The calendar below lists the tentative course topics. The dates listed are subject to change at the instructor’s discretion.
|
|
Date
|
Reading
|
Topic
|
Notes
|
|
|
Sept. 06
|
|
Welcome to EPsy 8264
|
|
|
Unit 01: Mathematical and Computational Foundations
|
|
|
Sept. 08
|
|
Introduction to Matrix Algebra
|
|
|
|
Sept. 13
|
|
|
Sept. 15
|
|
OLS Regression using Matrices and its Properties
|
|
|
|
Sept. 20
|
|
Unit 02: Simulation
|
|
|
Sept. 22
|
|
Simulating from the Regression Model
|
|
|
|
Sept. 27
|
|
|
Sept. 29
|
|
Unit 03: Regression Diagnostics
|
|
|
Oct. 04
|
|
Regression Diagnostics
|
|
|
|
Oct. 06
|
|
Unit 04: Tools for Dealing with Heteroskedasticity
|
|
|
Oct. 11
|
|
Variance Stabilizing Transformations
|
|
|
|
Oct. 13
|
|
Weighted Least Squares (WLS) and Sandwich Estimation
|
|
|
Unit 05: Diagnosing Collinearity and Tools for Dealing with It
|
|
|
Oct. 18
|
|
Diagnosing Collinearity
|
|
|
|
Oct. 20
|
|
|
Oct. 25
|
|
Principal Components Analysis via Spectral Decomposition
|
|
|
|
Oct. 27
|
|
|
Nov. 01
|
|
Principal Components Analysis via Singular Value Decomposition
|
|
|
|
Nov. 03
|
|
Biased Estimation: Ridge Regression
|
|
|
|
Nov. 08
|
|
NO CLASS—Mental Health Break/Andy at a Conference
|
|
|
|
Nov. 10
|
|
Biased Estimation: Ridge Regression
[Notes Updated 11-10-2022]
|
|
|
Unit 06: Model Selection
|
|
|
Nov. 15
|
|
Model Selection Activity
|
|
|
|
Nov. 17
|
|
Model Selection: The ‘Vintage’ Methods
|
|
|
|
Nov. 22
|
|
Model Selection: Cross-Validation Methods
|
|
|
|
Nov. 29
|
|
Unit 07: Path Analysis
|
|
|
Dec. 01
|
|
Regression from Summary Measures
|
|
|
|
Dec. 06
|
|
Path Analysis
|
|
|
|
Dec. 08
|
|
More Path Models
|
|
|
|
Dec. 13
|
|
NO CLASS
|
|