Keith Markus' Urban Sprawl


CRJ U71300 (was 70300)
Quantitative Methods II
Course Information
Links
Syllabus
 Inter University Consortium for Political and Social Research
Schedule
Statistical Package for the Social Sciences
Homework Assignments
Mx
 
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Syllabus
Fall 2005
 


Time:  Monday 4:15-6:15 PM
Room:  636B
Lab:  Tuesday 5:00-6:15 PM, Room 413T
Office Hours:  Mondays 2 PM to 3 PM.

Contact Information:
Dr. Keith A. Markus
kmarkus@aol.com
212-237-8784
Room 2127N
Psychology Department, John Jay College

Jess Saunders (Teaching assistant)
646-284-6097
jsaunders@jjay.cuny.edu

Course Description:  The course builds on the introductory survey provided in Quantitative Methods I (CRJ U70200) focussing specifically on linear regression methods for a variety of different kinds of data and research questions.  The course reviews basic regression and moves quickly on to more detailed consideration of specific issues in the use of regression.  These include, regression assumptions and diagnostics, curvilinear relationships, interactions, categorical predictors, multiple dependent variables and systems of equations, basic introduction to path analysis and structural equation models.  The course involves use of archival data sets and data analysis using SPSS and Mx software.

Objectives: By the end of the course, students should aim for the following.

Approach:  To assist students in getting the most out of the course, it may help to spell out certain aspects of the basic approach of the course.  First, although the course emphasizes linear regression, most of the concepts discussed with respect to regression readily generalize to other statistical models.  As such, the course provides a general foundation that will facilitate effective learning and use of other statistical methods.  Second, multiple regression offers a very general model applicable to data from different research designs (observational, experimental, etc.) and different types of variables (continuous or categorical IVs, or some of each).  As such, familiarity with linear regression offers a means of testing a wide variety of statistical hypotheses.  Third, the course will make heavy use of demonstrations based on simulated data.  This method not only serves to illustrate abstract principles from the text but also provides students with a very effective tool for sorting out statistical problems with any statistical method.  Students can test their assumptions and understanding of various analyses by using these tools to test-run the analyses on data that conforms to different substantive hypotheses.  Students can also use these techniques to evaluate statistical power and pilot an analysis before they collect their data when conducting empirical research.

Text Book:

    Cohen, J., Cohen, P., West, S. G., & Aiken, L. S. (2003).  Applied multiple regression/correlation analysis for the behavioral sciences (3rd ed.).  Mahwah, NJ:  Erlbaum.

Required Software:

SPSS:  You will need to complete homework assignments using SPSS for Windows.  It does not matter which operating system (Windows, Mac, etc.) that you use.  Avoid the student version because it cannot handle large data sets.  I have ordered the SPSS Graduate pack through the bookstore.  This is fully functional, but available only to graduate students.  You can also use SPSS in campus computer labs.  (Note that campus machines run an older version of SPSS that cannot read SPSS output files, SPO files, from newer versions.  It can read SPSS data files, SAV files.  So you may want to form a habit of saving output in HTML format.)

Mx:  You will also need Mx software for structural equation modeling.  The price is right.  You can download this software for free from the Mx Home page (http://www.vcu.edu/mx/).  I will try to make Mx available at some campus computer labs.

Required Data:

 Homework assignments will use the following data set:  ICPSR Study #6787.  I recommend that you download the codebook (pdf), data (text), and SPSS setup (text) during the first week of classes.  You may encounter difficulties and need to ask for help.  Please come to Jess or myself for help before contacting anyone else.  Simply type '6787' into the search window on the ICPSR Web page.  If you have not, you may need to register a username and password before you can download files.  I recommend changing the name of the data set from da6787 to da6787.txt and changing the name of the SPSS syntax file from sp6787 to sp6787.sps.  Once you download the files, which will come as zip files, you will need to unzip them.  Once you do that, you should open SPSS and use it to open the setup file in the SPSS syntax window.  You will need to edit two things.  First, replace 'physical filename' with the correct path and file name for your PC (it depends on where you saved it).  You can save some typing by copying and pasting this from the window that you use to view files and folders on your PC.  Second, you need to add 'execute.' to the end of the file.  Do not forget the period.  Once you make these changes, choose 'all' from the 'run' menu.  After some blinking and whirring, the data should appear in the data window.  Once you have read the data successfully, use the variable view window to enter the missing values listed in the variable labels column.  You can do this selectively because we will not need all the variables.  Alternatively, you can do this using SPSS syntax in the syntax window.  Save the data set as an SPSS SAV file to save yourself the trouble of having to repeat this process.

