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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:


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


  1. Introduction and Review of Linear Algebra

    1. The Algebra of Matrices

      First Homework Assignment

    2. Assignment:

    3. The Geometry of Matrices

      Second Homework Assignment

    4. Using Epsilon to Look at Data Matrices

      Third Homework Assignment

      Fourth Homework Assignment

  2. The General Linear Model

    1. Review of the Two Variable Linear Model

      Assignment:

    2. Multiple Regression

      Assignment:

    3. Problems With the Multiple Regression Model

      Assignment:

  3. A Framework for Multivariate Analysis: The Philosophy of Maximum Likelihood

    Assignment:

    1. The Calculus of Maximum Likelihood Estimation

      Assignment:

    2. Examples of Maximum Likelihood Estimation

    3. Properties of Maximum Likelihood Estimators

    4. OLS as MLE

      Assignment:

  4. The Application of MLE to Limited and Qualitative Dependent Variable Problems

    Assignment:

    1. Simple Logit Analysis

    2. Multi-Choice Logit Analysis

      Assignment:

    3. Simple Probit Analysis

    4. Multi-Choice Probit Analysis

      Assignment:

Final Examination



Site Links

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