Multivariate Data Analysis with Observable Variables

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Introduction to Linear Statistical Models

Syllabus, Fall 2010

Class

Semester

Professor

Contact Info

Office Hours

Meeting Time

Location

Introduction to Linear Statistical Models: 26:960:577:01

Fall, 2010

Michael L. Barnes, Ph.D. michael.barnes@knowledgent.com, 201-213-3049 (m)

By appointment

Thursdays, 10:00am – 12:50pm

TBD

Prerequisites

Auditing

Major Topics

A course in statistics

By permission, but generally discouraged

Covariance, Correlation, Bivariate & Multiple Regression, Time Seris

Analysis, ANOVA, ANCOVA and MANOVA, Factor Analysis,

Structural Equation Models

If Time Permits Logistic Regression

I. Course Requirements

A. Homework: 30%

There are 3 assignments, weighted equally to determine your final grade. They will cover the major topics explored in this course. Assignments will generally require the use of a computerized statistical package. I will provide the data, however, you are free to use any statistical package you prefer.

B. Midterm: 20%

The midterm is a one-hour long in class exam. You may use your notes, cribsheet, calculator, personal, mini or even main frame computer. You may bring anything you wish to the exam that you feel may help you on the final, as long as it is not human.

C. Final Exam OR Project: 50%

Final Exam AND Project: 25% each

Final Exam:

The final exam is a comprehensive 3 hour long open note, open book, open calculator, open cheat-sheet, everything but open friend. You may bring any nonsentient material you wish to the exam.

Project:

Goal is for you to use some or all of the techniques presented in this course on data that you routinely analyze. I want you to bring these techniques into your own reality. The project write-up should be in a format you would submit to a peer-review journal (e.g., APA format). The format should follow the general structure of Abstract, Methods, Results, and Conclusions. If you do not have data, we can agree on a dataset that I provide or is publicly available.

II. Texts

Nine Sage Papebacks in the Quantitative Applications in the Social Sciences Series. The required and optional volumes are listed below.

Lecture Notes serve as important reading assignments for every lecture topic and will be available on BlackBoard at least a week before class.

III.

Lecture Schedule

Date Lecture Reading Assignment HW Due Description

2-Sep

9-Sep

16-Sep 3

23-Sep 4

1

2

30-Sep 5

7-Oct 6

14-Oct

21-Oct

7

8

28-Oct 9

4-Nov 10

11-Nov 11

18-Nov 12

25-Nov

2-Dec 13

9-Dec 14

Lecture Notes

Lecture Notes

22, chp1-2

17; 22, chp 3

72

1

1

22

9

54 (19 & 47 rec)

13 (14 rec)

3

None Introduction, Syllabus, Course Overview, Review

None Statistical Inference & Comparing Means

None Covariance, Correlation, Bivariate Regression

HW1 Reliability&Validity, Introduction to Multiple Regression

None Multiple Regression II: Coefficients, Curves & Interactions

None Analysis of Variance & Multiple Comparisons

None Midterm , Factorial ANOVA & Repeated Measures

None Multiple Regression III: Categorical Variables & ANCOVA

HW2 Building Models & Suppression; Time Series Analysis

None MANOVA, Canonical Correlation, Discriminant Analysis

None Factor Analysis

None Structural Equation Models

None No Class

HW3 Structural Equation Models

Logistic Regression

3

146

16-Dec Final Exam, Project Due

Sage Texts:

Lecture # Title (Required)

3 & 4 Applied Regression: An Introduction

4

5

Reliability and Validity Assessment

Author

Michael Lewis-Beck

Edward Carmines & Richard Zeller

Interaction Effects in Multiple Regression Jaccard, Turrisi, and Wan

6 & 7 Analysis of Variance

9 Time Series Analysis

10

11

Multivariate Analysis of Variance

Introduction to Factor Analysis

12 & 13 Causal Modeling

14 Logistic Regression Models

Gudmund R. Iversen

Charles Ostrum

James Bray & Scott Maxwell

Jae-On Kim

Herbert B Asher

Ann A. O'Connell

Lecture #

10

10

11

Title (Optional)

Discriminant Analysis

Canonical Correlation Analysis

Factor Analysis

Author

William R. Klecka

Bruce Thompson

Jae-On Kim

Series #

22

17

72

1

9

54

13

3

146

Series #

19

47

14

ISBN

9780803914940

9780803913714

9780761927426

9780803930018

9780803931350

9780803923102

9780803911659

9780803906549

9780761929895

ISBN

9780803914919

9780803923928

9780803911666

Pages

80

72

104

96

96

80

80

96

126

Pages

72

72

88

Price

$17.95

$17.95

$17.95

$17.95

$17.95

$17.95

$17.95

$17.95

$17.95

Price

$17.95

$16.95

$17.95

Sage Website: http://www.sagepub.com/booksSeries.nav?series=Series486&seriesDesc=Quantitati ve%20Applications%20in%20the%20Social%20Sciences&_requestid=32329

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