The calendar below lists the tentative course topics. The dates listed are subject to change at the instructor’s discretion.
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Date
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Reading
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Topic
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Notes
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Sept. 07
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Welcome to EPsy 8264
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Unit 01: Mathematical and Computational Foundations
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Sept. 09
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Introduction to Matrix Algebra
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Sept. 14
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Sept. 16
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OLS Regression using Matrices and its Properties
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Sept. 21
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Unit 02: Simulation
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Sept. 23
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Simulating from the Regression Model
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Sept. 28
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Sept. 30
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Unit 03: Regression Diagnostics
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Oct. 05
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Regression Diagnostics
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Oct. 07
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Unit 04: Tools for Dealing with Heteroskedasticity
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Oct. 12
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Variance Stabilizing Transformations
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Oct. 14
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Weighted Least Squares (WLS) and Sandwich Estimation
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Unit 05: Diagnosing Collinearity and Tools for Dealing with It
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Oct. 19
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Diagnosing Collinearity
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Oct. 21
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Principal Components Analysis via Spectral Decomposition
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Oct. 26
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Principal Components Analysis via Singular Value Decomposition
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Oct. 28
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NO CLASS: Mental Health Day
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Nov. 02
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SVD using Different Inputs
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Nov. 04
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Biased Estimation: Ridge Regression
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Nov. 09
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Unit 05: Model Selection
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Nov. 11
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Model Selection Activity
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Nov. 16
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Model Selection: The ‘Vintage’ Methods
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Nov. 18
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Nov. 23
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Model Selection: Cross-Validation Methods
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Nov. 25
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NO CLASS — Thanksgiving Break
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Nov. 30
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Model Selection: Cross-Validation Methods
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Unit 06: Path Analysis
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Dec. 07
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Regression from Summary Measures
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Dec. 07
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Path Analysis
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Dec. 09
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Dec. 14
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NO CLASS
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