POEC/CRIM 5316: Advanced Regression Analysis in the Social Sciences

Spring 2010, Wednesdays, 7:00pm to 9:45pm, GR 3.606

Preliminary Syllabus, January 5, 2010

Professor: Paul A. Jargowsky, GR 3.202, 972-883-2992, jargo@utdallas.edu

Office Hours: Monday 2:00-4:00pm and by appointment.

TA: Monica Brussolo

Overview. This is a course on empirical methods that are useful in the investigation of
hypotheses in the social sciences and the analysis of public policies and programs. The bulk of
the course is a detailed examination of the bivariate and multiple regression models estimated
using Ordinary Least Squares (OLS), with an emphasis on constructing regression models to test
social and economic hypothesis. Several special topics in regression analysis are addressed as
well, including violations of OLS assumptions, the use of dummy variables, fixed effects models,
and path analysis. Throughout, examples are drawn from the literature so students can see the
models and methods in action.

Prerequisite. POEC 5313, or the equivalent knowledge. In other words, you are expected to be
familiar with descriptive and inferential statistics and basic concepts of probability. You need not
have any previous exposure to regression analysis. If you wish to review probability and
statistics before or during the class, I recommend Mendenhall, Beaver, and Beaver, Introduction
to Probability and Statistics, 11th ed. (chapters 4-6 on probability and chapters 7-10, especially 7
and 9, on sampling theory and hypothesis testing). A solid foundation in basic mathematics and
college algebra is essential, but you do not need to know calculus or matrix algebra.

Textbooks. Damodar M. Gujarati, Essentials of Econometrics, 4th ed. New York: McGraw Hill
Irwin, 2010. (Note: this book is essentially a reduced form of Gujarati’s Basic Econometrics. If
you already have a copy of the larger book, you do not need to buy Essentials. Similar material is
covered by both books.)

Course Web Site. The course web site on eLearning serves several purposes. Mainly, it is a
place to download lecture notes, assignments, practice questions, etc. Second, there is a
discussion board where you can post questions and/or comments. Third, you can use it to send
email to some or all of the other students in the class, arrange study groups, etc.

Requirements and Grading. Grades will be determined as follows:

Problem Sets 30 percent

Midterm 30 percent
Final Exam 30 percent
Empirical Paper 10 percent

We will often discuss the exercises in class after they are handed in. For that reason, late
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assignments can not be accepted. There will be a short problem set due almost every week.
However, the lowest two problem set scores will be dropped, so you can miss a few with no
grading consequences. If you are going to miss class, you still need to submit your assignment
(as an email attachment, by FAX, pony express, or whatever) before 4:00 pm on the day it is due.

Students are encouraged to form study groups and to collaborate on the exercises, particularly the
estimation of models on the computer. However, each and every student should write up his or
her own answer to ensure they have internalized the group discussions.

Attendance. Attendance is entirely optional. Having said that, the material covered in the
lectures is essential to passing the course. You are responsible for all material covered in the
lectures whether or not it is in the textbook. You are also responsible for all announcements
made in class, whether or not you attend. Thus, the best policy is to attend every class. If you
have to miss a class, due to illness or other unavoidable conflict, try to borrow a fellow student’s
notes.

Academic Honesty Notice. There can be absolutely no collaboration of any kind

on examinations. This includes communication of any kind, sharing of books or
notes, or sharing of calculators. The penalty I request in cases of academic
dishonesty is a grade of zero (0) for the examination or assignment in question,
although the final penalty is determined by the responsible university official. A
grade of zero on an exam could lead to failing the course. In addition, the
incident is reported to the Dean of Students for disposition and becomes a part of
the student’s record.

Computing. The official software for the course is Stata, Version 11. Stata 9 and 10 will work
but not as well. Stata 11 is available for student use in the Social Sciences Computer Lab (GR
3.206) free of charge. However, if you wish to purchase a copy for your own computer, you may
purchase the software at an educational discount through the UTD Social Sciences Grad Plan.

Schedule and Readings. The final detailed schedule and readings will be posted on the course
website in e-Learning. Note the following dates:

March 10 – Midterm Exam

May 12 – Final Exam