Statistics 209 / HRP 239/ Education 260
Winter 2013
Understanding Statistical Models and their Social Science Applications

David Rogosa
rag {AT} stat {DOT} stanford {DOT} edu

Lecture: TTh 12:50-2:05, Sequoia 200
course web page at http://www-stat.stanford.edu/~rag/stat209/

To see full course materials from Winter 2012 go here

Instructor. David Rogosa, Sequoia 224,  rag {AT} stat {DOT} stanford {DOT} edu.
Office hours T 2:30-3:15.
TA, Julia Fukuyama   Sequoia 211  office hour Th 9:30-10:30.    jaf88 {AT} stanford {DOT} edu

Registrar's Information
```STATS  209 - 01   Understanding Statistical Models and their Social Science Applications
Stanford University | 2012-2013 Winter | Lecture
Meeting Information
Days & Times TuTh 12:50PM - 2:05PM
Room 	Sequoia Hall 200 	Instructor David Rogosa
Combined Section
EDUC 260X-01 LEC (5625) 	STATISTICAL MODELS
STATS 209-01 LEC (19503) 	STATISTICAL MODELS
HRP 239-01 LEC (55174) 	STATISTICAL MODELS
Description
Critical examination of statistical methods in social science applications, especially for
cause and effect determinations. Topics: path analysis, multilevel models, matching and
propensity score methods,  analysis of covariance, instrumental variables, compliance,
longitudinal data, mediating and moderating variables. Prerequisite: intermediate-level statistical methods
```
Course Overview
For students who have had intermediate-level instruction in statistical methods including multiple regression, logistic regression, log-linear models.
At the very least, the content of the course should provide some consolidation of previous instruction in statistical methods. The goal is also to instill some introspection and critical analysis for the uses of statistical methods common in social science and medical applications.   The focus of the course is on understanding what useful information statistical modeling can provide in experimental and especially non-experimental social science settings.

