STA313: Topics in Statistics: Structural Equation Models
University of Toronto at Mississauga, Fall 2004
http://www.utm.toronto.edu/~jbrunner/313f04
Lecture: Monday and Wednesday, 11:10 - 12:00 noon, Room 3093, South Building
Tutorials: Friday 11:10 - 12:00 noon, Room 3093, South Building. The first tutorial is Sept. 17th.
Text: There is no textbook for this course at the bookstore. Free online material will be substituted. These materials overlap with and supplement the lectures. They do not replace the lectures.
Topics: Review of maximum likelihood estimation, Introduction to the R software package, Numerical maximum likelihood with R, Large-sample likelihood ratio tests, Matrix-valued random variables, The multivariate normal distribution, Introduction to the SAS software package, Structural equation models (path analysis, latent variables, regression with measurement error in the independent variables, model identification, simultaneous equation models with latent variables, confirmatory factor analysis). Most of the estimation and testing of structural equation models will be done with SAS using proc calis.
Prerequisites: The calendar lists STA302 (Regression) or ECO327 as the prerequisite for this course. Familiarity with regression would definitely be helpful, but this time you can get by with just the prerequisites for STA302 -- that is, STA261 and MAT222 or 248.
Grading: There will be six quizzes worth 10% each, and a final exam worth 40%. Quizzes will be given in tutorial. Quiz dates are Sept. 24, Oct. 8, Oct. 22, Nov. 5, Nov. 19 and Dec. 3. There will be a homework assignment for each quiz. On each quiz, you are responsible for the ideas and techniques needed to do the corresponding homework assignment. If you can do the homework assignment, you will do well on the quiz.
Some (most) of the assignments include a computer part. Students will bring printouts to the quiz and answer questions based on the printout. In some cases, printouts will be handed in. The non-computer parts of the assignments are just to prepare you for the tests; they will never be handed in.
PlagiarismIt is academic dishonesty 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.
Note that if I catch you, I am not allowed to impose some reasonable penalty (like a zero on the assignment). I am required to pass it on to higher authorities. In the past I have done this, even though I liked the students involved. The penalties were harsh.
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. It is fine to discuss the assignments and to learn from each other, but don't copy. Never look at anyone else's printouts (especially the input) or show anyone your printouts before the test or exam when they might be handed in. Above all, do not give anyone a copy of your program file before a computer assignment is due, and do not look at anyone else's.
For each test and for the final exam, you will be asked to bring your printout to class; maybe you will hand part of it in, and maybe you will use it to answer some questions. Never, ever, bring a copy of somebody else's printout, or allow anyone to have a copy of yours.
Don't copy. If we catch you, you will get in big trouble. And even if we do not catch you, after you die you will be reincarnated as a tadpole in a polluted stream.
A final note: You must use your own computer account, and only your own computer account to do the work for this course. If you use the account of another student -- or allow your account to be used by another student in this class -- your computer account will be cancelled, and so will your friend's. This will make it very difficult for you to pass this course (and possibly others). The reason for this seemingly insane rule is to prevent the following well-worn defense (never believed) for having identical printouts: "I was using my friend's account and I accidentally printed the wrong file."