GEORGE
MASON UNIVERSITY
The School of Public Policy
PUBP 705: ADVANCED STATISTICAL METHODS FOR POLICY ANALYSIS
FALL 2002
Basic Course
Information
Instructor: Wayne D. Perry
Office: Finley Building, 212
Telephone: (703) 993-2276
E-mail: wperry@gmu.edu
Meeting: Thursday, 4:30-7:10 p.m.
Room: Enterprise, 76
Office Hrs:
Wednesday 2:00 to 5:00 p.m.
or by appointment
Suggested
Prerequisite
PUBP 704 or equivalent
Required Texts
Kennedy, Peter, A Guide to Econometrics, 4th Ed., MIT Press, 1998
Wonnacott, Ronald J.
and Wonnacott, Thomas H., Regression: A Second Course in Statistics, Krieger,
1986.
Computer Software
SPSS 10.0 for Windows, student version, Prentice Hall, 2000.
References
Pyrczak, Fred, and Bruce, Randall R, Writing Empirical Research Reports: A
Basic Guide for Students of the Social and Behavioral Sciences, Pyrczak
Publishing, 1992.
Salvatore, Dominick,
Theory and Problems of Statistics and Econometrics, Schaums Outline Series,
McGraw Hill, latest Ed.
Wonnacott, Ronald J.
and Wonnacott, Thomas H., Introductory Statistics, John Wiley, Fifth Ed., 1996.
Selected Readings for
Research Project.
Objectives
The course covers classical regression and econometric methods with their
application to public policy analysis. That is, simple and multiple
regression, analysis of variance, time series, and simultaneous equation
structural models. The problems associated with their applications include
specification error, multicollinearity, qualitative categorical variables,
heteroskedasticity, serial correlation, and structural identification. It allows
students to develop analysis skills by homework assignments, discussing sample
empirical studies and models while using the SPSS computer program. Finally,
students will apply these methods to a term research project on data associated
with government programs or public policies.
Requirements
The final grade will be based on (1) class participation/homework problem
sets;
(2) mid-term examination; (3) final examination; and (4) research project. Each
of these four components will contribute equally, 25 percent, toward the final
grade.
OUTLINE
Topic
Chapter in required texts
W&W
Kennedy
Introduction
1
1
Simple Regression Model and Estimations
2
2,3
Multiple Regression and Analysis of Variance
3
3,4,5
Multiple Regression Extensions
-Multicollinearity
4
11
-Nonlinearity
4
6
-Dummy Variables
4
14
-Qualitative Dependent Variables
4
15
Mid Term Examination
Research Project Proposal
Correlation Analysis
5
Serial Correlation
6
8,9
Time Series Analysis
6
17,18
Simultaneous Equations/Regressor Error Correlation
7
9,10
Structural Models and Identification Problems 7,8,9
9,10
Completion of Research Project Paper
Final Examination