Quantitative Methods 2 (QM2), 56:824:709; cross listed with prevention science
Spring 2024; Mon 6-8.50, ATG101
professor: Adam Okulicz-Kozaryn
- adam.okulicz.kozaryn@gmail.com
- office: 321 Cooper St, first floor lab in the back
- office hours: Mon, 4-5, and by appointment
assistants:
- Yanan Li yl1353@rutgers.edu
- Zach Yue cy340@rutgers.edu
philosophy
Do talk to me about challenges at the beginning! I can accomodate much
of it, if you tell me early. Don't wait till the end of the course!
Material is cumulative, if you fall behind, it may be fatal.
Not much wiggle room as in other classes: a core
required class that will be tested again in qualifying exam.
Still, everyone is different
(also in this class), and I will try to accomodate that. While there
is only one way to excel (learn the material), there is
opportunity for extra credit. You can do (extra) math,
(extra) statistical programing, civic engagement, having great
research ideas and paper. Try to produce a publishable paper.
overview
Class is about Ordinary Least Squares (OLS) regression, with social
science focus.
This class uses
Stata: regression cannot be learnt in an applied way without some
use of software.
We will also cover some research design approaches like Difference in
Difference models.
student learning objectives/outcomes
- understand principles and mechanics of regression
- analyze the wealth of data now available using regression
- understand/interpret regression results
pre-requisites
QM1 or the equivalent knowledge. You are expected to be familiar with basic descriptive and inferential
statistics. Do not need any knowledge of regression.
communication
Everything is linked from online
syllabus (this page). Canvas is only used for discussions/forum and as
assignment dropbox.
required textbooks
none
recommended course materials
Mastering
Metrics by Angrist and Pischke, especially for more advanced topics/causality,
can buy used for about $20 on amzn there are dofiles (not complete!) and
data: masteringmetrics.com/resources
note: metrics is somewhat tedious/dull and boring like economics
Basic
Econometrics by Gujarati 4th ed used on amzn about 15$.
Do not buy older editions than 4.
note: Gujarati is full of boilerplate and
unnecessary stuff and way too many details; so don't read it too much
and skim through
free ucla
webbook applied, hands-on using Stata;
and 101 regression princeton slides
software
We will use Stata 18.
Stata is in the classroom, the Library, and online virtual lab: https://it.rutgers.edu/virtual-computer-labs
You can buy your own Stata with perpetual
license for about $200 https://www.stata.com/order/new/edu/profplus/student-pricing/
If you use Python or R no need for Stata (I just use it in class).
calculator
A hand calculator is necessary for midterm. It does not have to be fancy, just
the most basic functions. It's about $10.
requirements
problem sets: To learn the material work on
problems that reinforce the material. Late problem sets are not
accepted (except documented emergency eg hospitalization). Can work in groups but must be separately written.
tests: Open-book, open-note midterm. Calculator is necessary. Laptops/phones/etc not allowed.
paper: Use tools from the class to produce a paper
no longer than 10 pages single-spaced.
Can have a more
typical journal article length, say 10-15 single spaced pages,
especially if you have already done some work on a topic and
continue in this class (recommended). But please do contact me as early as possible. Can co-author in groups of
upto 3 people: group submits one paper (and presentation). (But
has to be up to 3x better).
grading
- problem sets 50 (5ps*10pts; 1 or 2 ps will be presentations)
- midterm 25
- empirical paper 25
|
min | max | grade |
|
90.0 | 100.0 | A |
|
85.0 | 89.9 | B+ |
|
80.0 | 84.9 | B |
|
75.0 | 79.9 | C+ |
|
70.0 | 74.9 | C |
|
0 | 69.9 | F |
academic calendar
tentative, most uptodate online; i work on these
materials continously and they will be changing
slightly; university
calendar; print several slides on one sheet, say 6; or just annotate electronic copy
[*] = bonus (extra/not required)
jan22 intro/overview
vid
old vid
Why regression? Overview. Stata intro. Replication/reproducible research. If time: data sources.
- ps1.pdf
- how's Stata? need labs? say 5.30-6 or flip part of class, or stay 30min longer (only interested ones)?
