2005-2006 Multivariate Statistical Methods

09 november 2005

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Multivariate

Statistical Methods

 Research Master

   

Examination and Paper

DATE TO HAND IN PAPER AND EXAM: NOVEMBER 23RD
DAY:  WEDNESDAY
 

EXTRA INFORMATION FOR THE EXAM
One part of a selection of the paper of Sniderman et al. was stuck in the copy-machine, so that part is missing. In order to be safe I have made the who selection of that paper available: download it.

THE EXAMS
They will be handed to you on November the 9th, after the presentations.  The following texts are required readings:
All the sheets which are downloadable from this site under:
1. Course Material,
2. Presentation Theory (except for latent growth curve modeling)
3. Presentations Practicum.
And the book chapters of one the books the are recommended, eg. from the Stevens book you should read:
4. Chapter 2: Matrix Algebra
5. Chapter 3: The Regression Model
6. Chapter 11: Confirmatory and Exploratory Factor Analysis (Note that PCA is generally discussed under the heading of Exploratory Factor Analysis, though the model is very different.)

THE PAPER
The paper should have a structure similar to:
1. Overview/Introduction
2. Theory/literature
2. End with a conceptual model
3. Data (that is who has collected the data that you use, and some sample characteristics)
3. Data - discussion of the variable in the model and with which questions are they measured?
3. Data - If necessary an overview of the analysis of variables by definition and by derivation.
4. Analyses - Discussion of the model and assumptions
5. Results
6. Conclusion/Discussion
But any structure that is internally consistent and is capable of clarifying your points is alright. If you need examples, you can look to journals like 'American Sociological Review', or 'Public Opinion Quarterly', which can be accessed via www.jstor.org, or via the digital library. But only from within the University, or with special software tools at home. But the papers below in the section literature: social capital also give a good idea about what is expected. Of course, I do not expect a publishable paper, but I do expect that you show that you understand the structure of such a paper, and that you can write in an academic way.

 

  OVERVIEW OF THE COURSE
  PLANNING
  EXAMINATION
  LITERATURE: MULTIVARIATE TECHNIQUES
  LITERATURE: SOCIAL CAPITAL
  DOWNLOAD SECTION
  LINKS
   
OVERVIEW OF THE COURSE
 

This course will provide an overview of and introduction to some of the many multivariate statistical methods for data analysis. These methods have one thing in common: they are applied when studying the relationship between two or more variables. The difference on the other hand is in the type of variables they can handle, which limits each techniques’ scope of application. To make a informed decision for a specific multivariate method requires insight in the statistical methods, and this course is intended to provide that insight.

There are so many different multivariate statistical methods that it is impossible to treat every method within a course of 8 weeks. The techniques that will presented are multiple regression (continuous dependent variables), logistic regression (for binary and polytomous variables), confirmatory factor analysis, and principal component analysis. In addition, a short course on matrix algebra is given. The reason for that is that the mathematics in which multivariate analysis is cast is matrix algebra. Basic knowledge of matrix algebra is also essential for those students going on to the advanced courses in structural equation modeling or regression analysis.

The course is designed for students who have finished their bachelor courses in statistics. In addition, it is assumed that students are familiar with LISREL and SPSS. Students can download the student version of LISREL (Tutorial) at the SSI-website, and a version of SPSS can be obtained from Surfspot.nl.

 
PLANNING
 

Below an overview is presented of the contents of each meeting. More detailed information can be found in the remaining of this syllabus.

 

wk

theory

practicum

1

Matrix Algebra

Theory Development

2

Matrix Algebra

Presentations of Research Project

3

Principal Component Analysis

Measurement Instruments

4

Confirmatory Factor Analysis I

Looking for the Data

5

Confirmatory Factor Analysis II

Analysis

6

Regression Analysis

Analysis

7

Latent Growth Curve Analysis (Multilevel models)

Analysis
8 -

Analysis

9   Presentations of Research Results
   
Examination
 

Students participating in this course are expected to work in small groups of 3 or 4 persons and complete their own research project, about which they write a paper in journal style. In  week 2 each group has to give a presentation of their research proposal, and during the last week, it is expected that each group presents their results. The paper and presentations are evaluated together, and will approximately be 40% of the total grade. Then there will be some individual home exercises that if correct and delivered on time can yield about 15% of the total grade. The remaining of the grade, 45%, will be a classical exam.

