Statistics and Quantitative
Analysis
SPRING 2002
http://www.columbia.edu/itc/sipa/U4320-2y/
| Lecture: T 2:10pm-4:00pm | Room: 411 IAB |
| Telephone: 212-854-4311 | Office: 1304 IAB |
|
E-mail: [email protected] |
Office Hours: T 4:00-6:00pm |
The course is an introduction to statistical analysis. Statistics provides the tools we need to extract information about the world from data. At least a rudimentary knowledge of it is essential for anyone who will be conducting research, formulating policy, or managing any type of enterprise. The course will focus on developing an understanding of basic methods, using only simple math and applying the tools to policy questions in various areas, such as politics, economics, sociology, health. The course is designed for people who have no familiarity with statistics.
The course assumes no mathematical background beyond high-school algebra. Familiarity with at least one statistical software package is essential for statistical analysis, therefore the course will introduce you to Stata. You will use Stata to apply the tools learned in class to survey data from the 1998 NORC General Social Survey (GSS). You will have an opportunity to use, and even collect, other data if you so choose for the final paper.
Lab sessions
In addition to one weekly lecture, each student is required to attend a weekly lab session. These sessions will introduce you to Stata, provide assistance with problems sets and computer assignments, and review material which you may not have understood in the lecture.
Teaching assistants
Each section of the course has an associated teaching assistant and a PRA. The teaching assistants will run the lab sessions and they will have weekly office hours as well as times when they will be available in the computer lab to answer questions.
Web page
Course materials are posted on the web page http://www.columbia.edu/itc/sipa/U4320-2y/. The syllabus is already on it. We will post lecture notes and assignments on the web page as the semester progresses.
The books are available at the Labyrinth Bookstore. There are two required texts for the course,
Newbold, P. (1995), Statistics for Business and Economics, Prentice Hall
Gonick, L. and Smith, W., The Cartoon Guide to Statistics, Harper Perennial
In addition you may find the following recommended texts helpful,
Hamilton, L.C., Statistics with Stata 5, Duxbury Press, 1997
Lewis-Beck, M.S., Applied Regression, Sage University Paper Number 22
Wonnacott, T.H., R.J. Wonnacott (1990), Introductory Statistics for Business and Economics, John Wiley and Sons
The required readings and problems will come from Carlson and Thorne. You should read all of Gonick and Smith as the course progresses.
You may find Hamilton helpful for learning Stata, though the TA’s will teach you what you need to know for this course. Stata manuals are available in the computer room, but they do not offer the most user-friendly way to learn the program. If you are not already familiar with the computers in the lab, you may want to enroll in the SIPA Computer Skills Course. You can learn about the course and obtain your lab sticker at the computer lab, on the 5th floor of IAB. Non-SIPA students will be required to pay a lab fee for the semester.
You may purchase your own copy of Stata at reduced rates through the Columbia gradplan. You do not need to do this. It makes sense only if you expect to use it in the future or if you have a strong preference for working at home. Information about the gradplan is on the last page of this syllabus.
You will need a basic scientific calculator. Look for one with a logarithm function, which is a "log" or "ln" key. You do not need anything more fancy.
Grading
The evaluation of performance in the course will be based on
Weekly problem sets - 35%
Midterm - 30%
Section 1: Feb. 27
Section 2: March 5
Final paper - 35%
Section 1: due Fri., April 27
Section 2: due Thurs., May 3
Problem sets will be due at the beginning of each class. They will not be accepted late. I will drop the lowest problem set grade when I calculate the final grade.
The final paper assignment will have several parts, which I will explain fully later in the course. The assignment will include giving a brief presentation of your paper to the class.
All the readings below are in Newbold.
