Advanced Quantitative Methods
POL 50050 PhD Quantitative Methods II
Tuesday, 9-11 am, room G317, Newman Building (building 36 on the campus map).
While the statistical package R is the software used on slides, students can use any package of choice. A booklet with commands in R, Stata, and SPSS will be made available. R 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.
A booklet is in production with all relevant commands for the course in a number of different statistical packages, with an early draft here: Statistical Software Guide for Introductory Econometrics. Since we are actively working on this booklet, any feedback would be greatly appreciated.
For R users, 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.
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. There is also WiFi access available in-class.
Data can be found on the teaching data page.
|Lecture 1||Mathematics review||slides||notes|
|Lecture 2||Statistical estimators||slides||notes|
|Lecture 3||Ordinary Least Squares||slides||notes||homework|
|Lecture 4||Hypothesis testing||slides|
|Lecture 5||Regression diagnostics||slides||homework|
|Lecture 6||Time-series analysis||slides|
|Lecture 7||Causal inference||slides||notes||homework|
|Lecture 8||Maximum Likelihood||slides|
|Lecture 9||Limited dependent variables I||slides||homework|
|Lecture 10||Limited dependent variables II||(continued)|
|Lecture 11||Bootstrap and simulation||slides||notes|
|Lecture 12||Multilevel data||slides||homework|