NOTE: These are
the Spring 2011 course notes for the second semester of my graduate statistics
courses. The notes for the first semester course,
Sociology 63992, 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. 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.
 |
 |
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 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 (e.g. Winzip), 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)
Example First Draft - Karen
Boyd, 2002 (Used with Permission)
Example First Draft -
Selected RW comments on Boyd Draft
Notre Dame's Social Research Data Services
Web Page (has links to several data sets and
describes support services)
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 & 10 for OLS Regression
(Read on your own & ask questions in Lab as needed. Stata 11 adds some
new features, e.g. factor variables and an improved pcorr command that we
will talk about later.)
reg01.dta - Data
file used in the Stata Regression handout
Overview
Review
of Multiple Regression
Homework # 1 (Due Feb 2)
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
9)
longley.dta
missing.do
missing.dta
missing.sps
missing.sav
Homework
# 2 Answer Key
missing-ak.sps
(adds some additional analyses to the earlier program)
missingx.do (Additional Stata Analyses
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 16)
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.
[NOTE: You may have trouble using this with Win 7. I did with Win7 64 bit.
But it can be done. If you really want to do so I can tell you how to do
it.]
[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 Mar 2)
Homework
# 4 Answer Key
Specification
Error
Imposing
and Testing Equality Constraints
in Models
blwh.dta - Stata data
file used in the constraints & group comparisons handouts
Group Comparisons: Differences
in Composition Versus Differences in Models and Effects
Group Comparisons: Using "What
If" Scenarios to Decompose Differences Across Groups
Homework # 5 (Due March 9)
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 (Read on your own if we
don't get to it in class)
Homework # 6
(Due March 23)
gender.dta
gender.sav
jqges2.do
jqges2.dta
Homework
# 6 Answer Key
Nonlinear
Relationships
Introduction
to Path Analysis
Introduction
to Path Analysis - Highlights
Homework # 7 (Due March 30)
nonlinhw.sps
nonlinhw.sav
Homework
# 7 Answer Key
Sample second exams
and answer keys
Exam 2, 2011
Exam 2, 2011 Answer Key
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 13)
evilstnd.do
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 9 & 10 for Logistic Regression
(be sure to read this on your own, as it covers important details we may not
go over in class)
logist.dta -
Stata data file used in the Logistic Regression handout
Homework #
9 (Due April 20)
lrb.dta
lrb.sps
lrb.sav
lrcalc.sps
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 May 4)
Homework
# 10 Answer Key
Sample final exams
and answer keys
Other materials may be available upon
request.