 

Literature: Multivariate techniques

  You should buy one of the books below. I advise you to buy either the Stevens book or the Sharma book, because these books cover the course material best. In my opinion, the Stevens book is more general, so that book has my preference. In addition, you do not need the latest print of the book, so you can buy a second hand.
 

*

James P. Stevens (2001). Applied Multivariate STATS 4th PR. Lawrence Erlbaum Associates, Mahwah (NJ).

  * Lewis-Beck M. S. (1994). Factor Analysis and Related Techniques. Thousands Oaks, CA: Sage.
  * Menard S. (1995). Applied Logistic Regression Analysis. Sage University Paper series on Quantitative Applications in the Social Sciences, series no. 07-106. Thousand Oaks, CA: Sage.
  * Pampel, Fred C. (2000). Logistic Regression. A Primer. Thousands Oaks, CA: Sage.
  * Sharma S. (1996). Applied Multivariate Techniques. John Wiley & Sons, Inc.
 

*

Van der Veld W.M. (2005). Introduction to Matrix Algebra. University of Amsterdam.
     

Literature: Social Capital

  The literature below might be of help for your practicum assignments, in finding and justifying your model, or relationships in your model. You can download them via the University Library's website.
  * Brehm J. and W. M. Rahn (1997). Individual-level Evidence for the Causes and Consequences of Social Capital. American Journal of Political Science, 41[3], 999-1023.
  * Cole R. L. (1973). Towards a Model of Political Trust: A Causal Analysis. American Journal of Political Science, 17[4], 809-817.
  * Newton K. (2001). Social Trust and Political Disaffection: Social Capital and Democracy.  Paper for the European Science Foundation EURESCO Conference on Social Capital.
  * Norris P. (2001). Making Democracies Work. Social Capital and Civic Engagement in 47 Societies. Paper for the European Science Foundation EURESCO Conference on Social Capital.
  * Paxton P. (1999). Is Social Capital Declining in the United States? A Multiple Indicator Assessment. The American Journal of Sociology, 105[1], 88-127.
  * Schulz W. (1999). Television and Declining Political Trust. How Germans React to Changes of the Media System. Unpublished.
  * Shah D. V. (1998). Civic Engagement, Interpersonal Trust, and Television Use: An Individual-level Assessment of Social Capital. Political Psychology, 19[3], 469-496.
  * Uslaner E. M. (1998). Social Capital, Television, and the ‘Mean World’: Trust, Optimism, and Civic Participation. Political Psychology, 19[3], 441-467.
   
DOWNLOAD SECTION
  Here you can download some of the required literature, as well as the datafiles and questionnaires you might want to use. Furthermore, there is also a file with all information about the course. Finally, the powerpoint presentations, exercises, and other course material.
   
  Course material
    Syllabus Multivariate Statistics
    Introduction to Matrix Algebra
    Appendix to practicum; This document gives an introduction to and overview of the practicum. Note that this is a preliminary version, that will not be further developed.
   
   
  Presentations Theory
    Introduction
    Week 1: Matrix Algebra I
    Week 2: Matrix Algebra II
    Week 3: Principal Component Analysis
    Week 4: Confirmatory Factor Analysis I
    Week 5: Confirmatory Factor Analysis II
    Week 6: Regression Analysis
    Week 7: Latent Growth Curve Analysis (Accompanying paper) With thanx to Patrick Sturgis.
    Week 8: Groups Work, presentations will be postponed until a later time.
     
  Exercises
    Matrix Algebra I [Solutions]
    Matrix Algebra II [Solutions]
    Principal Component Analysis [Same as presentations practicum, week 3]
     
  Presentations Practicum
    Week 1: Social Capital I
    Week 2: Social Capital II
    Week 3: Social Capital III
     
  ESS Questionnaire Round 1 (2002/2003)
    Source Questionnaire
    Source Questionnaire [Drop-off] For those who need measures of personality traits. Ask for the data.
    Link between survey questions and variable names in the data file
   
   ESS Data round 1 (2002/2003)
    Source Questionnaire data edition 5.1 includes all participating countries [renamed variables]
    Note that the data file is zipped
   
LINKS
  European Social Survey (ESS)
  Program of the Research Master [Studiegids]
  Multivariate Statistics [Studiegids]
  Digital Library of the University of Amsterdam
   

 

 

 

 

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