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PLS 802 Spring 2009

REGRESSION ANALYSIS

This course provides an introduction to the theory, methods, and practice of regression analysis. The goals are to provide students with the skills that are necessary to: (1) read, understand, and evaluate the professional literature that uses regression analysis; (2) design and carry out studies that employ regression techniques for testing substantive theories; and (3) prepare to learn about more advanced statistical procedures. The course will not dwell on statistical theory, but it will also not take a superficial approach. Instead, it will focus on: The utility of regression analysis for evaluating empirical relationships between variables as a critical component of the theory-testing process. We will thoroughly cover the basic elements of the regression model and the development of the regression estimators. We will see that this model depends very heavily on several assumptions. Therefore, we will examine these assumptions in detail, considering why they are necessary, whether they are valid in practical research situations, and the consequences of violating them in particular applications of the regression techniques. These formal, analytic treatments will be counterbalanced by the use of frequent substantive examples and class exercises. Again, the overall course objective is not to turn you into a statistician– instead, the aim is to maximize your research skills as a political scientist. Course Prerequisites: Any course of this type must assume a working knowledge of elementary statistical concepts and techniques. We will conduct a brief review at the beginning of the course, but students must be familiar with such ideas as descriptive statistics, sampling distributions, statistical inference, confidence intervals, and hypothesis testing, before moving on to the more complicated matters that will comprise the majority of the course material. You must have completed at least one prior course in introductory statistics course– i.e., PLS 801 or the equivalent. Course Requirements: Formal course requirements are as follows: (1) Class attendance and active participation. This is mandatory. Statistical knowledge is cumulative, and gaps in the material will have detrimental consequences. (2) Completion of homework assignments. Most of these are computer-based data analysis exercises, designed to familiarize you with the application of various concepts and techniques. Each of these assignments will focus on a specific set of topics. However, the latter assignments are cumulative in the sense that they build upon earlier material in the class. Homework assignments will be given frequently (about once a week or so). They will not be assigned grades, but they will be checked for completion and comments will be provided to make sure that you fully understand the material. (3) Two examinations. A midterm exam will be given in class on Tuesday, March 3; the final will be a take-home exam, due on Tuesday, May 5, 2009, at 5:00 p.m. (4) Regression Analysis Paper. For this paper, you are expected to use regression analysis to examine a political science research question. You should identify a suitable topic and focus for the paper by Friday, March 14, 2009. Before you select the topic, I strongly encourage each of you to discuss your paper ideas with me. Final papers are due on or before 5:00 p.m. on Friday, May 1, 2009. I reserve the right to penalize papers received after the May 1, 2009 deadline.

Prospect Heights. Basic Econometrics (Fourth Edition). MA: McGrawHill.. 20 % 25 % 25 % 30 % The following books are useful recommended books for more detailed. Beverly Hills. Lewis-Beck. Most of the recommended and supplemental books are either too advanced or elementary to be used as central texts in this course. 1980. 1994 (reissued 2002).1991. Inc. You should read all the material assigned in the required texts. 2006. McKee. Newbury Park: Sage Publications. Damodar N. 1985. Spring 2009 Page 2 Assignment of Final Grades: Homework Assignments & Class Participation Midterm Examination Regression Analysis Paper Final Examination Textbooks: The following are the required texts for the course: Berry. Fox. McClendon. However. Jeffrey M. Beverly Hills. CA: Sage Publications. Boston. Understanding Regression Analysis: An Introductory Guide. William D. Stephan. Wooldridge. Michael. William D. and Paula E. Applied Regression. Understanding Regression Assumptions. .PLS 802. Multiple Regression in Practice. Schroeder. Introductory Econometrics: A Modern Approach (Third Edition). CA: Sage Publications. Sjoquist. and Stanley Feldman. Larry D. Malden. Multiple Regression and Causal Analysis. Peter. 1993. The following books are useful supplemental books for more basic explanations of key terms and concepts: Berry. IL: Waveland Press. Regression Diagnostics. Sage Publications. OH: Thomson South-Western. 2008. David L. MA: Black Publishing. John.. 2003. CA: Sage Publications Kennedy. several of them are very good and would be extremely useful books for you to rely upon for greater detail or additional explanations at various points in the course. Mason. comprehensive coverage of the material along with explicit derivations of statistical concepts: Gujarati. 1986. Beverly Hills. A Guide to Econometrics (Sixth Edition). Beverly Hills.

Frequency Distributions.. they will be closely integrated into the course material. Etc. 25-28 Wooldridge. and Linear Combinations Reading: McClendon. Differences Between Two Means. SAS. Spring 2009 Page 3 Computing and Software: Computers and statistical software are absolutely necessary for employing modern statistical techniques in an effective manner. pp. pp. SYSTAT.). But. Probability Distributions Reading: McClendon. 15-32 Kennedy. pp 707-802 . pp. as long as it has the analytical routines and capacities that are required to complete the assignments and examinations. etc. III. Preliminary Material and Statistical Review A. Statistical Inference and the Properties of Statistical Estimators 1.PLS 802. you can also use other statistical software in this course (e. 20-25 B.g. and examinations. pp. Univariate Summary Statistics. pp. pp. Two Variances. Confidence Intervals & Hypothesis Tests 2. Basic Concepts for Understanding Regression Analysis: Functional Dependence. assignments. Therefore. Topics and Reading Assignments I. 1-19 II. SPSS. We will use STATA for most of the class examples. R. 1-10 Wooldridge. Introduction to Regression Analysis Reading: McClendon. 1-19 Gujarati. Linear Transformations.

