STA431: Structural Equation Models

University of Toronto Mississauga, Fall or Winter/Spring 2017

http://utstat.toronto.edu/~brunner/431s17

Lecture: Monday 11:10-1:00 in IB 260 and Wednesday 11:10-12:00 in DV 1142

• Instructor: Jerry Brunner
• Office: 3028 Deerfield Hall
• Phone: 905-828-3816
• email: brunner[at]utstat.toronto.edu
• Office Hours: Monday 1:10-2:00 and Wednesday 12:10-2:00

Note: Jerry does not read his email every day. It is much more efficient to talk with him before or after class, or during office hours.

Tutorial: Wednesday 6:10-7:00 p.m. in IB 140

• Instructor: Eman Abo Alya
• Office: 2034 Deerfield Hall
• email: eman.aboalya[at]mail.utoronto.ca
• Office Hours: Monday 6-7

Text: Structural equation models: An open textbook by J. Brunner. This is a draft. The first part is posted on the course website. Material in the text overlaps with lectures.

Topics: Parameter estimation, Large-sample likelihood ratio tests, Latent variables, Regression with measurement error, Parameter identifiability, Exploratory factor analysis, Confirmatory factor analysis, Path analysis, The general structural model, Applications. SAS will be used, primarily proc calis.

Prerequisites: STA302. The calendar says STA258 but that is a typo. STA258 is not sufficient. Students without STA302 may be removed from the course at any time.

Grading: Marks will be based on regular quizzes in tutorial, pop quizzes in lecture, and a final exam.

Regular Quizzes in Tutorial:	50%
Pop Quizzes in Lecture	10%
Final Exam	40%

There will be eleven regular quizzes. They will be given in tutorial on January 11, 18, 25, Feb. 1, 8, 15, March 1, 8, 16, 22, 29. The lowest regular quiz mark will be dropped.

There will be an assignment for each regular quiz. The knowledge you need to do each quiz is a subset of the knowledge you need to do the corresponding assignment. Except for the first assignment (which is largely review), most assignments will include a computer part. You will bring printouts to the quiz and answer questions based on the printouts. Possibly, one of the quiz questions will be to hand in a printout. The non-computer parts of the assignments are just to prepare you for the quizzes; they will never be handed in.

In spite of the 40% weighting of the final exam, a good performance on the final can save a student from failing the course. Suppose your average including the final exam is less than 50%. If your mark on the final exam is at least 70%, or your mark on the final is at the class median or above, then you get a mark of 50% for the course. This rule is intended to give hope to those who have messed up on the term tests and quizzes, and encourage them to study for the final exam.

Policy for missed work: If you miss a quiz or pop quiz without a valid excuse, the mark is zero. However, your lowest quiz mark will be dropped. If you miss a quiz with a valid excuse, your mark on the final exam (out of 10) will be substituted for the missing quiz mark, and the lowest remaining mark will still be dropped.

If you miss a term test with a valid excuse, your mark on the final exam will be substituted for the missing test mark. This is dangerous, because it means the final exam will count for 56% of your mark.

If you believe you have a valid excuse for missing term work, please see Jerry (not the TA) in person during office hours or before or after class. Note that according to university policy, your absence must be declared on ROSI on the day of the absence if your excuse is to be considered.

But what is a valid excuse? Here are some guidelines. If you miss a quiz for medical reasons, you must submit a University of Toronto Medical Certificate (not just a note), available at

http://www.illnessverification.utoronto.ca.

The certificate must include the statement that you were unable to write the test or quiz for medical reasons. If the certificate does not clearly state that you were unable to function, the excuse will not be accepted. Documentation must show that the physician was consulted on the day of the quiz, or on the next day. A statement merely confirming a report of illness made by the student is not acceptable.

On the other extreme, automotive breakdown or other transportation problems are never valid excuses. If you miss term work because you are taking another class at the same time as this one, that is not a valid excuse. The printer jammed, my dog ate it, etc. fall into the same category. If the University is officially open, weather is a valid excuse only if more than 50% of the class miss the quiz.