Quick Course Outline
```Week 1. Course Introduction;  properties of regression models
Week 2. Experiments vs observational studies;  Neyman-Rubin-Holland formulation
Week 3. Path analysis and causal modeling, multiple regression with pictures
Week 4. Multilevel data. Contextual effects, aggregation bias, random effects models
Week 5. The many uses and forms of analysis of covariance (including regression discontinuity designs)
Week 6. Instrumental variable methods, simultaneous equations, reciprocal effects
Week 7. Compliance and experimental protocols; encouragement designs; intent to treat
Week 8. Matching and propensity score methods
Week 9. Time-1, Time-2 group comparisons for experimental and non-experimental designs:
including Lord's paradox, predictors of change, Repeated Measures Anova,
Dead Week overflow and course summary. discussion of case studies```

Textbooks.    Class texts on reserve at Math/CS library
The course was created around David Freedman's text, and covers that material using auxiliary texts and online materials. One intent of this course is for students to read some statistical literature and actual research reports to augment the texts (on that theme Freedman's text actually includes reprints of four published empirical research papers which are also available through Jstor).
Statistical Models: Theory and Practice David Freedman (2005) Revised edition (2009).
Primary resource for R and data analysis.
Data analysis and graphics using R (2007) J. Maindonald and J. Braun, Cambridge 2nd edition 2007. 3rd edition 2010    short draft version in CRAN
Text resource page      UCLA DAAG page      R-packages for Text Data Sets etc    R-Package DAAG    R-Package DAAGxtras

Auxiliary texts, also on reserve at Math/CS library.
Jan de Leeuw, Preface to Berk's "Regression Analysis: A Constructive Critique"  Some Berk chapters linked in lecture material
Data analysis and regression: A second course in statistics. Mosteller, F. and Tukey, J. W. (1977) (the green book)
Matched Sampling for Causal Effects, Donald B. Rubin Cambridge University Press 2006
Observational Studies Paul R. Rosenbaum, Publisher: Springer; 2 edition (January 8, 2002)
David Freedman Statistical Models and Causal Inferencee Cambridge 2010 ISBN 978-0-521-19500-3

Homework and exams. Weekly homework assignments following class content will be posted, with solutions posted the next class cycle. Homeworks are not graded.
Assessment. Two take home problem sets will be scheduled:
TH1 covering content weeks 1-4.
TH2 covering content weeks 5-8.
In class exam, Exam 3 scheduled by registrar, exam week: Thursday, March 21, 2013 7:00-10:00 p.m (Classes meeting 12, 1:15 p.m. only on Tues., Thurs). If needed, Exam 3 can be taken remotely).
Course Assignments Page

Statistical computing
Class presentation will be in, and students are encouraged to use, R, (with occasional reference SAS, Mathematica, and Matlab). Students can use whatever they are comfortable with.
1/7/09.  NYTimes endorses R: Data Analysts Captivated by R's Power

We have a set of 4 computer labs to supplement lecture materials.
Lab 1. Multiple regression basics  Lab1 posted 1/18/13
Lab 2, random-effects models for multilevel data: High School and Beyond example.   Lab2, exposition and commands        Lab 2, Rogosa R-session (nlme legacy version)      Lab2 (abbreviated version) using lme4, lmer    Lecture slide, lme lmer for Bryk data
For those who are strapped for time or otherwise saturated, I provide a full single Bryk dataset           Lab 2 posted 1/29/13
Lab 3, Instrumental Variables.   Lab3, exposition and commands       Lab 3, Rogosa R-session   Mroz87 data description     Lab3 posted 2/13/13
Lab 4, Matching and propensity scores.   Lab4, exposition and commands       Lab 4, Rogosa R-session  posted 2/23/13

Current version of R is R version 2.15.2 (Trick or Treat), released on 2012-10-26. For references and software: The R Project for Statistical Computing   Closest download mirror is Berkeley
The CRAN Task View: Statistics for the Social Sciences provides an overview of relevant R packages. Also of interest are CRAN Task View: Psychometric Models and Methods and CRAN Task View: Design of Experiments (DoE) and Analysis of Experimental Data
Among the infinite number of introduction to R resources is John Verzani's page A good R-primer on various applications (repeated measures and lots else). Notes on the use of R for psychology experiments and questionnaires Jonathan Baron, Yuelin Li.   Another version
Even more stuff:   According to Peter Diggle: "The best resource for R that I have found is Karl Broman's Introduction to R page."   And a remarkably useful set of R-resources from Murray State
Wm. Revelle who develops the psych package also has a draft text which covers standard statistics plus specialized measurement topics (plus other R intros)
For those with a life sciences background a useful resource may be the book Analysis of epidemiological data using R and Epicalc and the Epicalc package.
An additional R resource that is efficient if you are experienced with another statistical package is a presentation An Introduction to R, John Verzani  For categorical data, especially if you've had a course using Agresti, the lengthy guide by Laura Thompson has more than you want to know. For introductory materials on R see the 2007 Stat141 site, especially the Course Files and Examples page.

Case Studies in Cause and Effect

Freedman text includes a series of older social science publications as case studies.

1. Smart Babies
Upside
a. Breastfeeding Boosts Kids' Brains, Especially Boys'   Do Breast-Fed Baby Boys Grow Into Better Students?   Publication: Breastfeeding Duration and Academic Achievement at 10 Years. Wendy H. Oddy, Jianghong Li, Andrew J. O. Whitehouse, Stephen R. Zubrick, Eva Malacova. Pediatrics; Vol 127, Numb 1, Jan 2011