Course Flow:  Familiarize yourself with the reading material before the corresponding lecture.  Lectures will summarize and clarify the reading.  If you have questions about the reading, come prepared to ask them in class.  General questions about the homework can be discussed at the beginning of class, specific problems are better discussed outside of class and particularly in the lab. I will demonstrate statistical analyses in class.  Homework and lab time will provide opportunities for practice with SPSS and Mx.

Lab:  Plan on attending lab sessions regularly.  This offers your first and best opportunity to get help with homework assignments in a timely fashion.  You will also benefit from a second opportunity to ask questions and review the material from the lecture.

Examinations:  The examinations will not be cumulative but later material will always presuppose a familiarity with prior material.  Content of the examinations will reflect the course objectives and will not be limited to computations.  You are allowed one 8.5 x 11 inch hand-written page of notes and a calculator to be used during each examination.  Examinations will emphasize your ability to reason using statistical principles studied in the course.

Homework:  You will need to run examples using SPSS or Mx and turn in printed output to demonstrate that you have done this.  As such, you need to have a PC capable of running SPSS and Mx, access to the World Wide Web, and a printer.  I understand that this represents your first pass at the material, so homework assignments will be graded more for completeness than accuracy (not true of examinations).  Homework is also an early warning system to help you evaluate your own understanding of the material.  Do not get behind in the homework.  As a general rule, once you fall behind in a quantitative methods course you will find it hard to catch up.  So, if you find yourself slipping behind, talk to me right away.

Grading:  Each of the two examinations is worth 30% of your total grade.  That leaves 40% for the homework assignments.  Letter grades will be assigned as indicated below.
 
 

Letter Grade
Percent Grade
A
92-100
A-
84-91
B+
76-83
B
68-75
B-
60-67
C+
52-59
C
44-51
C-
36-43
F
0-35


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Schedule
Date
Reading Assignments Due
Homework Assignments Due
M 8/29
Course overview.  Review of key concepts regarding data analysis, statistics, and research design.  Some scaling theory basics.  Theories and models.  Downloading data sets from ICPSR and elsewhere.  
M 9/5
Class does not meet.

M 9/12
Chapter 1: Introduction.
Chapter 2:  Bivariate Correlation and Regression.

Review of some basic bivariate concepts and techniques.  Some new contexts for thinking about these techniques.  Statistical inference.  Using SPSS.

 
M 9/19
Chapter 3:  Multiple Regression/Correlation With Two or More Independent Variables.

Conclusion of review of basic regression concepts.  Regression models and causal models.  Power analysis.

 Homework Assignment 1 (HA1).
M 9/26
Chapter 4:  Data Visualization, Exploration, and Assumption Checking.

Graphical data analysis.  OLS regression assumptions, how to violate them, how to recognize when you violate them, what difference it makes, and how to avoid violating them.  Why you can run a regression analysis in a minute but need more time to actually complete one.

 HA2
M 10/3 Class does not meet.
M 10/10 Class does not meet.
M 10/11
Chapter 5:  Data Analytic Strategies Using Multiple Regression/Correlation.

Interpreting multiple-regression output.  Using hierarchical regression to test multivariate hypotheses.  Alpha inflation, its discontents and remedies.  Problems with stepwise regression techniques.

 HA3
M 10/17
Chapter 6:  Quantitative Scales, Curvilinear Relationships, and Transformations.

What if the effect of one more unit of an IV depends on how much you already have?  How linear regression models nonlinear relationships.  Interpretation problems and solutions.  Data transformations.

HA4
M 10/24
Chapter 7:  Interactions Among Continuous Variables.

