課程資訊
課程名稱
應用統計與量化分析
Applied Statistics for Social Science Research 
開課學期
107-2 
授課對象
社會科學院  公共事務研究所  
授課教師
黃心怡 
課號
GIPA5009 
課程識別碼
343 U0090 
班次
 
學分
2.0 
全/半年
半年 
必/選修
必修 
上課時間
星期二3,4(10:20~12:10) 
上課地點
社科研605 
備註
總人數上限:35人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1072GIPA5009_ 
課程簡介影片
 
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課程概述

In this course, I will give a graduate level of introduction to regression models, which are commonly used in policy research, political science, and many other social science fields. This course focuses on linear regression models with interval variables (mostly cross-sectional analysis). The course starts with descriptive statistics. We will learn the basic properties of estimators, hypothesis testing, and the uses of many varieties of independent variables. We will also discuss the casual modeling as a way of understanding the inter-relationships among variables and of understanding why regression coefficients change. Then, the course will cover statistical inference, discussing the assumptions behind the classical linear regression models. Finally, we discuss the implications of a variety of violations of the classical assumptions. The course will also cover some basic concept of time-series model and limited variable models.
The course consists of lectures, discussions, exams, and homework assignments. We all know that the best policy to learn statistics is by doing it. Hence, there will be computer assignments to give you practical experience with using STATA and applying the statistical techniques.
 

課程目標
待補 
課程要求
Class participation 10%
Homework 40%
Midterm examination 25%
Final examination 25%
作業需要使用STATA 12 or newer version 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
Wooldridge, J., Introductory Econometrics: A Modern Approach, 5th Ed, South-Western. (華泰代理) 
參考書目
待補 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
第1週
2/19  Course Introduction
Introduction to probability
Wooldridge, Appendix B, Chapter 1
 
第2週
2/26  Bivariate regressions and multiple regressions: estimation and interpretation
Wooldridge, Chapter 2, 3, 7
Introduction to Stata I: basic syntax (資料匯入、清理、建立新變數)
 
第3週
3/05  Introduction to Stata II (continue) 
第4週
3/12  Interaction terms and curvilinear relationships
Wooldridge, Chapter 6, 7
 
第5週
3/19  Strength of Relationships and Inference in Regression Analysis
What is p-value?
Wooldridge, Chapter 4
課堂討論文章:
The fickle P value generates irreproducible results, Nature Methods, 2015
(https://www.nature.com/articles/nmeth.3288) 
第6週
3/26  Multiple Regression: Asymptotics and some other issues
Wooldridge, Chapter 5, 6, 7
課堂討論文章:
S.B. Dale and A.B. Krueger, “Estimating the Return to College Selectivity over the Career Using Administrative Earnings Data,” The Journal of Human Resources, 2014
Causal Modeling 
第7週
4/02  國定假日放假: 春假 
第8週
4/09  Mis-specification, Measurement Error, and Missing Data
Wooldridge, Chapter 9 
第9週
4/16  Midterm exam 
第10週
4/23  Instrumental Variable
Wooldridge, Chapter 15
課堂討論文章:
 
第11週
4/30  Heteroskedasticity & Multicollinearity
Wooldridge, Chapter 8 and 3.4
 
第12週
5/07  Time-Series Analysis
Wooldridge, Chapter 10
 
第13週
5/14  Panel data analysis
Wooldridge, Chapter 13-14
Ashenfelter, O., and A. Krueger. "Estimates of the Economic Returns to Schooling from a New Sample of Twins." American Economic Review 84, no. 5 (December 1994): 1157-1174.
 
第14週
5/21  Catch up and perhaps some treatment effect estimation 
第15週
5/28  研究週 
第16週
6/04  Limited dependent variable models
Wooldridge, Chapter 17 
第17週
6/11  Catch up or other issues in logit/probit models 
第18週
6/18  Final exam