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Lectures PDFs of slides are best viewed in Adobe Acrobat, rather than in your browser. Topic 1 Introduction to the Course and to R R code and data for the GDP example. R code and data from the fertility example. You’ll find detailed instructions for downloading, installing, and learning my recommended software for quantitative social science here. Focus on steps 1.1 and 1.3 for now, and then, optionally, step 1.2. Topic 2 Review of Matrix Algebra for Regressionand Regression and Graphics in R We will work through Kevin Quinn’s matrix algebra review (pdf). For a general review of the basic math we’ll need in the course, you can find the lecture notes for the CSSS Math Camp here. R code and csv data for an example of how the base graphics package can create scatterplots and perform linear regression. Topic 3 Linear Regression in Matrix Form andProperties and Assumptions of Linear Regression You may find useful three review lectures on basic probability theory, discrete distributions, and continuous distributions. Topic 4 Inference and Interpretation of Linear Regression Example code for estimating a linear regression, extracting confidence intervals for the parameters, and plotting fitted values with a confidence envelope. Topic 5 Specification and Fitting in Linear Regression Topic 6 Outliers and Robust Regression Techniques Student Assignments Due Tuesday, 15 April, in class Data for problem 1 in comma-separated variable format. Due Friday, 25 April, in section Data for problem 1 in comma-separated variable format. Due Tuesday, 6 May, in class Five R script templates for simulation of the performance of linear regression with different kinds of data: when the Gauss-Markov assumptions apply; when there is an omitted variable; when there is selection on the response variable; when there is heteroskedasticity; and when there is autocorrelation in the response variable. Due Tuesday, 20 May, in class Data for problem 2 in comma-separated variable format. Due Friday, 6 June, in section Data for problems 1. Data for problem 2. Data for problem 3. (All data in comma-separated variable format.) Final Paper Due Monday, 9 June, at 3:00 PM, in my Gowen mailbox See the syllabus for paper requirements, and see my guidelines and recommendations for quantitative research papers. |
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