POL 572: Multivariate Political Analysis
Prof. Gregory Wawro
Princeton University
Fall 2007

Description

This course will cover various topics in political methodology. The topics will include (1) asymptotics and violations of the Gauss-Markov assumptions in the classical linear regression model, (2) the method of maximum likelihood, (3) methods for repeated observations data when the dependent variable is continuous, (4) methods for qualitative and limited dependent variables, including dichotomous and polychotomous response models, models for censored and truncated data, sample selection models, duration models, models for count data, and models for repeated observations data when the dependent variable is continuous.

Consult the syllabus for detailed description of course requirements, readings, schedule, and contact information.

Lecture Notes

Complete notes for all sections (LaTeX code )

Handouts

Intuition behind the Law of Iterated Expectations and the decomposition of variance

Convergence in Distribution and CLT

Monte Carlo Analysis

Problem sets

Code and Data

R Links

The R Project for Statistical Computing

Web site for Fox's An R and S-PLUS Companion to Applied Regression (code, data, etc. used in the book)

Summary of R Commands by Category

Bret Larget's R Help

A Brief Guide to R for Beginners in Econometrics by Mahmood Arai

Using R for Data Analysis and Graphics: An Introduction by J.H. Maindonald

Kickstarting R by Jim Lemon

simpleR: Using R for Introductory Statistics by John Verzani

Some translations of Stata commands into R commands

tseries: R package for time series analysis and computational finance

quadprog: R package containing routines and documentation for solving quadratic programming problems (required by tseries)

Papers/Books

Let's Put Garbage Can Regressions and Garbage Can Probits Where They Belong by Christopher H. Achen

Discrete Choice Methods with Simulation by Kenneth Train

Updated Oct. 15, 2007