Tutorial Wednesday 6:10-7:00 p.m. in IB 140
Note: This page is under construction, and will be updated frequently throughout the term.
Office hours for the final exam are posted below.
Final exam:
- Wednesday April 12th, 1-4pm, IB 110
- The exam will be comprehensive. Assignment 1 is excluded except for Question 8.
- 6 questions, extending over 14 pages
- There is a SAS question worth 20 points. You will answer questions based on my SAS program and results. It will be based on the Final Computer Assignment.
- Exam questions are like the homework questions and the quiz questions.
- To prepare, re-do the homework first. The homework problems tell you what I want you to be able to do. Everything is based on homework.
- Study using the posted formula sheet and identifiability rules.
- Old final exams are provided for your convenience and they may be useful, but they are much less important than the homework. Solutions are not available.
- Office hours for the final
- Jerry: Tues. April 4th 11-1 in my office, 3028 Deerfield Hall
- Jerry: Wed. April 4th 11-1 in my office, 3028 Deerfield Hall
- Eman: Thursday April 6th at 4pm.
- Jerry: Mon. April 10th 11-1 in 3050 Deerfield Hall
- Jerry: Tues. April 11th 11-1 in 3050 Deerfield Hall
- Quiz Solutions 1-10
- Syllabus
- Formula Sheet and Identifiability Rules
- Final Formula Sheet: PDF View LaTeX Download LaTeX
- Identifiability Rules: PDF View LaTeX Download LaTeX
- Combined Formula sheet and rules: PDF This is what you will get with Quiz Eleven and the final exam.
- Computing Resources: Information and Links.
- Assignments
- Assignment One: Quiz on Wednesday Jan. 11th in tutorial. This is mostly review.
- Assignment Two: Quiz on Wednesday Jan. 18th in tutorial. If you are not comfortable with the mechanics of deriving maximum likelihood estimates, please see Section A.6.3 starting on Page 150 in Appendix A below, and try Exercises A.6.3 before doing the non-SAS part of this assignment. Supposedly, students who have had STA260 or 261 should not need this, but it may help anyway. Bring a calculator to the quiz. You will not need a formula sheet.
- Assignment Three: Quiz on Wednesday Jan. 25th in tutorial. The formula sheet will be supplied. Bring a calculator.
- Assignment Four: Quiz on Wednesday Feb. 1st in tutorial. Bring a calculator.
- Assignment Five: Quiz on Wednesday Feb. 8th in tutorial. Bring a calculator.
- Assignment Six: Quiz on Wednesday Feb. 15th in tutorial. Bring a calculator.
- Assignment Seven: Quiz on Wednesday March 1st in tutorial. Bring a calculator.
- Assignment Eight: Quiz on Wednesday March 8th in tutorial. Bring a calculator.
- Assignment Nine: Quiz on Wednesday March 15th in tutorial. Bring a calculator.
- Assignment Ten: Quiz on Wednesday March 22nd in tutorial. Bring a calculator.
- Assignment Eleven: Quiz on Wednesday March 29th in tutorial.
- Final Computer Assignment: Exam on Wednesday April 12th.
- Lecture Overheads
- Introduction to structural equation models
- Introduction to SAS
- SAS Example One: Read and describe the cars data, basic correlation and regression.
- Matrices and random vectors (mostly review)
- Statistical models and estimation
- SAS Example Two: Surface regression on the SAT data using proc calis.
- Omitted Variables (and instrumental variables)
- Likelihood Ratio Tests
- Introduction to regression with measurement error
- Including measurement error in the model: A first try
- Double Measurement Regression
- PDF View LaTeX Download
- SAS Example Three: Simple Double Measurement
- SAS Example Four: Double measurement analysis of the BMI Health Study
- Instrumental variables again
- SAS Example Five: Numerical nightmares
- The General Model
- SAS Example Six: The Brand Awareness Study
- View Lecture
- Download everything including graphics files.
- Exploratory Factor Analysis
- Confirmatory Factor Analysis Part One
- Confirmatory Factor Analysis Part Two
- Rules for Two-stage Proofs of Identifiability
- Apply Identifiability Rules
- SAS Example Seven: The Diversity Study
- View Lecture
- Download everything including graphics files.
- Background for the Personality and Job Satisfaction example
- SAS Example Eight: Personality, Job Satisfaction and Performance
- View Lecture
- Download everything including graphics files.
- Textbook
- Appendix A: Review and background material. This goes considerably beyond what will be covered in lecture. You are responsible for what is in the assigned homework, not what's in the text.
- Chapter Zero: Regression with measurement error, Part One. This chapter is incomplete; the last section is under revision.
- Appendix B: Symbolic Mathematics with Sage. It's incomplete. I'm still working on the description of the sem package.
- Chapter One: Introduction to the full structural equation model with some discussion of original and surrogate models.
- Home page for the textbook. This has the more or less current version of the full book. The current version will change without notice throughout the term. 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)
- SAS proc calis manual: This is a big document, 2.3MB and 662 pages. You are not expected to look at it.
- Brunner and Austin (2009): "Inflation of Type I error rate in multiple regression when independent variables are measured with error"
- Slide show about proc calis by the leader of the team at SAS. It's quite informative even though most of the sample code uses the path syntax while we are using lineqs. The examples with path diagrams are very nice. Dr. Yung uses the term "structural" model to refer to the latent variable model.
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.