Fall Semester 2009,
Wednesdays, 4:00pm to
6:45pm
Location:
Paul A. Jargowsky
972-883-2992; GR 3.202; jargo@utdallas.edu
Office Hours: Tuesday 4:30-6:30, and by appointment.
TBA.
POEC
5316 or the equivalent is required. In
other words, you should have a strong grounding in Ordinary Least Squares (OLS)
regression at the level of the Damodar Gujarati, Basic Econometrics (chapters 1-9) or
better. A familiarity with the basics of
calculus and matrix algebra is very helpful, although not required.
The estimation of empirical models is essential to public policy analysis and social science research. Ordinary Least Squares (OLS) regression analysis is the most frequently used empirical model, and is appropriate for analyzing continuous dependent variables that meet certain distributional assumptions. This course examines several types of advanced regression models for dependent variables that violate one or more of the assumptions of the OLS regression model. For example, some dependent variables may be categorical, such as pregnant or not, employed or not, etc. Other dependent variables may be truncated or censored, such as contributions to an individual retirement account that are limited by law to certain dollar amounts. Still others may be counts of things, like the number of children born to a given woman or the number of traffic accidents on a given day. The principal models examined in the course are binary logit and probit, multinomial logit, ordinal logit and probit, tobit, and the family of Poisson regression models. The Heckman correction for selection and Event History Analysis are also addressed. All these models are estimated using maximum likelihood estimation (MLE). The course focuses on the application and interpretation of the models, rather than statistical theory.
J. Scott Long, Regression Models for Categorical and Limited Dependent Variables. Thousand Oaks, CA: Sage. Use throughout the course. Essential.
Mario Cleves, William W. Gould, Roberto G. Gutierrez, and Yulia Marchenko. 2008. An Introduction to Survival Analysis Using Stata, 2nd Edition. Stata Press. Used for the event history analysis, aka survival analysis, part of the course.
Long, S. J. and Freese, J. 2001. Regression Models for Categorical Dependent Variables Using Stata. College Station, TX: Stata Press. This book is a companion to the Long book, and contains more “nuts and bolts” on estimating models, and describes customized tools for helping to interpret the results of the models.
The
software for the course is Stata version 10, although any recent version will probably
work just fine. Version 11 has been
released but your professor has not been upgraded yet. There is no need to upgrade from version 9
unless you want to have the latest and greatest. (However, you should make sure you loaded all
the patches and bug-fixes. Type “update
query” at the command line while connected to the internet to check.) You do not need to buy anything, because
Stata software is available in the computing lab. However, if you choose to buy Stata, you will
get a substantial discount via the “Grad Plan” that has been set up for UTD. You will want the Intercooled version ($98 for a
one-year license, $179 for a perpetual license). Please
contact StataCorp directly:
Online:
http://www.stata.com/order/new/edu/gradplans/gp-direct.html
1. Students are required to take a midterm and a final examination in class. The exams are open-note, open-book.
2. There are several short problem sets with due at the beginning of class on the dates indicated on the schedule. The lowest problem set score will be dropped.
3. Students must complete an empirical paper on an approved topic using one or more of the techniques covered in this course. A typical paper will be 15 to 20 double spaced pages.
4. On the indicated dates, students will be asked to turn in a proposed paper topic and a first draft of the empirical paper. These items will not be graded.
The grading in the course is based on the problem sets, examinations, and the empirical paper. The weights assigned to each are as follows:
Problem Sets (lowest dropped) 25%
Midterm Examination 25%
Final Examination 25%
Empirical Paper 25%
|
Numeric Range |
|
Letter |
Grade |
|
|
min |
max |
|
Grade |
Point |
|
93.0 |
100.0 |
|
A |
4.00 |
|
90.0 |
92.9 |
|
A- |
3.67 |
|
87.0 |
89.9 |
|
B+ |
3.33 |
|
83.0 |
86.9 |
|
B |
3.00 |
|
80.0 |
82.9 |
|
B- |
2.67 |
|
77.0 |
79.9 |
|
C+ |
2.33 |
|
70.0 |
76.9 |
|
C |
2.00 |
|
0 |
69.9 |
|
F |
0.00 |
For the latest schedule, readings, and assignments, consult the most recent schedule by clicking
here or going to the course website.
Late Work. Problem sets will not be accepted late, because the answers are discussed in class on the day they are due. Due to a medical emergency or other valid reason, you may be excused from turning in a problem set. In such cases, the grade will be computed based on the remaining problem sets. Consult me in advance of the due date, if at all possible, if such a contingency should arise. Likewise, I cannot give early or late examinations. Arrange your schedule now to avoid potential conflicts.
Calculator. A calculator is a virtual necessity for this class. However, any basic scientific calculator will do. The following functions are necessary: square root, yx, ex, and ln(x). Such calculators can often be obtained for under $10. You will not need graphing capability or programmability.
Attendance. Attendance is entirely optional. However, be advised that 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.
The material that
follows is standard text recommended by the University.
The University of Texas
System and The University of Texas at Dallas have rules and regulations for the
orderly and efficient conduct of their business. It is the responsibility of each student and
each student organization to be knowledgeable about the rules and regulations
which govern student conduct and activities.
General information on student conduct and discipline is contained in the
UTD publication, A to Z Guide, which is
provided to all registered students each academic year.
The University of Texas at Dallas administers student
discipline within the procedures of
recognized and established due process.
Procedures are defined and described in the Rules and Regulations, Board of Regents, The
University of Texas System, Part 1, Chapter VI, Section 3, and in Title V,
Rules on Student Services and Activities of the university’s Handbook of Operating Procedures. Copies of these rules and regulations are
available to students in the Office of the Dean of Students, where staff
members are available to assist students in interpreting the rules and
regulations (SU 1.602, 972/883-6391).
