ADVANCED ECONOMETRIC TECHNIQUES
PSCI 6000-01
Summer 1997
Instructor: David A. Leblang; Wooten 145; x3231; dleblang@wooten.unt.edu./
Office Hours: MW 2-4 and by appointment.
Time and Place: MW 6:00-9:45pm; Wooten 130
Course Description:
This course is designed to introduce students to a number of advanced techniques useful
in analyzing cross-sectional data. Students will also learn how to use the interactive
statistical package STATA for estimation, simulation, and graphical display. The topics
covered in this course include:
 regression diagnostics (measuring influence and leverage, testing assumptions)
 model comparison (information criteria, encompassing, extreme bounds analysis)
 graphical display of quantitative information
 non-parametric methods of estimation (robust regression, median regression)
 estimation via the bootstrap
 diagnostics for logit and probit
Students are expected to complete four problem sets (two of which will be graded) and to
prepare a replication style (AJPS style) research note suitable for publication. Further
information regarding the research note will be provided at a later date.
The following texts have been ordered and are (hopefully) available at the bookstore:
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Hamilton, Lawrence C. 1992. Regression with Graphics: A Second Course in
Applied Statistics. Pacific Grove, CA: Brooks-Cole. (RWG)
Hamilton, Lawrence C. 1993. Statistics with Stata 3 (w/o diskette). Belmont, CA:
Duxbury. (SWS)
Kennedy, Peter. 1992. A Guide to Econometrics, Third Edition. Cambridge, MA:
MIT Press. (GUIDE)
There are also a number of articles and book chapters that will be available in Wooten
125B.
OUTLINE AND READINGS
R = required reading
A = application--also required
O = optional/future research
Week One: Notation, Review of Multiple Regression, Assumptions, Intro to STATA
(R) RWG, chaps 1-3
(R) SWS, chaps 1-3, 6
(R) Guide, chap 3
(A) Granato, Jim, Ronald Inglehart, and David Leblang. 1996. “The Effects of Cultural
Values on Economic Development: Theory, Hypotheses, and Some Empirical Tests.”
American Journal of Political Science 40:607-31.
(A) Swank, Duane. 1996. “Culture, Institutions, and Economic Growth, Theory, Recent
Evidence, and the Role of Communitarian Polities.” American Journal of Political
Science 40:660-79.
(A) Jackman, Robert and Ross Miller. 1996. “The Poverty of Political Culture.”
American Journal of Political Science 40:697-716.
(R) King, Gary. 1986. “How Not to Lie with Statistics: Avoiding Common Mistakes in
Quantitative Political Science.” American Journal of Political Science 30:666-87.
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Week Two: Case Diagnostics, Measures of Influence and Leverage, Outliers
(R) RWG, chap 4
(R) SWS, chaps 7 & 8
(R) Guide, chaps 5 & 14
(R) Bollen, Kenneth and Robert Jackman. 1985. “Regression Diagnostics: An Expository
Treatment of Outliers and Influential Cases.” Sociological Methods and Research
13:510-42.
(A) Jackman, Robert. 1987. “The Politics of Economic Growth in the Industrialized
Democracies, 1974-1980: Leftist Strength or North Sea Oil?” Journal of Politics 49:242256.
(A) Lange, Peter and Geoffrey Garrett. 1987. “The Politics of Growth Reconsidered,”
Journal of Politics 49:257-276
(O) Muller, Edward. 1995. “Economic Determinants of Democracy.” American
Sociological Review. 60:966-82.
(O) Bollen, Kenneth and Robert Jackman. 1995. “Income Inequality and
Democratization Revisited: Comment on Muller.” American Sociological Review.
60:983-89.
Week Three: Robust Regression, Least-Median of Squares Regression, Bootstrap
(R) RWG, chap 6, appendix 2
(R) SWS, chap 10, appendix 14
(R) Guide, chap 18
(R) Western, Bruce. 1995. “Concepts and Suggestions for Robust Regression Analysis.”
American Journal of Political Science 39:786-817.
(O) Welsch, Roy E. 1980. “Regression Sensitivity Analysis and Bounded-Influence
Estimation,” in J. Kmenta and J. Ramsey (eds.) Evaluation of Econometric Models. New
York: Academic Press.
(O) Mooney, Christopher Z. 1996. “Bootstrap Statistical Inference: Examples and
Evaluations for Political Science.” American Journal of Political Science 40:570-601.
(O) Stine, Robert. 1989/1990. “An Introduction to Bootstrap Methods.” Sociological
Methods and Research 18:243-91.
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Week Four: Model Comparison, Variable Selection, Encompassing, Specification
(R) RWG, chap 5
(R) Guide, chaps 2-4
(R) Leamer, Edward E. 1983. “Let’s Take the Con out of Econometrics.” American
Economic Review 23:31-43.
(A) Levine, Ross and David Renelt. 1992. “A Sensitivity Analysis of Cross-Country
Growth Regressions.” American Economic Review 82:942-63.
(R) Granato, Jim and Motoshi Suzuki. Forthcoming. “The Use of the Encompassing
Principle to Resolve Empirical Controversies in Voting Behavior: An Application to
Voter Rationality in Congressional Elections.” Electoral Studies.
(R) Lewis-Beck, Michael and Andrew Skalaban. ? “The R-Squared: Some Straight Talk,”
in J. Freeman (ed.) Political Analysis, Vol ?. Ann Arbor: University of Michigan Press.
(R) Achen, Christopher. ? “What does `Explained Variance’ Explain?: Reply,” in J.
Freeman (ed.) Political Analysis, Vol ?. Ann Arbor: University of Michigan Press.
(R) King, Gary. ? “Stochastic Variation: A Comment on Lewis Beck and Skalaban’s `The
R-Squared,’” in J. Freeman (ed.) Political Analysis, Vol ?. Ann Arbor: University of
Michigan Press.
(O) Amemiya, Takeshi. 1980. “Selection of Regressors.” International Economic Review
21:331-354.
(O) Bartels, Larry M. 1995. “Specification Uncertainty and Model Averaging.” Paper
presented at the 12th Annual Political Methodology Summer Meeting, Indiana
University, Bloomington, IN.
(O) Chatfield, Chris. 1995. “Model Uncertainty, Data Mining and Statistical Inference”
(with discussion). Journal of the Royal Statistical Society, Series A. 158: 419-66.
(O) Western, Bruce. 1995. “Vague Theory and Model Uncertainty in Macrosociology.”
Manuscript, Department of Sociology, Princeton University.
(O) Whitely, Paul F. & Patrick Seyd. 1996. “Rationality and Party Activism:
Encompassing Tests of Alternative Models of Political Participation.” European Journal
of Political Research 29:215-34.
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Week Five: Visual Display of Quantitative Information, Graphics, etc.
(R) Jacoby, William. 1997. Statistical Graphics for Univariate and Bivariate Data.
CA: Sage Publications.
(S) Cook, Dennis and Stanford Weisberg. 1995. An Introduction to Regression
Graphics. NY: John Wiley (Chapters to be assigned)
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