Statistical Models: Theory and Practice

Cover......Page 1
Half-title......Page 3
Title......Page 5
Copyright......Page 6
Table of Contents......Page 7
Foreword to the Revised Edition......Page 13
Preface......Page 15
Acknowledgements......Page 16
1.1 Introduction......Page 17
1.2 The HIP trial......Page 20
Intention-to-treat is the recommended analysis.......Page 21
1.3 Snow on cholera......Page 22
1.4 Yule on the causes of poverty......Page 25
Exercise set A......Page 29
1.5 End notes for chapter 1......Page 30
2.2 The regression line......Page 34
2.3 Hooke’s law......Page 38
2.4 Complexities......Page 39
Exercise set B......Page 42
2.6 End notes for chapter 2......Page 44
3.1 Introduction......Page 45
Exercise set A......Page 46
3.2 Determinants and inverses......Page 47
Exercise set B......Page 49
Exercise set C......Page 51
3.4 Positive definite matrices......Page 52
Exercise set D......Page 53
3.5 The normal distribution......Page 54
Exercise set E......Page 55
3.6 If you want a book on matrix algebra......Page 56
4.1 Introduction......Page 57
Exercise set A......Page 60
4.2 Standard errors......Page 61
Exercise set B......Page 65
4.3 Explained variance in multiple regression......Page 67
4.5 Discussion questions......Page 69
4.6 End notes for chapter 4......Page 75
5.2 OLS is BLUE......Page 77
5.3 Generalized least squares......Page 79
5.4 Examples on GLS......Page 81
Exercise set C......Page 82
5.6 Normal theory......Page 84
Statistical significance......Page 86
Exercise set D......Page 87
5.7 The F-test......Page 88
“The” F-test in applied work......Page 89
5.8 Data snooping......Page 90
5.9 Discussion questions......Page 92
5.10 End notes for chapter 5......Page 94
6.1 Stratification......Page 97
Exercise set A......Page 102
6.2 Hooke’s law revisited......Page 103
6.3 Political repression during the McCarthy era......Page 104
Exercise set C......Page 106
6.4 Inferring causation by regression......Page 107
Exercise set D......Page 109
6.5 Response schedules for path diagrams......Page 110
Structural equations and stable parameters......Page 117
Exercise set E......Page 118
6.6 Dummy variables......Page 119
Types of variables......Page 120
6.7 Discussion questions......Page 121
6.8 End notes for chapter 6......Page 128
7.1 Introduction......Page 131
Exercise set A......Page 135
7.2 Probit models......Page 137
The latent-variable formulation......Page 139
Exercise set B......Page 140
Identification vs estimation......Page 141
What if the Ui are N(µ, σ2)?......Page 142
Exercise set C......Page 143
Exercise set D......Page 144
7.4 The effect of Catholic schools......Page 146
Latent variables......Page 148
Response schedules......Page 149
The second equation......Page 150
Mechanics: bivariate probit......Page 152
Interactions......Page 154
More on the second equation......Page 155
Exercise set E......Page 156
7.5 Discussion questions......Page 157
7.6 End notes for chapter 7......Page 165
8.1 Introduction......Page 171
Exercise set A......Page 182
8.2 Bootstrapping a model for energy demand......Page 183
Exercise set B......Page 189
8.3 End notes for chapter 8......Page 190
9.1 Introduction......Page 192
9.2 Instrumental variables......Page 197
9.3 Estimating the butter model......Page 200
Exercise set C......Page 201
9.4 What are the two stages?......Page 202
9.5 A social-science example: education and fertility......Page 203
More on Rindfuss et al......Page 207
9.6 Covariates......Page 208
9.7 Linear probability models......Page 209
The assumptions......Page 210
The questions......Page 211
Exercise set D......Page 212
Some technical issues......Page 213
Exercise set E......Page 214
Simulations to illustrate IVLS......Page 215
9.9 Discussion questions......Page 216
9.10 End notes for chapter 9......Page 223
10.1 Introduction......Page 225
Philosophers’ stones in the early twenty-first century......Page 227
