Education 260

Autumn 1999

David Rogosa

rag@leland 

060|260|X|01| 03  |10:00 | S Popular Advanced Statistical Methods [Rogosa,D]
   |   | |  |     |-12:30|  Ter152 TH
Course Theme Song

BALLAD OF THE CASUAL MODELER      Lyrics

Music: Open RealPlayer 7 (or equivalent) to
http://www.stanford.edu/class/ed260/ballad.rm
http://www.stanford.edu/class/ed260/ballad.mp3
Computing Programs
From the SUSE Computing Lab
LISREL 8.30 and HLM 4.04 (both are student editions) in CERAS computer lab. The software is installed in the 6 computers that face the window.
Course Meetings
1. Sept 23. Introduction; history.
2. Sept 30. Published example of structural equation model analysis. Errors in variables and regression models. Background on multiple regression and interpretation of regression coefficients.
3. Oct 7. Additional student published examples of structural equation model analysis. Multiple regression coefficients, partial regression interpretation.
Introduction to Path Analysis: First path analysis example 4 variables, SES IQ nAch GPA Second Example, three longitudinal observations.
4. Oct 14. Structural Equation Models and applications.
handout: page from Joreskog chapter
handout: Rogosa Berkeley talk
papers: Rogosa, Casual models. Rogosa, Simplex. Werts Linn Joreskog: simplex
handout: pieces from Alwin chapter (to be provided)
LISREL computing materials and examples from SSI
5. Oct. 21. Additional Special Topics in Causal Models
paper: Brecker article
6. Oct 28. Encouragement Designs, Causal Inference
Holland chapter, also Compliance
Reciprocal effects
7. Nov. 4. Begin multilevel/hierarchical data, aggregation
Burstein RRE chapter
Continue multilevel data. Freedman "Solutions" Ecological Inference ;
Freedman Ecological Fallacy
8. Nov. 11. Begin Hierarchical Linear Models (HLM)
Formulation and Application of HLM models
Scientific Software International, Inc., HLM HomePage   ,
        SSI main page (LISREL and HLM)
** SSI index page
** HLM examples page
** SSI download page ---> LISREL 8.3 and HLM 4.04 student editions
Multilevel Models Project: Main page
**References to Multilevel Modelling 1997-98:
**Multilevel software
Raudenbush LAMMP page
Goldstein book download
Singer papers
HLM newsletter     JEBS paper
9. Nov 18. Complete HLM overview and application
Singer papers, Computing Resources, Rogosa-Saner examples
Analyzing Mixed-Effects Models with S-PLUS
10. Dec 2. Final meeting.
Additional material on causal inference in social science
Freedman: Discovering Causal Structure
Freedman: Association to Causation
Final Problems obtain here

Due in Rogosa's Cubberley mailbox on or before Thurs Dec 9 5PM
Some References

Causal Inference, Structural Equation Models

Alwin, D. F. (1988). Structural equation models in research on human development and aging. In K. W. Schaie, R. T. Campbell, W. M. Meredith, & S. M. Rawlings (Eds.), Methodological issues in aging research (pp. 71-170). New York: Springer Publishing Co.

Breckler, S. J. (1990). Applications of Covariance Structure Modeling in Psychology: Cause for Concern? Psychological Bulletin, 107, 260-273.

David Freedman. From Association to Causation: Some Remarks on the History of Statistics
David Freedman and Paul Humphreys. Are There Algorithms that Can Discover Causal Structure?

Holland, P. W. (1988). Causal inference, path analysis and recursive structural equation models. In C. Clogg (Ed.), Sociological Methodology 1988 (pp. 449-484). Washington, D.C.: ASA

Joreskog, K. & Sorbom, D. (1979). Advances in Factor Analysis and Structural Equations Models. Cambridge MA: ABT Books.

Rogosa, D. R., & Willett, J. B. (1985). Satisfying a simplex structure is simpler than it should be. Journal of Educational Statistics, 10, 99-107.
Rogosa, D. R. (1987). Casual models do not support scientific conclusions: A comment in support of Freedman. Journal of Educational Statistics, 12, 185-195.
Rogosa, D. R. (1993). Individual unit models versus structural equations: Growth curve examples. In Statistical modeling and latent variables, K. Haagen, D. Bartholomew, and M. Diestler, Eds. Amsterdam: Elsevier North Holland, 259-281.
Rogosa, D. R. (1995). Myths and methods: "Myths about longitudinal research," plus supplemental questions. In The analysis of change, J. M. Gottman, Ed. Hillsdale, New Jersey: Lawrence Erlbaum Associates, 3-65.
Rogosa, D. R. (1979). Causal models in longitudinal research: Rationale, formulation, and interpretation. In Longitudinal methodology in the study of behavior and development, J. R. Nesselroade and P. B. Baltes, Eds. New York: Academic Press, 263-302.

Werts C.E Linn, R. L. and Joreskog (1977). A simplex model for analyzing academic growth. Educational and Psychological Measurement, 37, 745-756.

multilevel/hierarchical data, aggregation, HLM

Burstein, Leigh. (1980) Issues in the Aggregation of Data. Review of Research in Education, 8, 158-236.

Bryk, A.S. & Raudenbush, S. W. (1987). Application of hierarchical linear models to assessing change. Psychological Bulletin, 101, 147-58
Bryk, A.S. & Raudenbush, S. W.(1992). Hierarchical linear models: Applications and data analysis methods. Sage Publications:CA:Lnd.
Bryk, A.S, Raudenbush, S.W, Seltzer,M. Congdon,R.T (1989) An Introduction to HLM: Computer Program and User's guide.

D. A. Freedman S. P. Klein M. Ostland M. Roberts. On "Solutions" to the Ecological Inference Problem 10 June 1998 Technical Report No. 515 Statistics Department UC Berkeley
David A. Freedman. Ecological inference and the ecological fallacy

Harvey Goldstein (1995). Multilevel Statistical Models.

Kreft, I.G., de Leeuw J., & Kim, K.S. (1990). Comparing Four Different Statistical Packages for Hierarchical Linear Regression: Genmod, HLM, ML2, and VARCL. CSE Technical Report 311, UCLA Center for Research on Evaluation, Standards, and Student Testing.

Rogosa, D. R., and Saner, H. M. (1995). Longitudinal data analysis examples with random coefficient models. Journal of Educational and Behavioral Statistics, 20, 149-170.
Rogosa, D. R., and Saner, H. M. (1995). Reply to Discussants: Longitudinal data analysis examples with random coefficient models. Journal of Educational and Behavioral Statistics, 20, 234-238.

Judith D. Singer. Fitting multilevel models using SAS PROC MIXED
MULTILEVEL MODELLING NEWSLETTER Mathematical Sciences
Institute of Education, University of London
Singer, J. D. (1998). Using SAS PROC MIXED to fit multilevel models, hierarchical models, and individual growth models. Journal of Educational and Behavioral Statistics.