NOTE: These are the
Spring 2015 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.
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)
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
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
Overview
Review
of Multiple Regression
Homework # 1 (Due Jan 28)
sphrd.dta (Stata data file required for
HW # 1)
Homework
# 1 Answer Key
Multicollinearity
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
missing.do
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
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.
Heteroskedasticity
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)
resales.dta
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
Specification
Error
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)
gender.dta
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)
gender.dta
jqges2.do
jqges2.dta
Homework
# 6 Answer Key
Nonlinear
Relationships
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)
nonlinhw.do
nonlinhw.dta
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)
evilstnd.do
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)
lrb.dta
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
