Het.xls]Univariate | "View Residuals" button didn't work in Excel 2007; code changed. |
4 Aug 2008 |
| 19: Heteroskedasticity | [Het.xls]GenBiVar | Trendline redrawn to enable equation to refresh correctly; Title of chart corrected to read "SD Bands" instead of "SE Bands" |
17 Aug 2005 17 May 2006 |
| 19: Heteroskedasticity | [Het.xls]SimpleBiVarMC | MCSim button fixed to place P-value results in proper column. | 30 Mar 2006 |
| 19: Heteroskedasticity | [Het.xls]UniMCSim | View Instrument 1 vs. Instrument 2 button does not work in Excel 2007. Fixed. | 26 Aug 2008 |
| 19: Heteroskedasticity | [HetRobustSE.xls]ComputingSE | View Graph of Contributions to Variance button does not work in Excel 2007. Fixed. | 26 Aug 2008 |
| 19: Heteroskedasticity | [HetGLS.xls]UniMCSim | View Instrument 1 vs. Instrument 2 button does not work in Excel 2007. Fixed. | 26 Aug 2008 |
| 19: Heteroskedasticity | [HetGLS.xls]UniMCSim | Monte Carlo Simulation didn't work in Excel 2007. Fixed. | 26 Aug 2008 |
| 20: Autocorrelation | [Autocorr.xls]AR1Process | GenerateAnotherObservation button does not work in Excel 2007. Fixed. | 26 Aug 2008 |
| 20: Autocorrelation | [AutoCorr.xls]AR1Model | Trendline redrawn to enable equation to refresh correctly in first scatter plot. Also, Excel 2007 produces a "1004" VB error when you run OLS v FGLS Monte Carlo. Unlike previous versions, Excel 2007 cannot handle a blank in the Series formula. | 15 May 2008 |
| 20: Autocorrelation | [FreeThrowAutoCorr.xls]AR1Model | Monte Carlo simulation does not update in Excel 2007. Fixed | 26 Aug 2008 |
| 21 Topics in Time Series: | [AnnualGDP.xls]RandomWalkvsTrend | Names of series and therefore legends on graphs changed slightly to reduce confusion. | 5 Nov 2009 |
| 22: Dummy Dependent Variable Models | [LPMMonteCarlo.xls]Data | Old version of NormalRandom function replaced. Previously the Votes Yes cells were being computed incorrectly. | 20 Sep 2005 |
| 22: Dummy Dependent Variable Models | [NLLSFit.xls]ProbitNLLS10 | Removed Analysis Options button. | 2 June 2008 |
| Basic Tools/RandomNumber | Random.xls | Added functions for LINESTA (running LINEST on only Y>0 values) and RandomSample (drawing samples from a population with and without replacement). Added function MultivarXs to create a multivariate population which has a specified exact correlation matrix and exact means and SDs. The RandomSample and MultivarXs functions can be used to teach basic concepts using stochastic Xs; Fixed error in a routine for matrix multiplication (2 Mar 2007). This is only a problem for users of VecMatVecMult; if you haven't heard of that routine ignore this fix. |
18 Apr 2006;
2 Mar 2007 |
Excel Add-Ins
To update an installed add-in, quit Excel, find where the add-in is located on your hard drive, right-click on the desired add-in (from the list below), choose "Save Target As" or "Save Link As" (depending on your browser) and save it to where your original add-in was located. Launch Excel and click on the Tools menu to use the add-in (execute Tools: Add-ins if needed to make the add-in available in the Tools menu). For more detail, see InstallingAddinOverPreviousVersion.doc
| Add-in | Description | Date |
| Histogram.xla | Adjust bins feature does not work when there are missing values. We have not yet corrected this. | 21 Oct 2005 |
| Histogram.xla | Adjust bins feature didn't work in Excel 2007. This has been fixed. | 20 Sept 2008 |
| MCSimNV.xla | Enables Monte Carlo simulation with non-volatile cells. | 15 May 2006 |
| MCSim.xla | Includes error trapping for repetitions that give error messages in tracked cells. Allows up to as many rows and columns as are available for raw results. | 29 Apr 2008 |
| MCSim.xla | Corrects message box on use of R1C1 style. Updates for Excel 2007: traps tracking of more than 256 cells for pre-2007 version and removes restriction on number of cells tracked for 2007 and greater versions; updated message when installed for Excel 2007. Adds Delete Previous MCSim Sheet option; reorganizes the form; adds ability of user to give seed to repolicte results. Adopts "Hide" rather than "Unload" commands in VBA so user need not reenter data which hasn't changed. |
27 Jul 2009 |
| MCSim.xla | Updated so that it works with Excel 2010. | 10 Jun 2010 |
| DDV.xla | Updated so that it works with Excel 2010. | 10 Jun 2010 |
| DDVGN.xla | Enables estimation with more than 32,767 observations. The version on the CD included with the book reports an error when n>32,767. Also improved the way we handle cases of perfect classification. In addition, now includes functions for Logit and Probit NLLS estimation. 4 Oct 2006 revision corrects an error in Logit ML which crept in to the June, 2006 version. 18 Feb 2007 version corrects error in estimation of Robust SEs for NLLS estimation. Added companion Excel files which compare results to those from Stata. | 18 Feb 2007 |
| OLSRegression.xla | Added OLSReg function, which is analogous to Excel's LINEST but presents results in easier-to-read fashion; fixed problem with F stat in cases with no intercept (where whole model F test has a non-standard interpretation). Removed the constraint of up to 50 X vars -- works with hundreds of Xs (although very slow). Oct 2007 update contains latest functionality. | 14 Oct 2007 |
| PValue.xla | Added a workaround to an Excel 2007 refresh issue -- old PValue.xla will not display the picture in Excel 2007. This new version, 29 Apr 2008, works with all versions of Excel. | 29 Apr 2008 |
Answers
| Add-in | Description | Date |
| MonteCarloAns.doc | A better answer for Question 5 in the Q&A in MonteCarlo.xls. | 23 Mar 2006 |
All Files on the CD
MetricsCD10June2010.zip. A 27.7 MB ZIP file, created on 10 June 2010, that includes the very latest versions of the files that were on the CD.
Errata (Typos)
TypographicalErrors.doc A Word document containing typos found in the text. The second printing (2010) makes these corrections.
Last Update: 6 July 2017