POLS W4912: Multivariate Political Analysis
Prof. Gregory Wawro
Columbia University
Spring 2008

Description

The motivation for this course is first and foremost to give you the ability to use the classical linear regression model with confidence---both in theory and practice---to test causal models. Thus, by the end of the course, you should be aware of when ordinary least squares (OLS) yields desirable properties, the cases when it does not, how to test for these instances, and what procedures you should use for correct estimation and inference. In addition, you will have been exposed to a number of variants on the classical linear regression model that are applicable for the many different types of data you might encounter.

Additional information

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

Notes

Complete notes for all sections

Handouts

Prof. Goodhart's Linear Algebra Handout

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

Monte Carlo Analysis

Problem sets

Code and Data

linear_eq.r: Sample R code for solving a set of linear equations

makedata.ols1.r: Code for generating some data using multivariate normal random number generator

ols1.r: Code for reading in data and doing OLS

exampledta.txt: Data produced from makedata.ols1.r and used in ols1.r

Useful 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

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

The Insignificance of Null Hypothesis Significance Testing by Jeff Gill, Political Research Quarterly, Vol. 52, No. 3. (Sep., 1999), pp. 647-674.

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

Revised Jan. 21, 2008