Lecture Notes for Advanced Quantitative Political
Methodology:
Government 2001, Government 1002, and E-2001,
Harvard University, Professor Gary King
These are slides I display in class while teaching. My strategy
is to go through as much material as possible at each lecture, subject
to the constraint that everyone follows what I'm doing. The speed at
which I go is therefore dependent on the composition of each year's
class and the questions that arise. As such, the slides below are not
broken up into distinct weeks (I seem to go through around 15-20 pages
in a weekly session lasting almost 2 hours, but issues and topics not
represented here are covered most weeks). Separate PDF versions
appear for teaching (i.e,. with pauses, etc.) and for (color)
printing. I update these slides almost continuously while I teach.
I'd appreciate if you would contact
me with any comments, corrections, or suggestions. This course is
available for Harvard students and for others via distance learning;
see the syllabus.
- The basics. [to print]: Introduction,
outline, What is statistics?, What is the field of political
methodology?, notation, probability, probability densities,
statistical simulation
- Theories of
Inference. [to
print]: alternative theories of inference (Bayes, likelihood,
Neyman-Pearson hypothesis testing, etc.)
- Single Equation
Models. [to print]:
binary variable models, interpretation and presentation via
simulation, ordinal dependent variables, how do you know which model
is better?, grouped binary variables, event counts, simple duration
models and censoring.
- Causal Inference
- Detecting
Model Dependence [to print]:
Sensitivity to parametric assumptions, revealing inferences too
far from the data to have empirical answers, the curse of
dimensionality, extrapolation, measures of distance from the data.
- Matching to Ameliorate
Model Dependence [to
print]: Matching methods as nonparametric preprocessing to
reduce model dependence in parametric causal inference.
- Coarsened Exact
Matching [to
print]: A simple, powerful, and easy-to-use method
of matching that avoids problems with existing methods.
- Research Designs
[to print]: an
overview of how key features of various observational and
experimental research designs, and the
designs themselves, reduce components of error in estimating
causal effects.
- Multiple Equation Models
- Analysis Models. [to print]: identification,
how multiple and single equation models differ, seemingly unrelated
regression models, reciprocal causation, multiple equation
reparametrization, multinomial choice models (multinomial probit,
multinomial logit), independence of irrelevant alternatives,
conditional logit.
- Missing Data
Modeling. [to print]
problems with listwise deletion, assumptions, general purpose
methods, application specific methods, multiple imputation,
computational algorithms, a detailed example, Amelia software
- Time Series Fundamentals. [to print]: the basics of time
series models.
- Rare Events
- Time Invariant
Models. [to print]
Rare events, relationship to logistic regression, classic
case-control research designs (how and why to select on the
dependent variable), robust bayesian analysis, reporting standards
in case-control studies, ReLogit software.
- Time Varying Models
[to print] time varying
quantities of interest; understanding hazard rates; exponential,
Weibull, and Cox Proportional hazard duration models, density case
control models.
- Cross-Cultural and Interpersonal Comparability in Survey Research.
Part I [to print]: Differential item
functioning, measurement in survey research; modeling issues: random
effects, conditional estimation, parametric methods, introduction to
nonparametric methods. Part II
[to print]: Nonparametric
methods.
- Ecological Inference [to print]: Making inferences
about individual behavior from aggregate, group-level data. History
of the ecological inference problem, Goodman's model, the Davis-Duncan
bounds, King's EI model, what can go wrong and what to do about it,
and model extensions.
- Text Analysis: Statistical analysis when the observation is a text
document of some kind. Part I: Estimating the average in a
category vs. individual classification, dealing with measurement
error, extensions to an apparently unrelated application in
epidemiology and public health Part I [to print]. Part II:
Unsupervised learning via cluster analysis; why humans are
incapable of learning from text as well as computers Part II [to print].
- More to come...
- See also public presentations