- intro.pdf
- replication.pdf
- intro.do
jan29 bivariate regression ([*]lab:5.30!)
vid
old vid
bivariate regression: significance, measurment, goodness of fit
- ps2.pdf
- biv.pdf
- biv.do
- gujarati (ed4 or 5) ch1-3; metrics ch2 (regression ch)
feb5 bivariate regression and basic measurment (stata lab:5.30)
vid
old vid
- from last week pick up with sec 'basic measurment'
- q and a, go over anything again?
- may go over ps1, go over announcement on canvas 'ps1 comments'
- flip the class, say 30min: work on ps2
- will get going with next class--multiple regression
- gujarati (ed4 or 5) ch4-5; metrics ch2 (regression ch)
feb12 multiple regression, lovb, and advanced measurement (logs; quadratics) (stata lab 5:30)
vid
old vid
feb19 F-tests, dummies, interactions (5.30 stata lab)
vid
old vid
old vid
feb26 first-half summary
vid
old vid
- rev.pdf
- a review class...bring your questions!--im all yours
- make sure everyone is up-to-speed on material so far:
review especially logs, quadratics, and multiple regression
interpretation; open critical slides from advanced measurment and run examples in Stata and interpret them
- interactions (and in general): think about it, what does it mean,
what is the bottom line, eg why is there a synergy between 2 vars;
so not just mechanistic interpretation: unit increase in x produces
? change in y; but tell me what does it really mean; and related:
talk briefly about practical significance or effect sizes; see reg
in ee_ls.pdf
- definitely revisit interactions, they did not go great :( run and
discuss examples from https://www3.nd.edu/~rwilliam/stats2/l51.pdf
- multinomial vars and picking right base case (default, typical)
- LOVB: technically speaking always; practically speaking try to
avoid; have another look at slides that discussed it
- midtermPractice.pdf plus
things like in ps: lev of measurment, eg race!; calc betas, t, CI, se, interpret logs quadratics;
lovb, collinearity
- before the class: please go over the material, practice, calculate things: so that you know what questions you have
- we can also go over ps3
mar4 open book open note midterm, bring calculator and t and F tables!
mar11 spring break
applied part of the class: working on your own projects: regressions using data
- ps4.pdf
- revisit ps3
- toc: final_project.pdf
AND outreg2.do
AND outreg2princeton.pdf [reporting of results sequentially aka model elaboration using outreg2]
- per paper: remember not to just interpret regressions, but to
relate results back to the initial questions: what does it really
mean, what have we found
mar25 continue with final project from last week; flip the class work on
ps4
vid
- PhDs over coffee
-
We will talk about writing an empirical paper, and focus on using
regression.
We'll have a look at regression tables in some of my papers, discuss
models, run code
- final_project.pdf: "how do i
produce a final project for this class" "presentations" "final
paper/project in general"
- final project, eg Morenike: county health rankings: premature
death as a function of social connection; and other controls
- cars and happiness paper: replicateLsCar.zip
- early presentaion extra credit 1pt
- [*] work and happiness paper: REPLICATION.tar.bz2
-
[*] paper:
happiness and working hours [If time: a short presentation of my
research: read abstract, skim through text, and spend some time on regressions]
- [*] examples of replication materials http://myweb.uiowa.edu/fboehmke/methods.html
apr1 ps4 presentations: no need for ppt; focus on regression
results; 5min sharp (i will cut you off) + 5min discussion
vid
apr8 violations (heteroskedasticity, model diag) and logit
(binary DV)vid [old
vid]
apr15 causality1 vid
- cause.pdf
- cause.do
- endogeneity, IMPORTANT! Endog-PDW.pdf
- if time: flip class work on ps5
- [*] metrics whole book, today will focus on endogeneity and IV (instrumental variables)
- [*] a very good and sophisticated overview of statistical
criticism, perhaps especially p. 1 (Bross), p. 32 (Gelman), p. 61 (Rindskopf) https://muse.jhu.edu/issue/44594
apr22 causality2 vid
apr29 student presentations and wrap up and review
vid
[old vid]
presentation tips: for 5 min presentation do not need too
much of an outline; do not be shy, publish your research; use
pictures, use maps, tell a story, do not overwhelm user, present most
important key results, not everything!! be interesting; but have well
thought regression results!! this is regression class: need
regression results
final paper due: may6 (6p)
marketing: take in fall gis class
rules
do not share or link to class videos!
