Karl Friedrich Gauss
Born: 30 April 1777
Died: 23 February 1855
POLS 6482 ADVANCED MULTIVARIATE STATISTICS
Fall Semester AY2001-2002
Department of Political Science
University of Houston
Houston, TX, 77204-3011
Classroom: 344 PGH
Time: 1:00PM - 4:00PM M
Instructor:
Keith T. Poole
Office:
447D Hoffman Hall
E-Mail: kpoole@uga.edu
WebSite: Voteview Home Page
The following texts will be
used in this course:
- Greene, William H. 1999. Econometric Analysis. New York: Prentice Hall
- King, Gary 1989. Unifying Political Methodology. Ann Arbor: University of
Michigan Press
Requirements
The primary emphasis of this course will be on how to use multivariate
statistical methods -- how to look at and assemble data matrices; how to
construct and estimate multivariate statistical models. Students will be required
to learn Epsilon (EMACS), a screen editor,
and two statistical packages --
EVIEWS and
STATA.
Grades will be determined by two take home examinations and by regularly
assigned class problems.
Below are links to my Prob-Stat II (required MBA course)
web pages from AY1997-98 at Carnegie-Mellon University. These should be
helpful for you to learn your way around EVIEWS.
Probability and Statistics II Main Page
Below are links to my Prob-Stat I (required MBA course)
web pages from AY1999-2000 at Carnegie-Mellon University. These may be useful
for memory refreshing!
Probability and Statistics I Main Page
Useful Links -- EVIEWS
EVIEWS HomePage -- Quantitative Micro Software
Useful Links -- EPSILON
EPSILON HomePage -- Lugaru Software Ltd.
Course Outline
- Introduction and Review of Linear Algebra
- The Algebra of Matrices
First Homework Assignment
Assignment:
- The Geometry of Matrices
Second Homework Assignment
- Using Epsilon to Look at Data Matrices
Third Homework Assignment
Fourth Homework Assignment
- The General Linear Model
- Review of the Two Variable Linear Model
Assignment:
- Multiple Regression
Assignment:
- Problems With the Multiple Regression Model
Assignment:
- A Framework for Multivariate Analysis: The Philosophy of Maximum
Likelihood
Assignment:
- King, Chapters 1-4
- Wawro, Greg -- Columbia University course notes: pp. 28-44
- The Calculus of Maximum Likelihood Estimation
Assignment:
- Examples of Maximum Likelihood Estimation
- Properties of Maximum Likelihood Estimators
- OLS as MLE
Assignment:
- The Application of MLE to Limited and Qualitative Dependent Variable
Problems
Assignment:
- Greene, Chapter 22
- King, Chapter 5
- Wawro, Greg -- Columbia University course notes: pp. 45-101
- Simple Logit Analysis
- Multi-Choice Logit Analysis
Assignment:
- Palfrey, Thomas R. and Keith T. Poole. 1987. "The Relationship Between
Information, Ideology, and Voting Behavior."
American Journal of Political Science, 31, 1987, 511-530.
- Simple Probit Analysis
- Multi-Choice Probit Analysis
Assignment:
- McKelvey, Richard D. and William Zavoina. 1975. "A Statistical Model for
the Analysis of Ordinal Level Dependent Variables." Journal of
Mathematical Sociology, 4:103-120.
Eleventh Homework Assignment
Final Examination
VOTEVIEW Blog
NOMINATE Data, Roll Call Data, and Software
Course Web Pages: University of Georgia (2010 - )
Course Web Pages: UC San Diego (2004 - 2010)
University of San Diego Law School (2005)
Course Web Pages: University of Houston (2000 - 2005)
Course Web Pages: Carnegie-Mellon University (1997 - 2000)
Analyzing Spatial Models of Choice and Judgment with R
Spatial Models of Parliamentary Voting
Recent Working Papers
Analyses of Recent Politics
About This Website
K7MOA Log Books: 1960 - 2017
Bio of Keith T. Poole
Related Links