Here's a video on some of the theory behind simple linear regression.There's no R involved with this video, but the video provides some theory behind what it is that R's lm() command estimates.

Update (5/18/2011): Looks like Freakonomics approves as well. Let the record show that I approved first :)I approve: "I use the open-source program R to create the patterns."But, I'm not sure I approve of calling these distributions "evil."In case you...

Today's task is to compute a statistical power function in R. For a good definition of power, go here. Thinking about the power of a testing procedure is an often-overlooked aspect of hypothesis testing.I also explain what power (in a statistical sens...

Update: I have included a modified version of this summaryR() command as part of my package tonymisc, which extends mtable() to report robust standard errors. The tonymisc package is available on CRAN through the install.packages() command.If you have...

Update: [1 May 2011] I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

To make this plot, I used R's plot(), points() and lines() commands. If you have been wanting to learn how to plot in R, watch it unfold in this video tutorial:Also, here's the code I used:

The easiest-to-find method for shading under a normal density is to use the polygon() command. That link is to the first hit on Google for "Shading Under a Normal Curve in R." It works (like a charm), but it is not the most intuitive way to let users p...

I recorded a new video tutorial whose original intent was to demonstrate how to write a for loop. As I wanted to make the for loop count for something, I decided that my application would be to write some code that computes the bootstrap approximation ...

Update: I have added some functionality to my ivregress() command. Check out my newer post here.After I posted my last video tutorial on how to use my IV regression function, I received a comment asking why I didn't write the command a different way t...

Update: I have replaced this video tutorial with a video tutorial on a newer, easier to use IV regression command. Check out that command here.In this video, I show how to use my instrumental variables function in R, ivreg(), along with its companion ...

Here is my code from a previous post that performs IV regression. This may be easier to copy into an R script. I will post a video tutorial using this code shortly.

Here's a tutorial I recorded on producing basic plots in R.I lost the script file I used to create the video to a horrifying black screen of death, but I used the data from the previous post (available here). Hopefully, the video is clear enough that ...

This video shows a couple of things:1. How to test (multiple) linear restrictions in R.2. How to install a package in R. Here is the code I use in the video (with some extra comments).Here is the data set that I use in the video.

Here's a video tutorial where I demonstrate an answer to this question.This video is designed to instill a baseline level of practical knowledge. There is more to how R treats factors in regression models. An interested reader should Google "R contra...

Posting the code I used in the last post wasn't that useful unless I also posted the data set. Here's the data. These are made up data, but it is a nice data set for illustrating how to conduct a regression. Enjoy!

I created another video tutorial on R. This time, I discuss R's lm() command and how to use it for a variety of standard applications.Here is the code that goes with the video:Enjoy!

Here's a video tutorial I put together to go over how to generate a random sample from one of the commonly known parametric distributions in R.Along the way, I also discuss how some of the properties of estimators are reflected in the computations I pe...

Here's an R tutorial where I explain how to read Stata data files into R (even if you don't own the program Stata). I also offer some other basic tips.Of note, you can also write Stata .dta files from R (if your coauthors or journals insist on having ...