These videocasts and podcasts are the exclusive copyrighted property of Rutgers University and the Professor teaching the course. Rutgers University and the Professor grant you a license only to replay them for your own personal use during the course. Sharing them with others (including other students), reproducing, distributing, or posting any part of them elsewhere -- including but not limited to any internet site -- will be treated as a copyright violation and an offense against the honesty provisions of the Code of Student Conduct.
doing research with humans and other animals
If you use data collected by someone else, you are fine. If you
collect your own data, do experiments, or in any way do anything with
human subjects or other animals, see https://eirb.rutgers.edu
confidential data
If you have, handle, or plan to use or collect anyy data that is in
any way confidential, eg: SSN, DOB, phone\#, address, name, etc: talk
to me first!
attendance
Attendance is recommended. You are
responsible for any material covered in the class, whether or not it was in the readings or
lecture notes. You are also responsible for any announcements made in class. For most
students, attendance is simply essential to learning the material. If you do need to miss a
class, be sure to consult with a fellow student to learn what transpired.
incompletes The material is best learned as a single unit. Incompletes given only in cases where a substantial change in life circumstances occurs that
is beyond the control of the student, and only with documentation.
study groups Very helpful! You're also encouraged to work on
problem sets and final project together. However, each student must
write up her own answers, based on her own understanding of the
material. Do not hand in a copy of another person's problem set, even a member of your own group. Writing up your own
answer helps you to internalize the group discussions and is a crucial
step in the learning process. Also, if worked in group, spell out
group members' names next to your name. You can also submit the same presentation and paper in a group of upto 3 people. So your group
would hand in one presentation and paper, but everyone would
hand in her own problem set that must differ from others [except problem sets
that are drafts of final project; essp the later ones].
academic integrity I am very serious about this. Make no
mistake--I may appear accommodating and informal--but I am extremely
strict about academic integrity. Violations of academic integrity include cheating on tests or handing in
assignments that do not reflect your own work and/or the work of a study group in which you
actively participated. Handing in your own work that was performed not
for this class (e.g. other class, any other project) is cheating,
too. I have a policy of zero tolerance for cheating. Violations are
always referred to the university authorities.
For more information see http://fas.camden.rutgers.edu/student-experience/academic-integrity-policy
accommodating students with disabilities Any student with a disability affecting performance in the class
should contact the disability office ASAP: https://success.camden.rutgers.edu/success-services/disability-services/
civic engagement component
typical civic engagement
Universities and social science should serve society. This idea will
be enforced in this class through graded civic engagement. You will
have to engage with local community.
The idea is that you engage civically using data. There are several
ways to do it. Ideally, you will partner with a local organization,
obtain data from them and present results to them. You may also use
government data, say from census bureau, and present relevant
information to locals. A local organization can be Rutgers research
institute such as WRI, CURE, LEAP or any other organization such as
school or soup kitchen or CamConnect-Rutgers Office of civic engagement will help
you contact them. The key idea is partnership: you will use tools
from this class to produce output useful to local community. This
is similar to taking a role of an apprentice at a local organization
or serving as a consultant.
Details will follow in specific assignments. Using
real world data poses challenges, which is a part of
exercise. Presenting your findings to stakeholders outside of a class
is also challenging. At the same time, it is fairly easy to contribute
locally by using simple tools learned in this class. For instance,
simple comparison of means between two schools in Camden can be
revealing and helpful locally.
An obvious way would be to use data at your workplace or at a
workplace of someone you know. However, you need to make sure that it
serves society in some way. For instance, it would be straightforward
if you work at a hospital or school or fire department; but it would
be difficult if you work at Starbucks.
There will be two or three civic engagement ps and paper has a civic
engagement part: you will probably need
to spend estimated 30-50 hours total this semester on these
assignments outside of the class.
atypical civic engagement
Successful completion of atypical civic engagement will take estimated at
least double of the typical civic engagement time.
An apparently straightforward solution is to engage with
international academic community by producing research, but this is a
good idea only if you can produce an innovative research, which is
difficult (but possible). To do this successfully, you'd need
to be very sophisticated at academic research. It is easier to
contribute locally (traditional civic engagement) than internationally.
Somewhat easier would be engagement at regional or State level-for
instance, you may evaluate some policy in NJ as compared to NY, or
produce descriptive statistics of a region that would be useful
regionally (e.g. my South Jersey WRI presentation). Again,
this type of engagement typically requires substantial research
experience typically found at late stage of PhD program.
There may also be some other atypical ways-let me know your ideas.