POLS W4292
Advanced Topics In Quantitative Research: Models for Panel and
Time-Series Cross-Section Data
Prof. Gregory Wawro
Columbia University
Spring 2008
Description
This course covers methods for making inferences with repeated
observations data, focusing mostly on the theory and estimation of
models for panel and time-series cross-section data. Topics covered
include fixed effects, random effects, dynamic panel models, random
coefficient models, models for qualitative dependent variables, and
panel attrition.
Additional information
Consult the syllabus for detailed
description of course requirements, readings, schedule, and contact
information.
Lecture Notes
- Notes for all sections
Handouts
- Monte Carlo Analysis
- lmer examples
Problem sets
Code and Data
- garrum6.csv: ASCII file containing Garrett data
- garrum6.dta: Stata data file for Garrett data
- garrett_notes.do: Stata do file for producing results on Garrett data reported in the course notes
- hrdata.txt: ASCII data file for
replication of "Repression of Human Rights to Personal Integrity in
the 1980s: A Global Analysis," American Political Science Review,
1994, 88: by Steven C. Poe and C. Neal Tate.
- hr.review.r: R code for reading in hrdata.txt
and computing the within estimator.
- panel.mc.hw2.r: Sample R code for conducting a Monte Carlo experiment with panel data.
- Fearon and
Laitin
replication data for "Ethnicity, Insurgency and Civil War", APSR
'03
- Przeworski, Alvarez, Cheibub and Limongi
replication data for Democracy and Development: Political
Institutions and Material Well-Being in the World, 1950-1990.
Cambridge University Press, 2000. (see also James Robinson's critique
of the democratization
literature
here ).
- Bueno de Mesquita, Smith, Siverson, and Morrow
replication data for The Logic of Political Survival ,
MIT Press, 2003
-
Banks's
cross-national time series on political and economic indicators
(via Columbia Datagate)
- Polity project
data on regime types.
- UNU Wider world income
inequality
panel dataset.
- UCSD Webpage with
links to lots of other panel studies, including some micro-level
panels:
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
- Econometrics in R by Grant V. Farnsworth
- 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)
Emacs Links
- GNU Emacs
- ESS : Emacs Speaks Statistics
Readings
- Random Coefficient Models For
Time-Series Cross-Section Data by Beck, Nathaniel, and Jonathan
N. Katz (Social Science Working Paper 1205. Division Of The Humanities
And Social Sciences. California Institute Of Technology, 2004
- What to do About Missing
Values in Time Series Cross-Section Data by King, Gary and James
Honaker. 2006. Paper presented at the annual meeting of the Society
for Political Methodology.
Revised Jan. 17, 2008