A student at the university
neither loses the rights nor escapes the responsibilities of citizenship. He or she is expected to obey federal, state,
and local laws as well as the Regents’ Rules, university regulations, and
administrative rules. Students are
subject to discipline for violating the standards of conduct whether such
conduct takes place on or off campus, or whether civil or criminal penalties
are also imposed for such conduct.
The faculty expects from
its students a high level of responsibility and academic honesty. Because the value of an academic degree
depends upon the absolute integrity of the work done by the student for that
degree, it is imperative that a student demonstrate a high standard of
individual honor in his or her scholastic work.
Scholastic dishonesty
includes, but is not limited to, statements, acts or omissions related to
applications for enrollment or the award of a degree, and/or the submission as
one’s own work or material that is not one’s own. As a general rule, scholastic dishonesty
involves one of the following acts:
cheating, plagiarism, collusion and/or falsifying academic records. Students suspected of academic dishonesty are
subject to disciplinary proceedings.
Plagiarism, especially from the web, from portions of papers for other classes, and from any
other source is unacceptable and will be dealt with under the university’s
policy on plagiarism (see general catalog for details). This course will use the resources of
turnitin.com, which searches the web for possible plagiarism and is over 90%
effective.
The administration of this
institution has set deadlines for withdrawal of any college-level courses.
These dates and times are published in that semester's course catalog.
Administration procedures must be followed. It is the student's responsibility
to handle withdrawal requirements from any class. In other words, I cannot drop
or withdraw any student. You must do the proper paperwork to ensure that you
will not receive a final grade of "F" in a course if you choose not
to attend the class once you are enrolled.
Procedures for student
grievances are found in Title V, Rules on Student Services and Activities, of
the university’s Handbook of Operating
Procedures.
In attempting to resolve
any student grievance regarding grades, evaluations, or other fulfillments of
academic responsibility, it is the obligation of the student first to make a
serious effort to resolve the matter with the instructor, supervisor,
administrator, or committee with whom the grievance originates (hereafter
called “the respondent”). Individual
faculty members retain primary responsibility for assigning grades and
evaluations. If the matter cannot be resolved
at that level, the grievance must be submitted in writing to the respondent
with a copy of the respondent’s School Dean.
If the matter is not resolved by the written response provided by the
respondent, the student may submit a written appeal to the School Dean. If the grievance is not resolved by the
School Dean’s decision, the student may make a written appeal to the Dean of
Graduate or Undergraduate Education, and the deal will appoint and convene an
Academic Appeals Panel. The decision of
the Academic Appeals Panel is final. The
results of the academic appeals process will be distributed to all involved
parties.
Copies of these rules and
regulations are available to students in the Office of the Dean of Students,
where staff members are available to assist students in interpreting the rules
and regulations.
As per university policy,
incomplete grades will be granted only for work unavoidably missed at the
semester’s end and only if 70% of the course work has been completed. An incomplete grade must be resolved within eight
(8) weeks from the first day of the subsequent long semester. If the required work to complete the course
and to remove the incomplete grade is not submitted by the specified deadline,
the incomplete grade is changed automatically to a grade of F.
The goal of Disability
Services is to provide students with disabilities educational opportunities
equal to those of their non-disabled peers.
Disability Services is located in room 1.610 in the Student Union. Office hours are Monday and Thursday, 8:30
a.m. to 6:30 p.m.; Tuesday and Wednesday, 8:30 a.m. to 7:30 p.m.; and Friday,
8:30 a.m. to 5:30 p.m.
The contact information for
the Office of Disability Services is:
The University of Texas at
Dallas, SU 22
PO Box 830688
Richardson, Texas 75083-0688
(972) 883-2098 (voice or TTY)
Essentially, the law
requires that colleges and universities make those reasonable adjustments
necessary to eliminate discrimination on the basis of disability. For example, it may be necessary to remove
classroom prohibitions against tape recorders or animals (in the case of dog
guides) for students who are blind.
Occasionally an assignment requirement may be substituted (for example,
a research paper versus an oral presentation for a student who is hearing
impaired). Classes enrolled students
with mobility impairments may have to be rescheduled in accessible
facilities. The college or university
may need to provide special services such as registration, note-taking, or
mobility assistance.
It is the student’s
responsibility to notify his or her professors of the need for such an
accommodation. Disability Services
provides students with letters to present to faculty members to verify that the
student has a disability and needs accommodations. Individuals requiring special accommodation
should contact the professor after class or during office hours.
The University of Texas at
Dallas will excuse a student from class or other required activities for the
travel to and observance of a religious holy day for a religion whose places of
worship are exempt from property tax under Section 11.20, Tax Code, Texas Code Annotated.
The student is encouraged
to notify the instructor or activity sponsor as soon as possible regarding the
absence, preferably in advance of the assignment. The student, so excused, will be allowed to
take the exam or complete the assignment within a reasonable time after the
absence: a period equal to the length of the absence, up to a maximum of one
week. A student who notifies the instructor and completes any missed exam or
assignment may not be penalized for the absence. A student who fails to
complete the exam or assignment within the prescribed period may receive a
failing grade for that exam or assignment.
If a student or an
instructor disagrees about the nature of the absence [i.e., for the purpose of
observing a religious holy day] or if there is similar disagreement about
whether the student has been given a reasonable time to complete any missed
assignments or examinations, either the student or the instructor may request a
ruling from the chief executive officer of the institution, or his or her
designee. The chief executive officer or designee must take into account the
legislative intent of