When undergraduate students begin learning econometrics, they’re required to master the following skills:
- Probabilistic and statistical thinking
- Calculus and (linear) algebra
- Programming in R (at UO – the language of choice may vary by school)
In my experience, students tend to struggle or neglect programming when starting out, mainly due to a complete lack of familiarity and “fear” of the unknown.
This page provides a list of links to carefully-picked free online resources that should ease students’ transition into econometric programming using R.
R is a large and diverse statistical programming language. In an introductory econometrics course, there usually isn’t enough time to cover all of the fundamentals and nuances that are necessary to achieve full competence as an R-user – you’re expected to dive into statistical analysis pretty early on instead of mastering data types, loops etc. The following beginner-friendly tutorials should help with this problem:
The best thorough step-by-step tutorial I could find: https://r-coder.com/learn-r/
Brief document. I recommend skipping Ch. 4: https://cran.r-project.org/doc/contrib/Paradis-rdebuts_en.pdf
Not as great of a tutorial as r-coder, but still fine as an additional reference: https://www.statmethods.net/r-tutorial/index.html
One of the most universally practical skills you can gain while learning R, in my opinion, is data manipulation using
I highly recommend the following set of tutorials by Susan Baert that take you through basic
dplyr concepts step-by-step:
The following resources are excellent for learning how to plot using
I recommend sticking with
ggplot2 for any kind of plot-making in R.
Step-by-step plotting tutorial: https://cedricscherer.netlify.app/2019/08/05/a-ggplot2-tutorial-for-beautiful-plotting-in-r/
Another step-by-step tutorial, but less thorough: https://cedricscherer.netlify.app/2019/08/05/a-ggplot2-tutorial-for-beautiful-plotting-in-r/
Any time you want to make some sort of graph, and you don’t know how – simply go to this website, select the relevant plot type, select
R gallery, select the most relevant example plot that is provided, and follow the instructions: https://cedricscherer.netlify.app/2019/08/05/a-ggplot2-tutorial-for-beautiful-plotting-in-r/
Learn how to make 50 different types of plots through examples: https://cedricscherer.netlify.app/2019/08/05/a-ggplot2-tutorial-for-beautiful-plotting-in-r/