G53.1150 : Quantitative Research in
Political Science
Fall, 2007
Professor Jonathan Nagler
Office: 19 W. Broadway, Room 307
Office Hours: Th 3:00-5:00; or anytime by email.
Teaching Assistant: Nick Beauchamp
Email: nwb215@nyu.edu.
This page contains information for students taking G53.1150 - Quant I.
Syllabus
Lecture Notes
Problem Sets
Coming Soon (2006 were on blackboard site).
Code
first_differences_by_hand.do
Data
AfCoupsmerged.dta
Collinear.dta
mcolin11.dta
yx10_500.dta
yx10_big.dta
simulate2.dta
hetero2.asc
CARD.DTA
Reading Assignments
- Weeks 1 - 3: MATH CAMP
- About Week 4 (Sept 24-28):
- WMS, Chapter 1 - Statistics.
- WMS, Chapter 2 - Probability .
- Sample Point Methods, Counting.
- Some Laws: Additive, Multiplicative.
- Conditional Probability, Total Probability,
Baye's Rule.
- About Week 5 (Oct 1-5):
- WMS, Chapter 3, Discrete Probability
Distributions.
- Definition of a Probability Distribution.
- Expected Value.
- Binomial, Poisson distibutions.
- Tchebysheff's Theorem.
- About Week 6 (Oct 8-12)
- WMS, Chapter 4, Continuous Probability
Distributions.
- About Week 6 (Oct 8-12)
- WMS, Chapter 5, Multivariate Probability
Distributions.
- About Week 7 (Oct 15-19)
- WMS, Chapter 7.1-7.3, Some Distributions
Related to the Normal; the Central Limit Theorem.
- About Week 8 (Oct 22-26)
- WMS, Chapter 8, Estimation. (Skip 8.9)
- WMS, Chapter 10, Hypothesis Testing
(Skip 10.9 - 10.11).
- MIDTERM - Friday, Oct 26
- For Wednesday Oct 31 and Fri Nov 2:
- Lecture on Basics of an econometric model, and
how to think about 'ordinary least squares.'
- Wooldridge, Chapter 2, Simple Regression.
- "Notes on OLS" , Pages 1-15,
Nagler.
- For Monday Nov 5 and Wed Nov 7:
- Achen, ``Measuring Representation", AJPS, 1977.
- King, ``Stochastic Variation: Comment on R-Squared'',
Political Analysis, 1990. [See course Blackboard site
for a copy.]
- "Notes on OLS", Pages 1-15, Nagler.
(available online soon).
- For Wed Nov 14 and Fri Nov 16:
- Wooldridge, Chapter 3, Multiple Regression.
- Wooldridge, Chapter 4, Sampling Distribution
of the OLS estimators, Confidence Intervals,
omitted variable bias.
- But Skip 4.5 (F-tests), we will do those later.
- For Mon Nov 19 and Wed Nov 21:
- Wooldridge, Chapter 4.5, F-Tests
- Wooldridge, Chapter 6, Standarized
Coefficients, Functional Form, Quadratics,
Interaction Terms.
- Wooldridge, Chapter 7.1-7.4, RHS Dummy Variables.
- Wright, ``Linear Models for Evaluating Conditional
Relationships,'' AJPS, 1976.
- King, ``Race of the Variables'', AJPS, 1986, p. 669-678.
- For Wed Nov 28:
-
- Wooldridge, Chapter 8 Heteroscedasticity.
Do not worry so much about 8.5 (LPM). And 8.4 (WLS)
is probably not too important to you.
- White, Halbert, ``A Heteroscedasticisity-Consistent
Covariance Matrix Estimator and a Direct Test
For Heteroskeasticity", Econometrica,
1980, Vol 48: 817-838.
- For Fri Nov 30:
- Simulation of quantities of interest and confidence intervals.
- King, et-al, ``Making the Most of Statistical Analysis:
Improving Interpretation and Presentation," AJPS, 2000.
- For Wed Dec 5:
- Wooldridge, Pages 318-333, Measurement Error.
- Robinson, W.S., ``Ecological Correlations and the Behavior
of Individuals,'' American Sociological Review, 1950,
Vol 15:351-357.
- For Mon Dec 10:
- For Wed Dec 12:
- EVERYTHING FOLLOWING IS TENTATIVE AND HAS THE WRONG DATE!!!
BUT, IT IS WHAT WE DID LAST YEAR.....
- For Wed Dec 6:
- Robinson, W.S., ``Ecological Correlations and the Behavior
of Individuals,'' American Sociological Review, 1950,
Vol 15:351-357.
- Kramer, Gerald H., ``The Ecological Fallacy Revisisted:
Aggregate versus Individual-level Findings on Economics
and Elections, and Sociotropic Voting'', American
Political Science Review, 1983, Vol 77:92-111.
- For Fri Dec 8:
- Wooldridge, Pages 318-333, Measurement Error.
Last modified on Nov 30, 2007 by Jonathan Nagler.