26:620:685:01 Spring 2007
Applied Research Methods for Analyzing Categorical, Event History, Event Count,
and Time Series Data
Instructor: James Wade
Office: 316 MEC
Phone: 353-1066
Email: jwade@rbsmail.rutgers.edu
MEC 201 Thursday 10-12:50
Texts:
Aldrich and Nelson 1984. Linear Probability, Logit and Probit Models. Beverly Hills,
CA: Sage Publications.
Allison 1984. Event History Analysis: Regression Models for Event History Data.
Beverly Hills CA: Sage
Blossfeld and Rohwer 2002. Techniques of Event History Modeling: New Approaches
to Causal Analysis. 2nd Edition. Mahwah, New Jersey: Lawrence Erlbaum. Paperback
Cleves, Gould and Gutierrez 2004. An Introduction to Survival Analysis Using Stata.
Revised Edition. College Station Texas: Stata Press $50
Stata 9 is also required and can be purchased through the following link.
http://www.stata.com/order/new/edu/gradplans/gp-direct.html
You have two choices here. You can purchase the intercooled stata with a one year license for
$89 or one with a perpetual license for $145. I would recommend that you purchase the perpetual
license if you plan to continue using Stata. You can also upgrade to the perpetual license after a
year for $89. Of course this is ultimately more expensive. Ultimately the $89 choice is the only
requirement for this course so the choice is yours.
Articles:
Many articles will be available online. Those that are not will be distributed in class.
Overview:
This course is a doctoral level research seminar primarily focussing on methods for
analyzing categorical and event history data, event count data and continuous time series
data. This is not an econometrics course. While we will cover some econometric theory,
the emphasis of this course will be on applying various methods in analyzing these types
of data. While many of the applications will reflect my own research interests, these
methodologies can be used to answer a wide variety of research questions in economics,
marketing, political science, sociology and many other areas. The goal of the course is
for students to leave with a toolbox of methods that they can apply to their own research.
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For each topic students will be assigned core readings and, when appropriate, data to
apply the methods that will be discussed. Class time will be split between discussing the
readings and applying the methods on laptops which you should bring to class. I would
like to thank Anand Swaminathan for sharing his teaching materials with me.
Course Requirements:
Students are expected to read the weekly assignments and come to class prepared to
discuss and debate the material. Absences and unpreparedness are not acceptable since
class discussion is an integral part of this course. Students will be assigned three to five
exercises during the semester that will be an application of the methods being covered.
Students will also be required to complete an empirical research paper that addresses a
research question of their choice.
Assignments: 20%
Participation: 20%
Research Paper: 60%
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Class Schedule:
Class #1 January 18th
Introduction
Class #2 January 25th
Logit and Probit Models
Theory:
Aldrich and Nelson, 1984, pp. 1-37
Judge et al., Qualitative and Limited Dependent Variable Models, pp.
753-773.
Petersen, Trond. 1985. A Comment on Presenting Results from Probit and
Logit Models American Sociological Review, 50: 130-131.
Application of Methods:
Wade, James 1990. Golden Parachutes: CEOs and the Exercise of Social
Influence Administrative Science Quarterly, 35: 587-603.
Computer Software:
Look up Logit command from help on Stata
Class #3 February 1st
Multinomial Logit
Theory:
Aldrich and Nelson, pp. 37-47
Application of Methods:
Lauritson and Swicegood. 1997. The Consistency of Self-Reported
Initiation of Sexual Activity. Family Planning Perspectives, 29: 215-221.
Computer Software:
Stata Logit commands
Ordered Probit
Theory:
Winship and Mare. 1983. Regression Models with Ordinal Variables
American Sociological Review, 49: 512-525.
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Application of Methods:
Halaby. 1986. Worker Attachment and Workplace Authority American
Sociological Review, 51: 634-649.
Computer Software:
Stata commands for ordered probit
Class #4 February 8th
Sample Selection Models
Theory:
Berk, Richard A. 1983. An Introduction to Selection Bias in Sociological
Data, American Sociological Review, 48: 386-398.
Application of Methods:
Sanders, J.M. and V. Nee. 1987. Limits of Ethnic Solidarity in the Enclave
Economy. American Sociological Review, 52:745-773.
Computer Software:
Stata
Discrete Time Methods for Event History Analysis
Theory:
Allison. 1982. Discrete Time Methods for the Analysis of Event
Histories.pp 61-98 in Samuel Leinhardt (ed.) Sociological Methodology.
San Francisco: Jossey-Bass.
Yamaguchi, Kazuo. 1991. Event History Analysis. Newbury park, CA:
Sage. pp. 15-45.
Petersen, Trond. 1995. Analysis of Event Histories. Section 3.2.
Application of Methods:
Palmer Jennings and Zhou, 1993. Late Adoption of the Multidivisional
Form by Large US Corporations. Administrative Science Quarterly,
38:100-131.
Uzzi, Brian. 1996. The Sources and Consequences of Embeddedness for
the Economic Performance of the Organization. American Sociological
Review. 61: 674-698.
Kraatz, Matthew and E. Zajac 1996. Causes and Consequences to
Illegitimate Organizational Change, American Sociological Review, 61:
812-836.
Computer Software: Stata
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Class #5 February 15th
Introduction to Event History Analysis:
Theory:
Tuma and Hannan. 1984. Social Dynamics. New York: Academic Press.
pp. 1-40.
Petersen, Trond. 1995. Analysis of Event Histories. Section 2.
Blossfeld and Rohwer, Chapter 1
Data Structures
Theory:
Blossfeld and Rohwer, Chapter 2.