What if the effect of one more unit of an IV depends on how much you have of another IV?  Estimating and interpreting interaction terms.  Probing interactions.  Understanding polynomial regression as a special case of interaction.  How to get two different results by analyzing the same data different ways and how to make sense of the situation.

HA5 
M 10/31
Midterm Examination. 
 
M 11/7
Chapter 8:  Categorical or Nominal Independent Variables.

What if I have categorical IVs?  Coding schemes for categorical variables.  One variable, many representations.  Interpreting regression parameters with categorical variables.  Regression assumptions with categorical variables. 

 HA6
M 11/14
Chapter 9: Interactions With Categorical Variables.

What if the effect of one more unit of an IV depends on the value of a categorical IV?  Categorical variable interactions.  Interactions with more than two variables or more than two values.  Interactions between continuous and categorical variables.  Probing interactions again.

HA7 
M 11/21
Chapter 10:  Outliers and Multicolinearity.

How outliers can bias regression results.  How outliers can not bias regression results.  Diagnosing outliners.  Dealing with outliers.  Multicolinearity.  Diagnosing Multicolinearity.  Dealing with Multicolinearity.  Representing the same data different ways.  Representing the same model different ways.  Testing the same theory different ways.  Imperfect models.

 HA8
M 11/28
Chapter 11:  Missing Data.

Missing data.  A problem best solved through prevention.  Types of missing data.  Missing versus messy.  Snatching defeat from the jaws of victory with messy data.  How missing data can bias regression estimates.  Dealing with missing data.

 HA9
M 12/5
Chapter 12: Multiple Regression/Correlation and Causal Models.

Regression models and causal models revisited.  More than one DV, more than one equation.  Recursive and nonrecursive models and why we call them that.  Identification and estimation of path models.  Testing the fit of the model.  Misspecification and its discontents.  Using Mx.

 
M 12/12

Latent variables.  More identification and estimation.  How latent variable models adjust for measurement error.  How latent variables models can fail to adjust for measurement error.  Equivalent models and hypothesis testing.  I already feel dizzy and this is just the beginning.

 HA10
M 12/19
Final Examination.


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Homework Assignments

Turn in homework assignments at the beginning of class on the days noted on the schedule.  If you encounter difficulty with a written assignment, ask questions in the lab.  If you still cannot figure it out, contact me with your question.  For all assignments, turn in both the output and your written comments.  All assignments refer to the data set provided for use in the course.

Homework Assignment 1:

Use the ISPCR 6787 data and documentation described above.  Review the portions of the code book that describe CALLRESP, ENFLAW, PEACEKPG, SPRTVCTM, VCTMASST, and LESATISF, including the descriptions of how the researchers formed scales out of individual items.  Look at the wording of the individual items on the survey reprinted in the code book.  Run a matrix scatterplot of all six scales.  Double click to enter chart edit mode and use Options from the Chart menu to add a Lowess line.  You may find it helpful to click a Lowess line and use the crayon tool button to change the color.  Run a bivariate correlation matrix for all six variables.  Give a brief description of the main features of the output.  Identify the results that stand out and describe what they tell you about the data.

Homework Assignment 2.

Run a linear regression with LESATISF as the dependent variable.  Enter CALLRESP, ENFLAW, PEACEKPG, SPRTVCTM, and VCTMASST as predictors in the equation.  Request the confidence intervals, descriptive statistics, and the correlation matrix in addition to the default statistics.  Note the differences between the bivariate correlations and regression weights.  Write a paragraph interpreting the results with respect to the effect sizes and statistical significance of each predictor.

Homework Assignment 3.

Run descriptive univariate statistics for the following variables:  CALLRESP, ENFLAW, NLE, PEACEKPG, Q55CITYS, SPRTVCTM, VCTMASST, and LESATISF.  Use the SPSS Explore command to request descriptive statistics and stem-and-leaf plots.  (Make sure that you have entered the missing values for these variables.) Scan the output for variables with low variance or highly non-normal distributions.  Write a short description of your interpretation of the results that identifies any potentially problematic variables.

Homework Assignment 4.

