STA 431: Structural Equation Models
University of Toronto Mississauga,
Spring 2015
Instructor:
Jerry Brunner
Lecture Monday 11:10-1:00 and Wednesday
11:10-12:00 in Room IB210 (Instructional Centre).
Tutorials Friday 2:10-3:00 in IB 235
Note: This page is under construction, and will be updated frequently
throughout the term.
Office hours for the final exam
- Wednesday April 8th, 11:00 am - 1:00 pm
- Thursday April 9th, 11:00 am - 1:00 pm
- Wednesday April 15th, 11:30 am - 1:30 pm
- Friday April 17th, 11:30 am - 1:30 pm
Old exams
- Course Outline
- Formula Sheet and Identifiability Rules
- Computing Resources: Information and Links.
- Assignments
- Assignment One
: Quiz on Friday Jan. 16th and Term Test One on Feb. 2nd.
- Assignment Two: Quiz on Friday Jan. 23d. and Term Test One on Feb. 2nd.
- Assignment Three: Non-computer part is for Term Test One on Feb. 2nd, Computer part is for Quiz 3 on Feb. 6th. This is no longer a draft.
- Assignment Four: Quiz on Friday Feb. 13th
- Assignment Five: Quiz on Friday Feb. 27th
- Assignment Six: Quiz on Friday March 6th
- Assignment Seven: Non-computer part is for Term Test Two on Monday March 16th, and the computer part is for Quiz 7 on March 20th.
- Assignment Eight: Quiz on Friday March 27th
- Assignment Nine: Quiz on Monday April 6th, same tutorial time and location as usual, except that it's on Monday and not Friday.
- Lecture Overheads
- Introduction to structural equation models
- Introduction to SAS
- SAS Example One: You might want to print the first page and bring
it to class so you can write notes on it during lecture.
- Matrices and random vectors (mostly review)
- Statistical models and estimation
- Likelihood Ratio Tests
- Multivariate normal likelihood ratio tests with SAS proc calis
- Introduction to regression with measurement error
- Regression with observed variables
using SAS proc calis
- Including measurement error in the model: A first try
- Double measurement regression
- The BMI Health study with SAS
- Instrumental variables
- Numerical nightmares: What can happen when the parameters are not identifiable but you fit the model anyway.
- Structural Equation Models in general
- The Brand Awareness study with SAS
- Exploratory Factor Analysis
- Exploratory Factor Analysis with SAS proc factor
- Confirmatory Factor Analysis: Part One
- Confirmatory Factor Analysis: Part Two
- Identifiability Rules
- The pinwheel model
- Applying the identifiability rules
- Textbook
- Appendix A: Review material and homework problems.
- Chapter Zero: Regression with measurement error.
- Home page for the textbook. This has the current version of the full book. You are responsible for the individual sections posted above. The current version of the book (both before and after where we are in the class) will change without notice. So far Chapter Zero is pretty good and some of the appendices are pretty good, but the rest is very incomplete. Please feel free to check from time to time to see how it's going.
- Other reference sources (optional)
- Introduction to SAS: This is Chapter Two of
Data analysis with SAS, another open-source textbook project. It assumes you are running SAS in a unix/linux environment. If you are using SAS University Edition (recommended), just ignore the unix parts and go directly to Page 32. If you must use tuzo, the unix/linux details will be valuable.
- SAS proc calis manual: This is a big document, 2.3MB and 662 pages. You are not expected to look at it.
- Data sets from homework and lectures, and also SAS programs from the lectures.
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.erin.utoronto.ca/~w3access or email accessconfirm.utm@utoronto.ca)
as soon as possible.
All course materials prepared by Jerry are licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License. Source code is available. See the link above for more information.