Tutorials Friday 5:10-6:00 p.m. in MN1170. Regular quizzes are in tutorial.
Office hours Tuesday 2-3 and Thursday 1-3 in 3028 Deerfield Hall.
Piazza: A good place to share information and insights with other students, as well as getting answers from the instructors and other students:
https://piazza.com/utoronto.ca/winter2023/sta431.
Note: This page is under construction, and will be updated frequently throughout the term.
Quizzes are posted below, with solutions.
Office hours for the final exam. These are not review sessions; since you have my answers to all the homework problems, there is more than enough material to review. These office ours are for clearing up any remaining issues, including errors in the solutions. I assume there must be some. Want me to re-explain something? I'm happy to do it.
- Thursday April 13th: 1-2 pm.
- Tuesday April 18th: 12-1 pm.
- Saturday April 22nd: 1-2 pm.
Final exam review materials are posted HERE.
- Syllabus
- Formula Sheet
- Formula sheet for Quiz 10 and the Final Exam
- Parameter Identifiability Rules
- R code from lectures: This is a plain text file with just the code and no explanation, suitable for copying and pasting. I will try to keep it up to date.
- Final exam review materials
- Assignments
- Assignment 1: Mostly review of scalar variance and covariance calculations.
Quiz on Friday Jan. 20th in tutorial. - Assignment 2: Matrices and random vectors, excluding MVN.
Quiz on Friday Jan. 27th in tutorial. - Assignment 3: MVN, MLE, Consistency
Quiz on Friday Feb. 3 in tutorial. - Assignment 4: Testing, Random explanatory variables
Quiz on Friday Feb. 10th in tutorial. - Assignment 5: Omitted variables and instrumental variables
Quiz on Friday Feb. 17th in tutorial. - Assignment 6: Measurement error, regression with measurement error
Quiz on Friday March 10th in tutorial. - Assignment 7: Double measurement regression, instrumental variables again, extra response variables.
Quiz on Friday March 17th in tutorial. - Assignment 8: The General Structural Equation Model, a bit of The Latent Variable Model, and also Brand Awareness with lavaan might be helpful.
Quiz on Friday March 24th in tutorial. - Assignment 9: Principal components, Exploratory factor analysis, Rotating principal components
Quiz on Friday March 31st in tutorial. - Assignment 10: Confirmatory factor analysis
Quiz on Monday April 10th, makeup day, usual tutorial time and location. - Assignment 11: Farm Co-op Manager data, for the final exam
- Assignment 1: Mostly review of scalar variance and covariance calculations.
- Lectures
- Overview
- More Linear Algebra
- PDF LaTeX Long version with too much detail.
- Random Vectors and Multivariate Normal
- Estimation
- PDF LaTeX Download zip archive, including graphics files.
- Testing Hypotheses
- PDF LaTeX Download zip archive, including graphics files.
- Regression with Random Explanatory Variables
- PDF LaTeX Download zip archive, including graphics files.
- Omitted Variables
- PDF LaTeX Download zip archive, including graphics files.
- Credit Card Data with lavaan (Instrumental Variables)
- Measurement Error in Regression
- PDF LaTeX Download zip archive, including graphics files.
- Simulation of Measurement Error in the Explanatory Variables
- First Try at including measurement error in regression (Identifiability)
- PDF LaTeX Download zip archive, including graphics files.
- Double Measurement Regression
- PDF LaTeX Download zip archive, including graphics files.
- Little double measurement regression with lavaan
- Bootstrap
- PDF LaTeX Download zip archive, including graphics files.
- The BMI Health Study with lavaan
- PDF OpenOffice.org format Download zip archive, including graphics files.
- The General Structural Equation Model
- PDF LaTeX Download zip archive, including graphics files.
- The Latent Variable Model
- PDF LaTeX Download zip archive, including graphics files.
- Brand Awareness with lavaan
- PDF OpenOffice.org format Download zip archive, including graphics files.
- Principal Components
- Principal Components on the Diversity Data
- Exploratory Factor Analysis
- PDF LaTeX Download zip archive, including graphics files.
- Exploratory Factor Analysis with R
- Diversity data
- PDF OpenOffice.org format Download zip archive, including graphics files.
- Simulated data
- Diversity data
- Rotating Principal Components
- PDF LaTeX Download zip archive, including graphics files.
- Rotating Principal Components with R: Diversity data
- Confirmatory Factor Analysis: Part One
- PDF LaTeX Download zip archive, including graphics files.
- Confirmatory Factor Analysis: Part Two
- PDF LaTeX Download zip archive, including graphics files.
- Confirmatory Factor Analysis with R: Body-Mind data
- Parameter Identifiability Rules
- Applying the Identifiability Rules
- Multi-Group SEM with R
- PDF OpenOffice.org format Download zip archive, including graphics files.
- Analysis of Unstructured Covariance Matrices with R
- Quizzes: Based on the corresponding assignments
- Quiz 1
- Quiz 2
- Quiz 3
- Quiz 4
- Quiz 5
- Quiz 6
- Quiz 7
- Quiz 8
- Quiz 9
- Quiz 10
- Structural Equation Models: An Open Textbook
- Chapter Minus One: Overview, Posted Jan. 3, 2023
- Appendix A: Review and background material, Posted Jan. 3, 2023
- Chapter Zero: Regression with measurement error, Posted Jan. 3, 2023
- Chapter One: Introduction to Structural Equation Models (the General Model), Posted March 7, 2023
- Chapter Two: Exploratory Factor Analysis (including principal components), Posted March 7, 2023
- Chapter Three: Confirmatory Factor Analysis, Posted April 6, 2023
- Full (draft) book: Version 0.10M, Posted Jan. 3, 2023
- Link to textbook website, including LaTeX code and graphics files.
- R Software
- Official R website, including download links and instructions.
- Introduction to R: A very nice 100-page PDF document. Highly recommended if you are going to be using R for serious work. You don't really need it for this class.
All course materials prepared by Jerry (lecture notes and overheads, homework problems, etc.) are licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License. Source code is available.