Academic honesty: It an academic offence to present someone else's work as your own, or to allow your work to be copied for this purpose. To repeat: the person who allows her/his work to be copied is equally guilty, and subject to disciplinary action by the university.

It is fine to discuss the assignments and to learn from each other, but there are clear limits on what is acceptable. It is okay to discuss the meaning of the question. It is okay to discuss general principles related to the question. It is okay, and encouraged, to discuss examples from lecture or textbook that are similar to the question. It is okay to reveal your approach to solving a problem (not the details), but only to somebody who has tried the problem and is really stuck. Even then, it is better to ask questions (like "Well, what's the null hypothesis?" Or "The problem is asking whether this estimator is unbiased. So, what's an unbiased estimator?") instead of just giving your answer. A good rule is to never help someone who hasn't started yet.

Here are some guidelines that apply to the computer assignments. If there is a problem with plagiarism, it will probably happen here, since computer assignments may be handed in.

• In this course, it is always okay to use SAS program code that is presented in lecture or the textbook. Use it any way you like; you are responsible for the results.
• The biggest danger is copying from other students in the class . It is fine to discuss the assignments and to learn from each other, but don't copy. Never look at anyone else's program code or show anyone yours before the quiz or exam when they might be handed in. Above all, do not allow anyone to see your program file before a computer assignment is due, and do not look at anyone else's. Never photograph someone's homework or allow yours to be photographed.
• You are allowed to compare numerical answers. Suppose one person says "What did you get for beta-hat-4? My answer was 37.2." Three other people say "Yeah, that's what I got," and one person groans and opens his laptop. This is all good.
• Because we will be using SAS, the program code and results (output) are in completely different files. It is all right to compare results files and discuss what they mean. However, you are strongly, strongly discouraged from giving a copy of your results file to anyone before the quiz where it might be handed in. The person might hand in your results file, and claim it was by accident. Even if it was an accident, the explanation will not be believed; you and your friend will both be charged with an academic offence.
• It is acceptable to get help with your assignments from someone outside the class, but the help must be limited to general discussion and examples that are not the same as the assignment. As soon as you get an outside person to actually start working on one of your assignments, you have committed an academic offense.
• For some quizzes, you will be asked to bring your printouts to class; maybe you will hand them in, and maybe you will use them to answer some questions. Never, ever, bring a copy of somebody else's printout, or allow anyone to have a copy of yours. Your "friends" may ask you. You are expected to refuse.
• If you allow anyone to have an electronic copy of your computer work, for any reason, you are not only guilty of an academic offence, you have lost your mind.
• Direct copying of computer code from the internet (other than from our class website) is prohibited. You are expected to do the work yourself.
• One more important rule. We will be using SAS in this course. You must use your own installation of SAS, on your own computer (it's free). You may not use the SAS installed on a classmate's computer. It's just too easy to see each other's program files. If two people use the same installation of SAS for an assignment, they will both receive zero even if there is no evidence of copying and no academic offence charges are laid. If you want to bet that we can't tell, good luck.
• The main rule is don't copy, and don't let anyone copy from you. If we catch you, you will get in big trouble. Over and above trouble from the university, you do not want to receive a visit from my Associates. They know where you live.
• If this is not clear enough, the latest version of the student handout "How not to Plagiarize" is available at http://www.writing.utoronto.ca/advice/using-sources/how-not-to-plagiarize The Academic Regulations of the University are outlined in the Code of Behaviour on Academic matters, which can be found in the Academic Calendar at http://www.governingcouncil.utoronto.ca/policies/behaveac.htm.

Accessibility Needs: We are committed to accessibility. If you require accommodations for a disability, or have any accessibility concerns about the course, the classroom or course materials, please contact Jerry or Accessibility Services (visit http://www.utm.utoronto.ca/accessability or email accessconfirm.utm@utoronto.ca) as soon as possible.