Political Science 787: Multivariate Analysis

Fall 2013
Monday 4-6 (5564 Haven)
Professor: Walter R. Mebane, Jr.
Office: 7735 Haven Hall (607/592-0546); email wmebane@umich.edu
Office hours: Wed 2-4 or other times by appointment.
Course web page: in CTools; syllabus also at http://www.umich.edu/ wmebane/ps787.html

Assignment Due Dates
due date description weight
TBA four data analysis problem sets 70%
Dec 20 final paper 20%
-- participation 10%

See fpaper.pdf posted on the CTools site for more information about the final paper. The presentation described there will be rated as part of the participation grade.

Reading Availability

Much of the course will refer to journal articles. I plan to follow or refer to a few chapters in the following books (others also appear below).

Cameron, A. Colin, and Pravin K. Trivedi. 2005. Microeconometrics: Methods and Applications. Cambridge UP.

Kenneth E. Train. 2003. Discrete Choice Methods with Simulation. Cambridge UP.

In the following listing, required reading is preceded by a bullet. Other items are recommended.

Class meeting and reading schedule

  1. computing (Sep 9)

    Crawley, Michael R. 2007. The R Book. Wiley.

    Spector, Phil. 2008. Data manipulation with R. Springer.

    Albert, Jim. 2007. Bayesian Computation with R. Springer.

    Chambers, John M. 2008. Software for Data Analysis. Springer.

    Braun, W. John, and Duncan J. Murdoch. 2007. A First Course in Statistical Programming with R. Cambridge.

    Plummer, Martyn. 2003. ``JAGS: A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling,'' Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20-22, Vienna, Austria. ISSN 1609-395X.

    JAGS. http://mcmc-jags.sourceforge.net/

  2. asymptotics, bootstrap and refinements (Sep 16)

    Bradley Efron. 1979. ``Bootstrap Methods: Another Look at the Jackknife,'' Annals of Statistics 7 (1): 1-26.

    Barndorff-Nielsen, O. E., and D. R. Cox. 1984. ``Bartlett Adjustments to the Likelihood Ratio Statistic and the Distribution of the Maximum Likelihood Estimator,'' Journal of the Royal Statistical Society. Series B (Methodological) 46 (3): 483-495.

    A.C. Davison and D.V. Hinkley. 1997. Bootstrap Methods and their Applications. Cambridge.

    Cameron and Trivedi. Chapters 5, 11 and Appendix A.

    Jeffrey M. Wooldridge. 2002. Econometric Analysis of Cross Section and Panel Data. MIT Press. Chapters 3, 12-14.

    Russell Davidson and James G. MacKinnon. 1993. Estimation and Inference in Econometrics. Oxford UP. Chapters 4, 8-9.

  3. choice models (Sep 23, 30, Oct 7)

    Hensher, David A., and William H. Greene. 2003. The mixed logit model: the state of practice. Transportation 30 (2): 133-176.

    McFadden, Daniel. 1974. ``Conditional logit analysis of qualitative choice behavior.'' In P Zarembka, ed., Frontiers of Econometrics, New York: Acadmic Press. pages 105-142.

    McFadden, Danel. 1981. ``Structural Discrete Probability Models Derived from Theories of Choice.'' In Charles F. Manski and Daniel L. McFadden, eds, Structural Analysis of Discrete Data and Econometric Applications, Cambidge, MA: MIT Press, chapter 5, pp. 198-272.

  4. hierarchical models, MCMC (Oct 21, 28)

    George Casella and Edward I. George. 1992. Explaining the Gibbs Sampler The American Statistician 46 (3, Aug.): 167-174.

    Siddhartha Chib and Edward Greenberg. 1995. Understanding the Metropolis-Hastings Algorithm The American Statistician 49 (4, Nov.): 327-335.

    Jeff Gill. 2002. Bayesian Methods: A Social and Behavioral Approach. Chapman & Hall.

  5. latent variable models (Nov 4)

    Michael A. Bailey. 2007. Comparable Preference Estimates across Time and Institutions for the Court, Congress, and Presidency. American Journal of Political Science 51 (3, Jul.): 433-448.

    Sik-Yum Lee. 2007. Structural Equation Modelling: A Bayesian Approach. Wiley.

    Sik-Yum Lee, Xin-Yuan Song, John C. K. Lee. 2003. Maximum Likelihood Estimation of Nonlinear Structural Equation Models with Ignorable Missing Data. Journal of Educational and Behavioral Statistics 28 (Summer): 111-134.

    Sik-Yum Lee and Xin-Yuan Song. 2004. Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data. Biometrics 60 (Sep.): 624-636.

    Sophia Rabe-Hesketh, Anders Skrondal and Andrew Pickles. 2004. Generalized Latent Variable Modelling: Multilevel, Longitudinal and Structural Equation Models. Chapman & Hall.

  6. hypothesis tests, M-estimators and QMLE (Nov 11)

    Peter McCullagh and John A. Nelder. 1989. Generalized Linear Models. 2d ed. Chapman and Hall.

    McCullagh, Peter. 1983. Quasi-likelihood Functions. Annals of Statistics 11 (Mar.): 59-67.

  7. partial identification and identification with missing covariates (Nov 18)

    Charles F. Manski. 1995. Identification in the Social Sciences. Harvard UP.

    Charles F. Manski. 2003. Partial Identification of Probability Distributions. Springer.

    Rosa L. Matzkin. 2007. Nonparametric Identification. In James J. Heckman and Edward E. Leamer, eds., Handbook of Econometrics volume 6B. North-Holland. Pp. 5307-5368.

  8. causal identification norms (or dogmas), DAGs and selectivity (Nov 25)

    Roger Bowden. 1973. The Theory of Parametric Identification. Econometrica 41 (Nov): 1069-1074.

    Franklin Fisher. 1976. The Identification Problem in Econometrics. Krieger.

    Roger Bowden and Darrell Turlington. 1984. Instrumental Variables. Cambridge UP.

    Judea Pearl. 2009. Causality: Models, Reasoning and Inference, 2d ed. Cambridge UP. Chapters 1-5.

    James M. Robins. 1999. Association, Causation, and Marginal Structural Models. Synthese 121: 151-179.

    David A. Freedman and Jasjeet S. Sekhon. 2010. Endogeneity in Probit Response Models. Political Analysis 18 (2): 138-150.

    James J. Heckman and Edward Vytlacil. 2005. Structural Equations, Treatment Effects, and Econometric Policy Evaluation. Econometrica 73 (3, May): 669-738.

  9. bounded influence estimation (Nov 25)

    Hampel, Frank R. and Peter J. Rousseeuw and Elvezio Ronchetti. 1981. The Change-of-Variance Curve and Optimal Redescending M-Estimators. Journal of the American Statistical Association 76 (Sep): 643-648.

    Croux, Christophe and Peter J. Rousseeuw and Ola Hossjer. 1994. Generalized S-Estimators. Journal of the American Statistical Association 89 (Dec): 1271-1281.

  10. paper presentations (Dec 2, 9)

Walter Mebane 2013-09-28