NOTE: These are
the Spring 2008 course notes for the second semester of my graduate statistics
courses. The notes for the first semester course,
Sociology 592, are also available.
These pages make extensive use of Stata and SPSS. If you are mostly interested
in learning how to use Stata, the
Stata Highlights page lists several
of the most relevant handouts from both courses. Some pages are more
"stand alone" than others, so adjacent handouts may help clear up any questions
you have.
These pages will be updated whenever I complete another session
of the course, and possibly sooner. Older notes and/or notes from the
current semester when the course is being taught can be found
here.
Feel free to
email
Richard Williams
if you have comments or suggestions.
The following special types of files are used on this web page:
 |
Pdf files. Require Adobe Acrobat.
 |
 |
Toolbook files. Require Windows 3.1 or higher.
 |
 |
SPSSWIN files. Necessary for doing homework problems. Can probably be
adapted for other SPSS platforms. You should save these files to your local hard disk and
then use them with SPSS. |
 |
Stata 9 files. Necessary for
doing homework problems.You should save these files to your local
hard disk and then use them with Stata. |
In addition, some files are in zipped (compressed) format. If you
don't have an unzipping program, you can use the free PC Magazine PCDEZIP
utility.
Finally, please note that the answer keys for the exams and homework
differ in the amount of detail provided. I sometimes give very detailed answers,
other times the answers are much more minimal (and given the information provided I assume
the student can figure out the rest). Students should always aim for complete
answers in their homework and exams. In particular, it is hard to give partial
credit when it is not clear why an error was made.
Syllabus
Readings Packet (You need a Notre
Dame NETID to access these)
Useful sites
for learning about Stata and SPSS
PART I:
In this section, we briefly review the basics of OLS regression. We talk
about some of the most common issues (measurement error, missing data,
violations of OLS assumptions) encountered in regression analysis.
Using SPSS for OLS
Regression
(Read on your own & ask questions in Lab as needed)
reg01.sav
-
Data file used in the SPSS Regression handout
Using Stata 9 for OLS
Regression
(Read on your own & ask questions in Lab as needed)
reg01.dta -
Data file used in the Stata Regression handout
Overview
Review of Multiple Regression
Homework # 1 (Due Jan 30)
sphrd.dta (Stata data file required for
HW # 1)
Homework # 1 Answer Key
Multicollinearity
mulicoll.dta -
Stata data file used in the Multicollinearity handout
Missing Data
md.dta - Stata data file
used in the Missing Data handout
Homework # 2 (Due Feb 6)
longley.dta
missing.sps
missing.por
missing.dta
Homework # 2 Answer Key
missing-ak.sps
(adds some additional analyses to the earlier program)
hw02-III.do (Stata program for problem 3)
Measurement Error
Measurement Error Example
(Supplemental)
Scale Construction (Very Brief Overview)
anomia.dta - Stata
data file used in the Scale Construction handout
anomia.sav - SPSS
data file used in the Scale Construction handout
Outliers
outliers.dta -
Stata data file used in the Outliers handout
outliers.sav -
SPSS data file used in the Outliers handout
Also Recommended: Robert Yaffee's
Robust Regression
Modeling with Stata (This is 93 pages long but it is basically overhead
slides and hence much shorter than it at first appears to be. Nice
discussions of how to deal with outliers and with heteroskedasticity.)
Heteroskedasticity
reg01.dta -
Stata data file used in the Heteroskedasticity handout
Serial Correlation (Very Brief Overview)
Also Recommended:
UCLA's Regression Diagnostics Page. Shows a lot of the techniques
that are available with Stata for detecting outliers, heteroskedasticity,
multicollinearity, serial correlation and other problems with regression
models.
Homework # 3 (Due Feb 13)
resales.dta
resales.sav
Homework # 3 Answer Key
resales.do (Stata program for the real estate sales problem)
resales.sps (Spss Program for the real estate sales
problem)
Sample first exams and
answer keys
PART II:
This section shows how regression can be used to properly specify a causal
model. We begin by introducing "the logic of causal order," which lets us
understand the different kinds of causal relationships that might be present
between variables. Common model mis-specifications are then addressed (e.g.
omitted variables, extraneous variables, variables with nonlinear effects).