10.2 Critical literature......Page 228
10.4 Evaluating the models in chapters 7–9......Page 233
10.5 Summing up......Page 234
References......Page 235
Exercise Set A......Page 251
Exercise Set A......Page 252
Exercise Set B, Chapter 2......Page 253
Exercise Set A......Page 255
Exercise Set B, Chapter 3......Page 256
Exercise Set C, Chapter 3......Page 257
Exercise Set D, Chapter 3......Page 258
Exercise Set E, Chapter 3......Page 259
Exercise Set A......Page 260
Exercise Set B, Chapter 4......Page 262
Exercise Set C, Chapter 4......Page 264
Discussion questions, Chapter 4......Page 265
Exercise Set C, Chapter 5......Page 269
Exercise Set D, Chapter 5......Page 273
Exercise Set E, Chapter 5......Page 274
Discussion questions, Chapter 5......Page 275
Exercise Set A......Page 277
Exercise Set B, Chapter 6......Page 278
Exercise Set D, Chapter 6......Page 279
Exercise Set E, Chapter 6......Page 280
Discussion questions, Chapter 6......Page 281
Exercise Set A......Page 285
Exercise Set C, Chapter 7......Page 287
Exercise Set D, Chapter 7......Page 290
Exercise Set E, Chapter 7......Page 291
Discussion Questions, Chapter 7......Page 292
Exercise Set B, Chapter 8......Page 297
Exercise Set B, Chapter 9......Page 298
Exercise Set C, Chapter 9......Page 299
Exercise Set D, Chapter 9......Page 300
Exercise Set E, Chapter 9......Page 301
Discussion questions, Chapter 9......Page 304
Introduction......Page 310
Summary Statistics and Simple Regression......Page 311
An Exercise with MATLAB......Page 312
Simulation with MATLAB......Page 313
The t-Test. Part 2.......Page 314
Hypothesis Testing......Page 315
The F-Test. Part 1.......Page 316
Collinearity......Page 317
Path Diagrams......Page 318
Maximum Likelihood......Page 319
The Logit Model......Page 321
Simultaneous Equations......Page 322
The t-Test. Part 3.......Page 324
Statistical Packages......Page 325
A script file—demolab.m......Page 326
small.dat......Page 330
Abstract......Page 331
Operationalizing Political Repression—the 1950s......Page 334
Operationalization......Page 338
The Simple Relationship between Opinion and Policy......Page 340
The Political Culture of Intolerance and Repression......Page 344
Discussion......Page 345
Measurement......Page 346
Aggregation Error......Page 347
References......Page 350
Notes......Page 353
Abstract......Page 359
I. Introduction......Page 360
II. Data......Page 362
III. Probit Models of Educational Attainment......Page 366
A. Single-Equation Probit Models......Page 367
B. Potential Omitted Variables Bias......Page 371
D. Definition of the Dependent Variables......Page 374
A. A Bivariate Probit Model......Page 376
B. The Validity of the Instruments......Page 379
V. Summary and Conclusions......Page 385
References......Page 386
Notes......Page 389
Education and Fertility: Implications for the Roles Women Occupy......Page 393
Education–Fertility Linkage......Page 394
Data......Page 397
Education and Age at First Birth......Page 398
Education and the Lengths of Birth Intervals......Page 407
Education and Fertility Preferences......Page 408
Conclusion......Page 411
References......Page 413
Notes......Page 416
Institutional Arrangements and the Creation of Social Capital: The Effects of Public School Choice......Page 418
Social Capital and Local Citizenship......Page 419
School Choice......Page 422
District 4: A School Choice Innovator......Page 423
The Survey Respondents......Page 425
Constructing the Models......Page 426
The Effects of Choice in the Central City......Page 430
School Choice and Social Capital in Suburban Communities......Page 432
Montclair and Morristown, New Jersey......Page 433
School Choice Can Help Build Social Capital......Page 434
Appendix A: Survey Methodology......Page 436
Appendix B: Correcting for Nonrandom Assignment......Page 437
References......Page 439
Notes......Page 444
Index......Page 447