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Multivariate
Statistical Methods
Research
Master |
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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.
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OVERVIEW OF THE COURSE |
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PLANNING |
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EXAMINATION |
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LITERATURE: MULTIVARIATE TECHNIQUES |
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LITERATURE: SOCIAL CAPITAL |
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DOWNLOAD SECTION |
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LINKS |
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OVERVIEW OF THE COURSE |
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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. |
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PLANNING |
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Below
an overview is presented of the contents of each meeting. More
detailed information can be found in the remaining of this
syllabus. |
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wk |
theory |
practicum |
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1 |
Matrix Algebra |
Theory Development |
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2 |
Matrix Algebra |
Presentations of Research Project |
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3 |
Principal Component Analysis |
Measurement Instruments |
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4 |
Confirmatory Factor Analysis I |
Looking for the Data |
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5 |
Confirmatory Factor Analysis II |
Analysis |
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6 |
Regression Analysis |
Analysis |
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7 |
Latent Growth Curve Analysis (Multilevel
models) |
Analysis |
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8 |
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Analysis |
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9 |
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Presentations of Research Results |
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Examination |
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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. |
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Literature: Multivariate
techniques |
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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. |
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James P. Stevens (2001). Applied Multivariate STATS 4th PR.
Lawrence Erlbaum Associates, Mahwah (NJ). |
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Lewis-Beck M. S.
(1994). Factor Analysis and Related Techniques. Thousands
Oaks, CA: Sage. |
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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. |
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Pampel, Fred C.
(2000). Logistic Regression. A Primer. Thousands Oaks,
CA: Sage. |
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Sharma S. (1996). Applied Multivariate Techniques. John
Wiley & Sons, Inc. |
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Van der Veld W.M. (2005). Introduction to Matrix Algebra.
University of Amsterdam. |
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Literature:
Social Capital |
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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. |
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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. |
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Cole
R. L. (1973). Towards a Model of Political Trust: A Causal
Analysis. American Journal of Political Science, 17[4],
809-817. |
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Newton K.
(2001). Social Trust and Political Disaffection: Social Capital
and Democracy. Paper for the European Science Foundation
EURESCO Conference on Social Capital. |
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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. |
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Paxton P. (1999). Is Social Capital Declining in the United
States? A Multiple Indicator Assessment. The American Journal
of Sociology, 105[1], 88-127. |
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Schulz W. (1999). Television and Declining Political Trust. How
Germans React to Changes of the Media System. Unpublished. |
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Shah
D. V. (1998). Civic Engagement, Interpersonal Trust, and
Television Use: An Individual-level Assessment of Social
Capital. Political Psychology, 19[3], 469-496. |
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Uslaner E. M. (1998). Social Capital, Television, and the ‘Mean
World’: Trust, Optimism, and Civic Participation. Political
Psychology, 19[3], 441-467. |
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DOWNLOAD SECTION |
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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. |
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Course material |
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Syllabus Multivariate Statistics |
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Introduction to Matrix Algebra |
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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. |
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Presentations Theory |
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Introduction |
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Week 1: Matrix Algebra I |
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Week 2:
Matrix Algebra II |
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Week 3:
Principal Component Analysis |
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Week 4:
Confirmatory Factor Analysis I |
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Week 5:
Confirmatory Factor Analysis II |
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Week 6: Regression Analysis |
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Week 7:
Latent Growth Curve Analysis (Accompanying
paper) With thanx to
Patrick Sturgis. |
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Week 8: Groups Work, presentations will be postponed until a
later time. |
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Exercises |
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Matrix Algebra I [Solutions] |
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Matrix Algebra II [Solutions] |
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Principal Component Analysis [Same as presentations
practicum, week 3] |
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Presentations Practicum |
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Week 1: Social Capital I |
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Week
2:
Social Capital II |
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Week 3: Social Capital III |
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ESS Questionnaire Round 1 (2002/2003) |
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Source
Questionnaire |
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Source Questionnaire [Drop-off] For those who need measures
of personality traits. Ask for the data. |
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Link
between survey questions and variable names in the data file |
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ESS
Data round 1 (2002/2003) |
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Source
Questionnaire data edition 5.1 includes all participating
countries [renamed variables] |
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Note that the data file is zipped |
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LINKS |
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European Social
Survey (ESS) |
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Program of the Research Master [Studiegids] |
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Multivariate Statistics [Studiegids] |
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Digital Library of the University of Amsterdam |
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