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UT Dallas Syllabus for epps6316.501.10f taught by Timothy Bray (tmb021000)

UT Dallas Syllabus for epps6316.501.10f taught by Timothy Bray (tmb021000)

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UT Dallas syllabus for taught by
UT Dallas syllabus for taught by

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Published by: UT Dallas Provost's Technology Group on Sep 08, 2010
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CourseEPPS 6316.501
Applied Regression
ProfessorDr. Timothy M. Bray
TermFall Semester, 2010
MeetingsMonday 7:00 pm 9:45 pm, FO 2.702
Professor’s Contact Information
Office Phone(972) 883-5432
Office LocationWSTC 1.6
Email Addresstimothy.bray@utdallas.edu
Office HoursAnytime by Appointment
General Course Information

Pre-requisites, Co- requisites, & other restrictions

EPPS 6313 or equivalent. In other words, you are expected to be familiar with descriptive and inferential statistics and basic concepts of probability.

In addition, youm ust be able to do math at a college algebra level. If you cannot, and you do not seek remedial assistance, it is likely that you will fail this course! If you doubt your ability, see me. Many errors on tests and assignments arise from improper execution of basic algebra: order of operations, powers, roots, and equations. Be sure of your abilities before we start.

Course Description

This course provides a survey of the bivariate and multiple regression models estimated using Ordinary Least Squares (OLS), with an emphasis on using regression models to test social and economic hypotheses. This application focused course presents examples drawn from economics, political science, public policy and sociology, introduces the basic concepts and interpretation of regression models, and basic methods of inference. Topics are supported by computer-supported data analyses.

Learning Outcomes

It is the goal of this course to prepare students for more advanced
statistical applications in the social sciences by providing a sound
understanding of basic regression analysis tools. Furthermore, the course
will provide basic to intermediate knowledge of regression analysis using
larger, more complex data sets. Students will become familiar with at
least one statistical software application, and will gain the knowledge
needed to write an empirical paper in the social sciences.

Texts, Readings, &
Materials
Re q u i r e d: Gujarati & Porter, Essentials of Econometrics, 4th Edition,
McGraw Hill, 2010
Ca l c u la t o r: While we won’t be working with large sets of numbers,

the involved math with be sufficiently complex to require a calculator.
Sophisticated, expensive graphing or programmable calculators are not
necessary, and will be of no use to you. Simple arithmetic functions, as
well as the ability to take square roots and raise numbers to powers will
be helpful. As an example, the Texas Instruments TI-30Xa retails for
under $10.

S of tw a re : One goal of this course is to familiarize you with the
software often used in graduate education to complete simple and
sophisticated quantitative analyses. For this class (and many others in

the School of EPPS), this isStat a. The latest version of Stata is
available in the EPPS computer labs. If you can afford it, or if you plan
on continuing your statistical and methodological education in EPPS,

you may purchase your own copy for home / office use under UTD’s
“GradPlan” arrangement with Stata, which affords you a significant
discount on your purchase. For information, and to order, visit
http://www.stata.com/order/new/edu/gradplans/gp-direct.html. Either
“Small Stata” or “Intercooled Stata” will meet the needs of this course.
If you’re making an investment and buying the software, please buy at
least the Stata/IC version. Small Stata is too limited.
Statistical Data: Various problem sets and in-class examples will
make use of electronic datasets. These Stata-formatted datasets will be
made available to you via the WebCT site for this class.
I n t e r ne t: This class will make extensive use of W e b CT for posting

grades and resource materials, and this will require that you activate
your NetID.WebCT is accessible at http://webct.utdallas.edu. If you
have difficulty, see
http://www.utdallas.edu/distlearn/students/webct_login.htm or call the
help desk at( 972) 883- 2911.

Assignments & Academic Calendar
(TENTATIVE SUBJECT TO CHANGE)
Unit Material
Unit 1
Aug. 23 Sep. 20
The World of Bivariate Regression
Gujarati Appendices A-B, Chapters 2-3
Sep. 27 Problems Set 1 Due
Unit 2
Sep. 27 Oct. 18
Multiple Regression
Gujarati Chapters 4-6

Oct. 4 Problem Set 2
Oct. 18 Problem Set 3 Due, Midterm Review, Paper Assignment Discussion
Oct. 25

MIDTERM EXAMINATION
Unit 3
Nov. 1 Nov. 15
Regression Diagnostics and Corrections
Gujarati Chapters 7-10
Nov. 22 Problem Set 4 Due
Unit 4
Nov. 22 Dec. 6
Advanced Topics in Multiple Regression
Gujarati Chapters 11-12
Dec. 6 Problem Set 5 Due, Paper Due, Final Exam Review
Dec. 13 FINAL EXAMINATION
No Class
Sep. 6Labor Day Holiday
Course Policies
Grading (credit)
Criteria

Grades in this class are based on your performance. Grades are structured as
follows:
4 Problem Sets

400 Points
1 Midterm Examination
200 Points
1 Final Examination
200 Points
1 Empirical Paper Assignment
200 Points
Total

1,000 Points
Letter grades will be assigned on the following point scale. This course does
not adopt the +/- option in final course grading.
90% and above

A
80% through 89%
B
70% through 79%
C
Below 70%
F
Problem Sets

To afford you an opportunity to practice your skills and test your comprehension, we will have five problems sets (homework) due throughout the semester. You may work as a group on your problem sets, but each

student must submit their own work, answered independently (i.e., you can’t

submit a photo copy of work produced by the group). The best four of your five problem sets will be counted for a total of forty percent of your course grade.

Midterm and Final Exams and the Open Book Policy

Forty percent of your grade in this course will come from your performance on midterm and final examinations. These tests will include both conceptual and application problems. In the real world, your employer will not ask you to

perform statistical calculation “without referring to your notes;” neither will I.

The application portion of your midterm and final exams will be open note / open book.However , the conceptual portion of your midterm and final will be closed book. While you may rely liberally on your notes and

text for some portions of these exams, you may not rely on your neighbor (see
Academic Integrity).
Empirical Paper

You will be responsible for writing an empirical assignment, which will be worth twenty percent of your final course grade. Details we be distributed before the midterm exam.

Showing Your Work & Partial Credit
All problem sets and exams done for this class must show all steps (i.e., all
calculations). To receive any credit for an answer, all work must be
shown. If you only provide the “final” answer, you will not receive any

credit for the answer. If I cannot read your answer, follow the steps that you have taken, and clearly see how you arrived at your answer, you will not receive any credit for the answer.

Provided you have shown your work, your answer will be considered correct
if it is within rounding error of the answer I have calculated on the key.

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