We discuss how to choose between alternative causal models. Finally, we
introduce path analysis as a method for causal modeling.
tbklogic.zip
These are toolbook presentations which we will go over in
class.
[Optional] If you also want more conventional notes for the above material,
click here and
here. In class, I'll only use these notes if there is a
problem with the Toolbook presentation.
Local of Causal Order, Handout
1:
Variable Naming
Local of Causal Order, Handout
2: Sample Problem, Logic of Causal Order
Local of Causal Order, Handout
3: Suppressor Effects
Local of Causal Order, Handout
4: Interaction Effects
Local of Causal Order, Handout
5: Another Sample Problem for the Logic of Causal
Order
The Logic of Causal Order, Closing Comments
Homework # 4 (due Feb 27)
Homework # 4 Answer Key
Specification Error
Imposing and Testing Equality
Constraints
in Models
Group Comparisons: Differences in
Composition Versus Differences in Models and Effects
Group Comparisons: Using "What If"
Scenarios to Decompose Differences Across Groups
blwh.dta and
goodpay.dta - Stata data files used in
the constraints & group comparisons handouts
Homework # 5 (Due March
12)
gender.dta
gender.sav
Homework # 5 Answer Key
Interaction Effects and Group Comparisons
Models for Group Comparisons -
Summary
blwh.dta - Stata data
file used in the Interaction Effects handout
Interpreting Interaction Effects; Interaction
Effects and Centering
drinking.dta -
Stata data file used in the Interpreting Interaction Effects handout
Discussion Questions for Group
Comparisons and Interaction Effects (Cover these on your own if we don't
get to them in class)
Interactions Between Continuous Variables
Homework # 6
(Due March 19)
gender.dta
gender.sav
jgqes2.sps
jgqes2.sav
Homework # 6 Answer Key
Nonlinear Relationships
Introduction to Path Analysis
Introduction to Path Analysis -
Highlights
Homework # 7 (Due April
2)
nonlinhw.sps
nonlinhw.por
Homework # 7 Answer Key
Sample second exams and
answer keys
PART III:
Here, we develop path analysis techniques more fully. We talk about more
complicated models that cannot be accurately estimated through conventional
OLS regression techniques (e.g. nonrecursive models). We also talk about
situations where the nature of the data make OLS regression inappropriate
(e.g. dichotomous dependent variables) or less than optimal.
Structural Coefficients in Recursive Models/
Evils of Standardization
Computing R Square/ Evils of R Square
Homework # 8
(Due April 16, but you could easily finish it much sooner than that!)
evilstnd.sps
Homework # 8 Answer Key
Logistic Regression I: Problems with the Linear
Probability Model (LPM)
Logistic Regression II: The Logistic Regression
Model (LRM)
Logistic Regression III: Hypothesis Testing, Comparisons
with OLS
Using Stata for Logistic Regression
logist.dta - Stata
data file used in the Logistic Regression handout
Homework #
9 (Due April 23)
lrb.sps
lrb.sav
lrcalc.sps
lrb.dta
Homework #
9 Answer Key
Ordered Logit Models
Multinomial Logit Models
shuttle2.dta -
Stata data file used in the Ordered Logit and Multinomial Logit handout
Nonrecursive Models
nonrecur.dta -
Stata data file used in the Nonrecursive Models handout
Brief Overview of Manova
blwh.dta - Stata data
file used in the Manova handout
Brief Overview of LISREL
Extremely Brief
Overviews of Event History Analysis and Hierarchical Linear Modeling --
Read Ch. 9 of Paul Allison's Multiple Regression Primer,
paying particular attention to section 9.9 (Multilevel Models) and section
9.12 (Event History Analysis)
Homework #
10 (Due April 30)
Homework # 10 Answer Key
Sample final exams and
answer keys
Go
to Soc 592 Stats 1 Notes
Go to Stata Highlights Page
Other materials and answer keys may be available upon
request.