Rerun the regression analysis from HA2.  This time, save the unstandardized residuals.  Also, request a Durbin-Watson test.  Rerun the scatterplot matrix but add the residuals as a seventh variable.  Add the Lowess lines.  Interpret the result of the Durbin-Watson test and describe any results in the scatterplot matrix that suggest potentially problematic relationships between predictors and residuals.

Homework Assignment 5.

Compute ENFLAW2 as the square of ENFLAW and ENFLAW2C as the square of centered ENFLAW.  (Use Descriptives to get the mean and type it into the compute command.  Do not round it off.)  Run a correlation matrix of these three variables and verify that centering reduces the correlation with ENFLAW.  Describe the results.  Then, run a hierarchical regression analysis predicting LESATISF from ENFLAW (step 1) and then both ENFLAW and ENFLAW2C (step 2).  Make sure to request the R^2 Change statistics in addition to confidence intervals.  Run a scatterplot of LESATISF by ENFLAW and add a Lowess line.  Interpret the results.  Relate the numeric results to the Lowess line.

Homework Assignment 6.

Compute CALLENFL as the product of centered CALLRESP and centered ENFLAW.  Run a hierarchical regression analysis predicting LESATISF from CALLRESP and ENFLAW (step 1) and then from CALLRESP, ENFLAW, and CALLENFL.  Request R^2 Change, confidence intervals, descriptives and correlations.  Interpret the results with respect to the interaction between the two predictor variables.

Homework Assignment 7. 

Look at the sections of the code book that describe the following variables:  BLACK12, BLACK27, HISP12, HISP27, OTHER12, OTHER27, WHITE12, WHITE27.  Run a linear regression predicting ENFLAW from the above variables, omitting WHITE12 and WHITE27.  Inspect the bivariate intercorrelations between the variables and describe any patterns that stand out.  Interpret the results of the regression and, in particular, describe the effects of any predictors that reach statistical significance.  Describe the direction and size of any such effects.

Homework Assignment 8.

Review the code book for items Q26 and Q31.  Run a linear regression predicting LESATISF from respondent age (Q26) and whether or not the respondent identified his or herself as a student (Q31).  Add an interaction term in step 2 of a hierarchical regression.  Remember to center age before computing the interaction term.  Plot a scatterplot with LESATISF on the y axis, age on the x axis, separate plot characters for students and nonstudents, and separate Lowess lines for each of the two groups.  Interpret the results.

Homework Assignment 9.

Rerun the regression analysis from HA2.  Request colinearity diagnostics and casewise diagnostics and save the unstandardized residuals, Leverage, DFFITS, Cooks's D, and DFBETAS.  Examine the colinearity and casewise diagnostics in the output.  Run descriptives on the saved variables and examine these (particularly the maxima).  Plot the residuals against the various predictor variables.  Describe the results with respect to potential problems with the analysis.

Homework Assignment 10.

Test a path model in which ENFLAW causes PEACEKPG and PEACEKPG causes LESATISF.  Use SPSS to compute the covariance matrix.  Save the covariance matrix as a text file for use as data by Mx.  With only three variables, you will probably find it easier to retype the covariance matrix than save it directly from SPSS.  You can use Mx, WordPad, or any word processor to edit and save a text file.  Your data file should look like this.

! cov6787.dat
! Example from da6787.sav data set
Data Ninput=3 Nobs=370
Labels ENFLAW LESATISF PEACEKPG
CMatrix
 1.224
 -.599 1.050
 .548 -.643 1.055

Test the causal chain using Mx by drawing a path diagram, mapping the data, and then estimating the model parameters.  Draw the diagram using the tool buttons on the tool bar after clicking the new diagram button.  Map the data by opening your data set using the map data tab, and then, one by one, clicking the box and the variables name, and then the map option inside the map data box.  Estimate the parameters by clicking the run button inside the diagram box.  Click the project manager button to view the expected, observed, and residual covariance matrices.  Click the text output tool button from the main Mx toolbar to view the text output file.  Turn in the output file (file output on the output menu) and a brief interpretation of the results.  Consider the chi-square, RMSEA, parameter estimates, and residual covariance matrix in your interpretation.

 

Mx Path Diagram
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Updated September 7, 2005