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.
Readings Packet (You need a Notre Dame NETID to access these)
Notre Dame's Center for Social Research (has links to several data sets and describes support services)
Dropbox. I strongly encourage you to set up a Dropbox account if you do not already have one. Dropbox gives you a minimum of 2GB of free online storage. More critically, with Dropbox you can set up shared folders. This makes it much easier when you want me or others to help you with your research. You can create a folder, put your data and programs in it, and then share the folder with me. If you set up an account use your .edu email address because you can get more bonus storage that way. For more click on this link. Or, you may wish to use the Box or Google Drive features offered by Notre Dame.
Useful sites for learning about Stata and SPSS
UCLA's Statistical Computing Resources RW Suggestions for Using Stata at Notre Dame UCLA's SPSS Starter Kit Resources for learning Stata UCLA - How does Stata compare with SAS and SPSS? The Stata User Support Page Ben Jann's estout/esttab support page (esttab & estout are great for formatting output from Stata)
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 (Optional; Read it on your own if you want/need to use SPSS)
reg01.sav - Data file used in the SPSS Regression handout
Using Stata 9 & and higher for OLS Regression (Read on your own & ask questions in Lab as needed.)
OLS-Stata.do, reg01.dta- Stata files used in the Stata Regression handout
Review of Multiple Regression
Homework # 1 (Due Jan 28)
sphrd.dta (Stata data file required for HW # 1)
Homework # 1 Answer Key
multicoll.do, mulicoll.dta - Stata files used in the Multicollinearity handout
Missing Data Part 1: Overview, Traditional Methods
mdpart1.do, md.dta - Stata files used in the Missing Data Part 1 handout & in the homework
Missing Data Part 2: Multiple Imputation
mdpart2.do - Stata file for the MD Part 2 handout
Also Recommended: Wisconsin SSCC's Multiple Imputation in Stata: Introduction. If you want to do serious analysis using Multiple Imputation, you should be sure to read this.
Homework # 2 (Due Feb 4)
longley.dta, md.dta, mdpov2.dta, missing.dta
Homework # 2 Answer Key
hw02ak.do (Additional Stata Analyses for last part)
Measurement Error 1: Consequences of measurement error
merror1.do - Stata file for the measurement error handout
Measurement Error 2: Scale Construction (Very Brief Overview)
merror2.do, anomia.dta - Stata files used in the Scale Construction handout
anomia.sav - SPSS data file used in the Scale Construction handout
outliers.do, outliers.dta - Stata files 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.)
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.
hetero.do, reg01.dta - Stata files used in the Heteroskedasticity handout
Complex Survey Data. By default, most statistical techniques assume that data were collected via simple random sampling. This is often not true for large national data sets. Fortunately, Stata makes it easy to analyze such data, but there are some important differences in how you go about testing hypotheses and assessing model fit.
Also Recommended: UCLA's (see lower third of page) and StataCorp's FAQS on Survey Data Analysis (Optional; you may want to refer to these if you use the SVY commands)
Serial Correlation (Optional)
Homework # 3 (Due Feb 11)
Homework # 3 Answer Key
Sample first exams and answer keys
Exam 1, 2015
Exam 1, 2015 Answer Key
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 Feb 25)
Homework # 4 Answer Key
specerror.do, reg01.dta - Stata files used in the specification error handout
Imposing and Testing Equality Constraints in Models
equalitytests.do, blwh.dta - Stata files used in the constraints & group comparisons handouts
Group Comparisons: Differences in Composition Versus Differences in Models and Effects
groupcomparisons1.do, blwh.dta - Stata files used in the constraints & group comparisons handouts
Group Comparisons: Using "What If" Scenarios to Decompose Differences Across Groups
groupcomparisons2.do, blwh.dta, goodpay.dta - Stata files used in the second group comparisons handout
Homework # 5 (Due March 4)
Homework # 5 Answer Key
hw05ak.do - Stata program used in Homework #5 Answer key
Interaction Effects and Group Comparisons
interactions1.do, blwh.dta - Stata files used in the interactions effects and group comparisons handout
Models for Group Comparisons - Summary
groupsummary.do, blwh.dta - Stata files used in the group comparisons summary handout
Interpreting Interaction Effects; Interaction Effects and Centering
centering.do, drinking.dta - Stata files used in the Interpreting Interaction Effects handout
Interactions Between Continuous Variables (Optional)
Homework # 6 (Due March 18)
Homework # 6 Answer Key
nonlinear.do, nonlin1.dta, nonlinln.dta - Stata files used in the nonlinear relations handout
Also recommended: http://fmwww.bc.edu/repec/bocode/t/transint.html This is a nice discussion of the reasons for doing transformations and some of the more common types of transformations.
Introduction to Path Analysis
pathanalysis.do - Stata file used in the path analysis handout
Introduction to Path Analysis - Highlights
Homework # 7 (Due March 25)
Homework # 7 Answer Key
Sample second exams and answer keys
Exam 2, 2015
Exam 2, 2015 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 8)
Homework # 8 Answer Key
Logistic Regression I: Problems with the Linear Probability Model (LPM)
logit1.do - Stata file(s) used in the logistic regression 1 handout
Logistic Regression II: The Logistic Regression Model (LRM)
logit2.do - Stata file(s) used in the logistic regression 2 handout
Logistic Regression III: Hypothesis Testing, Comparisons with OLS
logit3.do - Stata file(s) used in the logistic regression 3 handout
Using Stata for Logistic Regression (be sure to read this on your own, as it covers important details we may not go over in class)
logistic-stata.do - Stata file(s) used in the using stata for logistic regression handout
logist.dta - Stata data file used in the Logistic Regression handouts
Homework # 9 (Due April 22)
Homework # 9 Answer Key
Brief Overviews of Other Advanced Methods.
Advanced Categorical Data Analysis (Optional). Depending on your research topics you may want to look at some of the notes from my Soc 73994 class.
Brief Overview of Panel Data
panel.do, nlsy.dta and teenpov.dta - Stata files used in the Panel Data handout
nlsyxt.dta and teenpovxt.dta - reshaped Stata data files used in the Panel Data handout
Brief Overview of Manova
blwh.dta - Stata data file used in the Manova handout
Nonrecursive Models (Highlights)
Nonrecursive Models (Optional Long Version) This is an older version of the handout that has much more detail if you want it; the highlights version is probably all you need in practice, at least for a basic understanding.
nonrecur.dta - Stata data file used in the Nonrecursive Models handouts
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)
Brief Overview of Structural Equation Modeling using Stata's sem commands
Brief Overview of Structural Equation Modeling using LISREL (Optional; you can read this if you ever happen to be using LISREL
Homework # 10 (Due April 29)
Homework # 10 Answer Key
Sample final exams and answer keys
Exam 3, 2015
Exam 3, 2015 Answer Key
Other materials may be available upon request.