Petersen, Trond. 1995. Analysis of Event Histories. Section 1.
Carroll 1983. Dynamic Analysis of Discrete Dependent Variables: A
Didactic essay, Quality and Quantity, 17: 436-441.
Class #6 February 22nd
Nonparametric Methods
Theory and Computer Software:
Blossfeld and Rohwer, Chapter 3.
Application of Method:
Carroll and Delacroix. 1982. Organizational Mortality in the Newspaper
Industries of Argentina and Ireland, Administrative Science Quarterly, 27:
169-199.
Transition Rate Models
Theory:
Blossfeld and Rowher Chapter 1 pp.27-37
Petersen, Trond. 1995. Analysis of Event Histories. Sections 2 and 3
Allison 1984 chapters 1-3 (pp. 9-33 and especially pp. 22-33).
Carroll 1983. Dynamic Analysis of Discrete Dependent Variables: A
Didactic Essay, Quality and Quantity, pp. 425-460.
Petersen, Trond. 1995. Analysis of Event Histories. Sections 6
Class #7 March 1st
Exponential Models
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Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer, pp. 86-95.
Piecewise Constant Exponential Models:
Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer, Chapter 5
Application of Methods:
Edelman. 1992. Legal Ambiguity and Legal Structures American Journal
of Sociology, 97: 1531-1576.
Exponential Models with Time Dependent Covariates
Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer Chapter 6
Sutton, Dobbin and Scott. 1994. The Legalization of the Workplace.
American Journal of Sociology, 99: 944-971.
Class #8 March 8th
Parametric Models of Time Dependence
Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer, Chapter 7
Freeman, Carroll and Hannan, 1983. The Liability of Newness American
Sociological Review, 48: 692-710.
*Bruderl and Diekman. 1995. The Log Logistic Rate Model Sociological
Methods and Research, 24: 158-186.
Methods to Check Parametric Assumptions:
Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer, Chapter 8
Class #9 March 22nd
Multiple Destination States
Theory:
Petersen, 1995, section 8
Allison, 1984 pp. 42-50 and 57-65.
Application of Methods:
Petersen, Spilerman and Dahl. 1989. The Structure of Employment
Termination Acta Sociologica, 32: 319-338.
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*Carroll and Swaminathan 1991. Density Dependent Evolution in the
American Brewing Industry,
Computer Software:
Blossfeld and Rohwer, pp. 101-110.
Repeated Events
Theory:
Petersen Section 7
Allison 1984. Chapter 6
Application of Methods:
Haveman and Cohen 1994. The Ecological Dynamics of Careers American
Journal of Sociology, 100: 104-152.
Computer Software:
Blossfeld and Rohwer, pp. 104-109.
Class # 10 March 29th
Semi-Parametric and Proportional Hazard Models
Readings, Application of Methods and Computer Software:
Blossfeld and Rohwer, Chapter 9
Petersen 1995. Section 10
Allison 1984. pp. 33-42.
Application of Methods:
Wholey Christianson and Sanchez 1993. The Effect of Physician and
Corporate Interests on the Formation of Health Maintenance
Organizations. American Journal of Sociology, 99: 164-200.
Davis, G. 1991. Agents without Principles Administrative Science
Quarterly, 36: 583-613.
Class #11 April 5th
Problems of Model Specification
Unobserved Explanatory Variables
Theory
Allison, 1984 pp. 32-33
Blossfeld and Rohwer Chapter 10
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Application of Methods
Liebman, Sutton and Wuthnow. 1988. Exploring Social Sources
of denominationalism American Sociological Review, 53: 343352.
Time Aggregation
Theory
Petersen and Koput, 1992. Time Aggregation Bias in Hazard-Rate
Models with Covariates Sociological Methods and Research, 21:
25-51.
Petersen 1995. Section 12.
Left Censoring and other Sampling Problems
Theory
Petersen, sections 15 and 16.
Guo 1993. Event history Analysis for Left truncated Data
Sociological Methodology Vol 23.
Class # 12: April 12th
Event Count Models
Theory
Hausman, Hall and Griliches. 1984. Econometric Models for Count Data
Econometrica, 52: 909-938.
*Cameron and Trivedi. 1986. Econometric Models Based on Count Data
Journal of Applied Econometrics 1: 29-53.
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Barron, 1992. The Analysis of Count Data Sociological Methodology 22:
179-220.
*Lomi. 1993. A Semiparametric Random Effects Approach Quality and
Quantity, 27: 139-155
*Land, McCall and Nagin. 1996. A Comparison of Models Sociological
Methods and Research, 24: 387-442.
Guo. 1996. Negative Multinomial Regression Sociological Methodology
Vol 26.
Application of Methods
*Barron and Hannan 1991. Autocorrelation and Density Dependence
Sociological Methods and Research, 20: 218-241.
Hannan, Carroll, Dundan and Torres. 1995. Organizational Evolution
American Sociological Review, 60: 509-528.
Lomi 1995. The Population Ecology of Organizational Founding
Administrative Science Quarterly, 40: 111-141.
Computer Software
Stata
Class #13 April 19th
Diffusion Models
Theory:
Strang 1991. Adding Social Structure to Diffusion Models 324-353.
Application of Methods
Greve 1995 Jumping Ship: the Diffusion of Strategy Abandonment,
Administrative Science Quarterly, 40: 444-473.
Greve 1996 Patterns of Competition: The Diffusion of a Market position
in Radio Broadcasting, Administrative Science Quarterly, 41: 29-60.
Class #14 April 26th TBA
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