Economics students new to both econometrics and R may find the introduction to both challenging. However, if one's text is "Introductory Econometrics: A Modern Approach" by Jeffrey M. Wooldridge, they are in luck!
The wooldridge data package aims to lighten the task by easily loading any data set from the text. The package contains documentation for each set and all data has been compressed to 62.73% of its original size. Just install the package, load it, and call the set you wish to work with.
But wait...there's more! A vignette, Introductory Econometrics Examples✨ illustrates solutions to examples from each chapter of the text, offering a relevant introduction to econometric modelling with R. The vignette also includes an Appendix of helpful resources, such as Using R for Introductory Econometrics by Florian Hess.
While the original course companion site provides publicly available data sets for Eviews, Excel, MiniTab, and Stata commercial software, R is the open source option. Furthermore, using R while building a foundation in econometric modeling introduces one to software tools capable of scaling with the demands of modern methods in statistical computing. And, working with R is fun.
Note: All data sets are from the 5th edition (Wooldridge 2013, ISBN-13: 978-1-111-53104-1), which is compatible with most other editions.
Install v1.2 directly from CRAN, which depends on R >= 3.4.
install.packages("wooldridge")
Or, install v1.2.1.9000 from the @dev branch, which depends on R >= 3.0.
In addition, data sets from the 6th edition (approval, catholic, census2000, countymurders, econmath, and meapsingle) are included on the dev branch.
devtools::install_github("JustinMShea/wooldridge@dev")
Load the wooldridge package and use the data() function to load the desired data set.
Data set names match those in the text.
library(wooldridge)
data("jtrain")
If using RStudio, View the jtrain data set
View(jtrain)
Check out the documentation for jtrain. It includes variable column names, original source of data, as well as page number(s) where the data appear in the text.
?jtrain