## Advanced Quantitative Methods

POL 50050 **PhD Quantitative Methods II**

Tuesday, 9-11 am, room C122, Health Sciences Building (building 26 on the campus map).

For this course, we use the statistical package R, which can be downloaded for free here. A handy overview of R regression commands can be found here: reference card for regression. A more general one for R is here: short reference card.

Please make sure to install the following packages prior to the second lecture of the course:

faraway, arm, lmtest, tseries, ape, MASS, plm, and pcse. You should also make sure you have the data files on your laptop.

Here is an interesting list of statistics blogs.

It is generally advisable to bring electronic copies of slides and lecture notes (where applicable) to the class. I would recommend not to print the slides, however, since these are large files.

Lecture 1 | Mathematics review | slides | notes | |

Lecture 2 | Statistical estimators | slides | notes | homework |

Lecture 3 | Ordinary Least Squares | slides | ||

Lecture 4 | Hypothesis testing | slides | homework | |

Lecture 5 | Specification, multicollinearity and heteroscedasticity | slides | notes | |

Lecture 6 | Autocorrelation | slides | homework | |

Lecture 7 | Time-series analysis | slides | ||

Lecture 8 | Maximum Likelihood | slides | homework | |

Lecture 9 | Limited dependent variables | slides | ||

Lecture 10 | Bootstrap and simulation | slides | notes | homework |

Lecture 11 | Multilevel data | slides | ||

Lecture 12 | Panel data | slides | homework |