b. Extended Womb Time Makes Better Students      More time in womb tied to better academic performance later in life    Publication: Noble KG, et al. Academic achievement varies with gestational age among children born at term Pediatrics 2012; DOI: 10.1542/peds.2011-2157.
Downside
c. Moderate drinking in pregnancy 'harms IQ'     Just one glass of wine a week while pregnant 'can harm a baby's IQ'    Publication: Fetal Alcohol Exposure and IQ at Age 8: Evidence from a Population-Based Birth-Cohort Study. PLoS ONE 7(11): e49407. doi:10.1371/journal.pone.0049407

2. Is TV bad or is it bad parenting? Attention Deficit Disorder and TV
and should the question be answered with LISREL (structural equation models)
2004 version : Pediatrics. 2004;113:708-713. Christakis DA, Zimmerman FJ, DiGiuseppe DL, McCarty CA. Early television exposure and subsequent attentional problems in children.   Publication      press release          audio NPR interview
2006 reversal? (with LISREL) Pediatrics. March 2006. Stevens T and Mulsow M. There is no meaningful relationship between television exposure and symptoms of attention-deficit hyperactivity disorder. Pediatrics. 2006; 117(3):665-672.
News Reports: TV may not cause kids' attention disorders   Researchers say TV is not to blame for ADHD
Good general commentary in Slate Feb '06 The Benefits of Bozo Proof that TV doesn't harm kids.

Or maybe it is what you eat?
Diet May Help ADHD Kids More Than Drugs     Food additives and hyperactive behaviour in 3-year-old and 8/9-year-old children in the community: a randomised, double-blinded, placebo-controlled trial.
Or maybe it is genetic?
Study finds first evidence that ADHD is genetic      Clues to the Genetic Roots of ADHD      Publication: Rare chromosomal deletions and duplications in attention-deficit hyperactivity disorder: a genome-wide analysis The Lancet, Volume 376, Issue 9750, Pages 1401 - 1408, 23 October 2010
Or Domestic Violence?

Auxiliary notes This research example raises an important theme of this course-- similarities (often indistinguishability) between social science and medical research. Is the TV and ADHD child development or medical research? (point being the division is often unclear or unuseful)
further aside: ADHD medication: Prescribing of hyperactivity drugs is out of control    ADHD on the Rise: Almost One in 10 Children Diagnosed, Says CDC;

As with most important issues, definitive wisdom is provided by South Park via Cartman: here, episode 404 (4/19/2000), episode summary     and  episode video

3. Money and Happiness
Would You Be Happier If You Were Richer? A Focusing Illusion
Science 30 June 2006: Vol. 312. no. 5782, pp. 1908 - 1910, Daniel Kahneman Alan B. Krueger, David Schkade, Norbert Schwarz, Arthur A. Stone
Or is it age-dependent?  The Midlife Happiness Crisis    Is Well-being U-Shaped over the Life Cycle? David G. Blanchflower, Andrew Oswald NBER Working Paper No. 12935 February 2007.
Same for Apes? Evidence for a midlife crisis in great apes consistent with the U-shape in human well-being PNAS, Proceedings of the National Academy of Sciences, 2012
It's not TV? Unhappy People Watch TV, Happy People Read/Socialize  Publication What Do Happy People Do? John P. Robinson and Steven Martin Soc Indic Res (2008) 89:565-571
Is Happiness Overrated? Study Finds Physical Benefits to Some (Not All) Good Feelings
Or, instead, does money cause evil?  Shame on the Rich Science News, February 2012. Higher social class predicts increased unethical behavior PNAS 2012

4. Kindergarten and Money
\$320,000 Kindergarten Teachers
Paper: HOW DOES YOUR KINDERGARTEN CLASSROOM AFFECT YOUR EARNINGS? EVIDENCE FROM PROJECT STAR Raj Chetty, Harvard University and NBER John N. Friedman, Harvard University and NBER Nathaniel Hilger, Harvard University Emmanuel Saez, UC Berkeley and NBER Diane Whitmore Schanzenbach, Northwestern University and NBER Danny Yagan, Harvard University March 2011.   Policy Brief, Kennedy School of Government Talks: How Does Your Kindergarten Classroom Affect Your Earnings? Evidence from Project STAR Raj Chetty, Harvard   another version
Using R. Tennessee's Student Teacher Achievement Ratio (STAR) from Creating an R data set from STAR Douglas Bates
Other Studies: Long-Term Effects of Class Size Peter Fredriksson, Bjorn Ockert and Hessel Oosterbeek The Quarterly Journal of Economics (2012)
Effect of Class Size in Grades K-3 on Adult Earnings, Employment, and Disability Status: Evidence from a Multi-center Randomized Controlled Trial Elizabeth Ty Wilde, PhD Jeremy Finn, PhD Gretchen Johnson, MA Peter Muennig, MD, MPH Journal of Health Care for the Poor and Underserved 22 (2011): 1424-1435.
More economists on Early Education: Jim Heckman. It Pays to Invest in Early Education Says a Nobel Economist Who Boosts Kids' IQ

5. Beer and productivity
NY Times: For Scientists, a Beer Test Shows Results as a Litmus Test   Slashdot Scientists' Success Or Failure Correlated With Beer   but Beer-Drinking Scientist Debunks Productivity Correlation   21/03: In Defense of Beer-Drinking Scientists
Publication. A possible role of social activity to explain differences in publication output among ecologist Thomas Grim Oikos, 2008 Abstract  Beer Scatterplot
Collection: Beer vs. science -- first laugh, then think (what to drink:-) Selection of media reports, interviews and commentaries on probably the most discussed ecological paper of the year 2008
Not too late: Starting Drinking in Middle Age Reduces Cardiovascular Risk

6. God and IQ
High IQ turns academics into atheists
Why people who believe in God 'are more likely to have a lower IQ'
Publication. Lynn, Richard; John Harvey and Helmuth Nyborg. "Average intelligence predicts atheism rates across 137 nations". Intelligence 2008. Elsevier Inc. doi:10.1016/j.intell.2008.03.004