147-154 Lewis-Beck. 123-126. 9-12 Gujarati. pp. pp. pp. 107-110 Kennedy. 50-66. pp. pp. pp. and Stephan. pp. pp. Goodness of fit. and Stephan. and Hypothesis Tests Reading: McClendon. pp. Spring 2009 Page 4 IV. 58-80 Kennedy. pp. pp. 9-12 Gujarati. 23-29 D. 11-59 Wooldridge. 89-95. Confidence Intervals. pp. pp. 89-95. pp. pp.PLS 802. 106-109. 187-190 C. the Correlation Coefficient and R2 Reading: McClendon. 50-66. The Least Squares Criterion and Estimation in the Bivariate Regression Model Reading: McClendon. pp. 187-190 E. 28-30 Berry. 106-109. Assumptions Underlying the Bivariate Linear Regression Model Reading: McClendon. 36-53 Gujarati. 26-47 Schroeder. pp. 51-90 Wooldridge. Sjoquist. Sjoquist. pp. pp. 37-57 B. 65-74. 1-22 Gujarati. 11-59 Wooldridge. 42-49 Gujarati. pp. The Bivariate Regression Model A. Statistical Inference. Introduction: Basic Ideas and Concepts Reading: McClendon.31-41 Berry and Feldman. 123-126. 133-146 Berry and Feldman. 79-94 Schroeder. pp. 126-147 . 119-163 Kennedy. 176-181. pp. 176-181.

230-233 Wooldridge. 147-167. 214-218 D. 12-18 Gujarati. The Multiple Regression Model A. 202-211. 80-83 Gujarati. pp. pp. pp. Models of Substantive Assumptions Reading: Phenomena. 9-18 Gujarati. 49-59 Berry. Outliers. Sjoquist. pp. pp. pp. pp. Introduction: Notation. The Importance of Model McClendon. 60-80 Berry and Feldman. 60-80 Wooldridge. Assumptions. pp. 154-157 Berry. pp.PLS 802. 83-93. pp. pp. pp. pp. pp. 1-24 Lewis-Beck. pp. 164-193 V. pp. 32-36 C. and Influential Cases Reading: McClendon. 63-66 . Spring 2009 Page 5 F. pp. 248-273 Kennedy. 133-174 Berry and Feldman. pp. and a Preliminary Look at Residuals. and Stephan. 22-88 Gujarati. Summary. and Interpretation Reading: McClendon. Measures of Goodness of Fit Reading: McClendon. Extensions. 211-225 Schroeder. Statistical Inference and the Role of Hypothesis Testing Reading: McClendon. 73-88 B.

pp. pp. pp. Nonlinearity and Transformations Reading: McClendon. 304-310 C. Functional Forms. 60-66 Gujarati. 30-45 Gujarati.PLS 802. 119-132) Gujarati. pp. pp. Sjoguist. 67-70 B. pp. pp. Model Building in Multiple Regression Analysis A. 18-26 Berry. 288-321 Berry and Feldman. pp. 561-577 Kennedy. pp. 506-560 Kennedy. 30-45 Schroeder. 93-118 (McClendon. Summary and a Brief Look at Extensions Reading: McClendon. 71-92 Lewis-Beck. Nominal Independent Variables Reading: McClendon. 271-287 Gujarati. 58-61 Wooldridge. pp. 273-297 VI. pp. Model Specification Reading: McClendon. 51-72 Berry. and Stephan. 56-58 Wooldridge. pp. Sjoquist. and Stephan. pp. Sjoquist. pp. pp. and Stephan. pp. pp. pp. 230-270 Berry and Feldman. 248-258 Schroeder. 198-229. 297-334 Kennedy. 93-111 Schroeder. 230-252 . pp. pp. pp. Spring 2009 Page 6 E. pp.

pp. pp. pp. pp. pp. 524-528 Kennedy. pp. pp. Interpretation of Results Reading: Fox. pp. 506-560 Kennedy. pp. pp. Nonnormal and Nonconstant (Heteroscedastic) Errors Reading: McClendon. Sjoquist. Potential Problems in Multiple Regression Analysis A. pp. pp. Multicollinearity and Its Effects Reading: McClendon. Measurement Error Reading: Berry and Feldman. 40-53 Gujarati. pp.3-5 B. 133-139 Wooldridge. 174-197 Berry and Feldman. and Stephan. and Stephan. 73-88 Berry. Spring 2009 Page 7 VII. 387-428 Kennedy.PLS 802. 24-27 Fox. 71-72 Wooldridge. 45-60 Gujarati. pp. pp. 341-370. 67. 37-50 Berry. Sjoquist. 72-81 Fox. 101-105 C. 70-71 Wooldridge. pp. 157-163 Schroeder. 26-37 Berry. pp. pp. 161-163 Berry and Feldman. pp. 318-325 . 192-202 Lewis-Beck. 10-21 Gujarati. 181-185 D. pp. 58-63 Schroeder. pp. pp. pp.

1-54 Gujarati. 163-179 Schroeder. Dichotomous Dependent Variables Reading: Gujarati. Residual Analysis. 21-40 Gujarati. and Influential Observations Reading: Berry. pp. 288-347 Berry. pp. 77-79 C. 792-865 Kennedy. 518-524 Kennedy. pp. 139-156. 72-75 . pp. and Stephan. pp. Additional Topics A. pp. pp. 252-258 B. and Stephan. pp. Sjoquist. pp. Nonindependent Disturbances and Time Series Models Reading: Berry. pp. pp. 372-388 VIII. 67-72 Gujarati. pp. pp. pp. 79-80 Wooldridge. 27-29 Fox. Outliers. Spring 2009 Page 8 E. 580-636 Schroeder. 715-791 Schroeder. pp. Sjoquist. Sjoquist. Simultaneous Equation Models Reading: McClendon. and Stephan.PLS 802.

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