STA 313F 2004

Topics in Statistics: Structural Equation Models

University of Toronto at Mississauga, Fall 2004

Lecture: Monday and Wednesday 11:10-12:00 p.m., Room 3093, South Building

Tutorial: Friday 11:10-12:00 p.m., Room 3093, South Building

(Quizzes are in tutorial)

This page is under construction, and will be updated frequently throughout the course.

Take a look at your quiz marks. If our records disagree, please bring the marked quiz or quizzes to my office hours and we will get it straightned out.

Office hours during the week of the exam.

• Tuesday Dec. 14th: 12-2pm
• Thursday Dec. 16th: 10am-2pm

Take another look at the UPDATED information about the final exam

• Course Outline
• Formula sheet
• Email Questions from Students, with answers. Most recent first.
• Assignments
  1. Assignment 1: Quiz on Sept. 24th in tutorial. Here are the data for Question 6. Copy and paste.
  2. Assignment 2: Quiz on Oct. 8th in tutorial. Here are the data for the computer questions. Copy and paste.
  3. Assignment 3: Quiz on Oct. 22nd in tutorial. Here are the data for the computer question. Copy and paste.
  4. Assignment 4: Quiz on Nov. 5th in tutorial. Here is chain3.dat, the data file for the computer questions. Copy and paste. You may use mvnLL.R for Question 3. Copy and paste.
  5. Assignment 5: Quiz on Nov. 19th in tutorial. Here is wishbone.dat, the data file for the computer question. Copy and paste. You will be given a copy of the formula sheet (or part of it) for the quiz.
  6. Assignment 6: Quiz on Friday Dec. 3d in tutorial, or possibly Monday Dec. 6th in lecture. You will be given any formulas you need.
  7. Final Assignment: This covers material between Assignment 6 and the end of class.
• Computer handouts: Please print and bring to class. You may want to write notes on them.
  1. Handout 1: MLE with R
  2. Handout 2: Likelihood Ratio Tests with R
  3. Handout 3: Numerical MLE for the Multivariate Normal
  4. Handout 4: Simple Regression as a Structural Equation Model
  5. Handout 5: Regression with SAS
  6. Handout 6: Simple Regression as a Structural Equation Model with SAS
  7. Handout 7: Path Model 1 with R
  8. Handout 8: Path Model 1 with SAS
  9. Handout 9: Path Model 2a with R
  10. Handout 10: Path Models 2a and 2b with SAS
• Textbook substitutes
  • Introduction to R by Jerry
  • Large-sample Likelihood Ratio Tests

  • Structural Equation Models Book: This out-of-print book is very nice, though it is geared to Sociology grad students. Please do not print the whole thing at first unless you can do it for free. My suggestion is that you print only when reading material is assigned. Some chapters will serve only as background or supplements to the lectures. For example, you should print Chapter 1, since it is needed for Assignment 2. But hold off on the rest for now.

    • Chapter 1
    • Chapter 2
    • Chapter 3
    • Chapter 4
    • Chapter 5
    • Chapter 6
  • Random matrices: Background material on matrix-valued random variables.
  • The Multivariate Normal distribution.
  • Brief Introduction to SAS.
  • Overhead with the LISREL notation.
• Supplemental Material and Links
  • U of T Computing Services (Computer Accounts, Internet access, downloads, etc.)
  • The R programming environment
    • Stat Dept. help page on S and R
    • R Manual (100 pages, very nice)
    • More about R
    • Get a free copy of R.

If you are connecting from a computer not located on campus, you may need to download Adobe Acrobat Reader (free software) in order to see mathematical text, including the assignments.