Lecture 1: Introduction to the course, descriptive statistics
Preliminary Assignment handed out
Readings: chapters 1, 2
Lecture 2: Descriptive statistics (continued)
Preliminary Assignment due, Assignment 1 handed out
Readings: chapter 2
Lecture 3: Introduction to probability theory
Assignment 1 due, Assignment 2 handed out
Readings: chapter 3
Lecture 4: Discrete probability distributions
Assignment 2 due, Assignment 3 handed out
Readings: chapter 4, sections 4.1 - 4.3, 4.5
Lecture 5: Continuous probability distributions and bivariate probability distributions
Assignment 3 due, Assignment 4 handed out
Readings: chapter 5, sections 5.1 - 5.7; chapter 4, section 4.4
Lecture 6: Sampling and distribution of sample statistics
Assignment 4 due, Assignment 5 handed out
Readings: chapter 6
Lecture 7: MIDTERM
Lecture 8: Point and interval estimation
Assignment 5 due, Assignment 6 handed out
Readings: chapters 7 and 8
Lecture 9: Hypothesis testing
Assignment 6 due, Assignment 7 handed out
Readings: chapter 9
Lecture 10: Simple linear regression
Assignment 7 due, Assignment 8 handed out
Readings: chapter 12
Lecture 11: Multiple regression
Assignment 8 due, Assignment 9 handed out
Readings: chapter 13
Lecture 12: Topics in multiple regression
Assignment 9 due, Assignment 10 handed out
Readings: chapter 14, sections 14.1 - 14.2, 14.4 - 14.7, 14.9
Lecture 13: Final paper presentations
Assignment 10 due
Lecture 14: Final paper presentations
About purchasing Stata
Stata is available for purchase at reduced rates (GradPlan pricing) at Columbia University.
The prices represent a substantial discount off the already-discounted academic price of Stata. The software offered through the Stata GradPlan is NOT student software; that is, it is in no way limited in terms of features. Software purchased through Stata's GradPlan does NOT have an expiration date, but is a perpetual license for that software. People purchasing through Stata's GradPlan may elect to upgrade their software when a new release is
available.
Prices are as follows:
Small Stata software and Getting Started manual * $55.00
Intercooled Stata software and Getting Started manual * 99.00
User's Guide and Extract Manual (GradDoc) 49.00
Stata User's Guide 25.00
Stata Extract Manual 35.00
4-volume Reference Manual Set 105.00
Stata Graphics Manual 15.00
ProfDoc (4-volume Reference, Graphics, Guide) 130.00
* Stata 6.0 software is available under the GradPlan for Windows 98/95/NT, Windows 3.1, Power Macintosh, and 680x0 Macintosh.
If you would like to see the table of contents for the manuals, please visit Stata's web site at http://www.stata.com/stata6/bookstore.
To purchase Intercooled Stata 6.0, complete, with all the documentation, you want to buy the following:
Intercooled Stata software plus Getting Started manual 99.00
ProfDoc (4-volume Reference, Graphics, Guide) 130.00
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TOTAL 229.00
If you are a student and do not want to purchase all the documentation, we recommend that you buy the GradDoc (Guide + Extract) for $49.
The following products are also available through the GradPlan:
Maximum Likelihood Estimation with Stata book 25.00
Stat/Transfer 5.0 (includes Windows 95 software and manual) 42.00
Stat/Transfer 5.0 (includes Windows 3.1 software and manual) 42.00
Stata Graphics Editor (DOS software and manual) 48.00
To order a copy of Stata, contact StataCorp:
Phone: 800-782-8272 (Monday thru Friday 8 to 5 Central Time)
Fax: 409-696-4601
Email: [email protected]
Payment may be by credit card (Visa, MasterCard, or American Express) or University Purchase Order. If you wish to pay by check, please mail a check payable to Stata Corporation with your order to
Stata Corporation
702 University Drive East
College Station TX 77840
Orders placed by 4:00 PM Eastern Time may be picked up after 1:00 PM Eastern Time TWO BUSINESS DAYS LATER at the following location:
Columbia University
Morningside Campus
AsIS Computing Support Center
102 Philosophy Hall
New York NY 10027