Politics G53.2127 Youssef Cohen

New York University


Intro to Quantitative Political Analysis II


The purpose of this course is to enable students to apply regression analysis to the study of political phenomena. It introduces the student to the theoretical foundations of linear regression and shows through example how regression models can be used to explain a variety of political facts and events. Students are expected to have taken the first course in Quantitative political analysis (G53. 1120).


Students will be graded on the basis of both pencil-and-paper and computer exercises, a midterm exam, and a paper due at the end of the semester.


Texts


Damodar N. Gujarati, Basic Econometrics (New York: McGraw Hill, 1995)

T. H. Wonnacott and R. J. Wonnacott, Introductory Statistics for Business and Economics (New York: Wiley, 1990)


Course Structure and Readings


I. REVIEW


Probability and Probability Distributions


Kmenta, chap. 3

Wonnacott and Wonnacott, chaps. 3, 4 and 5


Sampling and Sampling Distributions


Kmenta, chaps. 1, 2 and 4

Wonnacott and Wonnacott, chap. 6


Hypothesis Testing and Estimation


Kmenta, chaps. 5 and 6

Wonnacott and Wonnacott, chaps. 7, 8 and 9


II. THE CLASSICAL NORMAL LINEAR REGRESSION MODEL


Two-Variable Regression: Basic Ideas


Gujarati, Intro and Chap 1


Least Squares Estimation of Regression Parameters


Gujarati, 52-59


Assumptions Underlying Least Squares


Gujarati, 59-69


Properties of Least-Squares Estimators


Gujarati, 69-74


The Coefficient of Determination


Gujarati, 74-86


Introducing the Normality Assumption


Gujarati, chap. 4


Maximum Likelihood Estimation


Gujarati, 107-110


Hypothesis Testing


Gujarati, 115-137


III. MULTIPLE REGRESSION


The Three-Variable Model


Gujarati, 191-197


OLS and ML Estimation


Gujarati, 197-211


Hypothesis Testing


Gujarati, 238-250


The General Model


Class Notes


IV. VIOLATIONS OF ASSUMPTION


Multicollinearity


Gujarati, chap. 10


Heteroskedasticity and GLS


Gujarati, chap. 11 (Overview)


Autocorrelation


Gujarati, chap. 12 (Overview)


Specification Errors


Gujarati, chap. 13


V. SPECIAL TOPICS


Dummy Variables, Interaction Effects and Covariance Analysis


Gujarati, 499-524


Qualitative and LimitedDependent Variable: Logit, Probit, Tobit


Gujarati, chap. 16 (Overview)


Nonlinear Models


Gujarati, 164-178


Quick Intro to Dynamic Models, Simultaneous Equation Models, and Time Series


Class Notes