Donald Green // PL503
Regression Analysis and Extensions

• Course Syllabus 2009: PL503

My Biases Concerning Research Design and Inference

• State of the Discipline Essay
• Illusion of Learning Essay
• Dirty Pool Essay
• List of my other essays

Lectures

• Lecture 1: Basic Regression Facts
• Lecture 2: Core Statistical Concepts
• Lecture 3: Mechanics of Least Squares and some Matrix Algebra
• Lecture 4: Multiple Regression Mechanics by Example
• Lecture 5: Assumptions of the Classical Linear Model
• Computer Practicum: Assessing empirically and theoretically the plausibility of Gauss-Markov assumptions

First Midterm: Covering chapters 1-3

• Lecture 6: Sampling Distributions and Inference
• Computer Practicum: Interpreting Regression Results
• Lecture 7: Large Sample Properties of LS
• Computer Practicum: ‘Overcontrolling,’ Irrelevant Regressors, Functional Form
• Lecture 8: Qualitative Predictors and Interactions
• Computer Practicum: Heteroskedasticity and alternatives to OLS
• See also lecture on causal order and accompanying Stata simulations on moderated mediation and multiple medators

Second Midterm: Covering chapters 4-8

• Lecture 9: More Large Sample Results Using Covariance Algebra
• Lecture 10: Measurement Models
• Lecture 11: Multivariate Errors in Variables Example
• Computer Practicum: Analysis of Covariance Structures (“LISREL”)

Spring Break

• Lecture 12: Instrumental variables estimation: assumptions and asymptotic properties
• Computer Practicum: Analysis of field experimental data with failure-to-treat
• Example: Potential Outcomes and Instrumental variables estimation

Third Midterm: Covering chapter 9, 15, 16

• Lecture 13: Introduction to Time-Series Analysis
• Computer Practicum: Analysis of univariate and bivariate time-series
• Lecture 14: Alternative Approaches to Modeling Time-Series Data
• Computer Practicum: Analysis of univariate and bivariate time-series

• Lecture 15: Introduction to Panel Analysis
• Computer Practicum: Analysis of panel data and the choice of random versus fixed effects
• Review and preview of PL504 (nonlinear extensions)

Exam: Covering chapter 10-14

Problem Sets

• Problem Set 1
• Problem Set 2
• Problem Set 3
• Problem Set 4
• Problem Set 5
• Problem Set 6

Midterms

• Midterm 1
• Midterm 2
• Midterm 3

Final

• Final Exam

Useful GAUSS Examples

• Linear Algebra Basics
• Linear Algebra: Regression
• Bootstrapping and Simulation
• Perils of Causal Models
• Measurement Error: Consequences and Correctives
• 2SLS Practicum: Campaign Finance in Stata format
• Data for Campaign Finance Example
• 1980 NES Panel Data Measuring Party Identification at Four Points in Time (N=713)

Excel Examples

• Excel example: Consistency of OLS:

Time-Series Examples

• Eviews Program to Generate ARMA(1,1) series
• Correspondence of Pooled, Between, and Within Regressions

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Revised: January 9, 2008