Political Science 794: Methodology Seminar

Winter 2009
Tuesday 5-8 (7603 HH)
Professor: Walter R. Mebane, Jr.
Office: 7735 Haven Hall (734/763-2220); email wmebane@umich.edu
Office hours: Wed 2-4 or other times by appointment.
Course web page: http://www.umich.edu/~wmebane/ps794.html

Assignment Due Dates
due date	description	weight
TBA	participation	10%
April 28	course paper	90%

Reading Availability

Much of the course will refer to journal articles. One book everyone should buy:

David R. Cox. 2006. Principles of Statistical Inference. Cambridge UP.

Class meeting and reading schedule ($\bullet$ required)

1. Randomization and Compliance (Jan 20)
   • Joshua D. Angrist, Guido W. Imbens and Donald B. Rubin. 1996. Identification of Causal Effects Using Instrumental Variables. Journal of the American Statistical Association 91 (434, Jun.): 444-455.

   • Guido W. Imbens and Donald B. Rubin. 1997. Estimating Outcome Distributions for Compliers in Instrumental Variables Models. The Review of Economic Studies 64 (4, Oct., Special Issue: Evaluation of Training and Other Social Programmes): 555-574.

   • Constantine E. Frangakis and Donald B. Rubin. 2002. Principal Stratification in Causal Inference. Biometrics 58 (1, Mar.): 21-29.

   • Guido W. Imbens and Donald B. Rubin. 1997. Bayesian Inference for Causal Effects in Randomized Experiments with Noncompliance. Annals of Statistics 25 (1, Feb.): 305-327.

2. Statistical Inference (Jan 27)
   • D. R. Cox. Principles of Statistical Inference.

   D. R. Cox and D. V. Hinkley. 1974. Theoretical Statistics. Cambridge UP.

3. Nonparametrics (Feb 3)
   • Jeffrey S. Racine. 2008. Nonparametric Econometrics: A Primer. Foundations and Trends in Econometrics 3 (1): 1-88.

   • Keisuke Hirano, Guido W. Imbens, and Geert Ridder. 2003. Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score. Econometrica 71 (4, July): 1161-1189.

   • Peter Hall, Jeff Racine and Qi Li. 2004. Cross-Validation and the Estimation of Conditional Probability Densities. Journal of the American Statistical Association 99 (468, Dec.): 1015-1026.

   Oi Li and Jeffrey Scott Racine. 2007. Nonparametric Econometrics. Princeton UP.

   Wolfgang Härdle. 1990. Applied Nonparametric Regression. Cambridge UP.

   Adrian Pagan and Aman Ullah. 1999. Nonparametric Econometrics. Cambridge UP.

4. Identification (Feb 10)
   • Rosa L. Matzkin. 2007. Nonparametric Survey Response Errors. International Economic Review 48 (4): 1411-1427.

   • Charles F. Manski. 2007. Partial Identification of Counterfactual Choice Probabilities. International Economic Review 48 (4, Nov): 1429-1439.

   • Judea Pearl. 1995. Causal Diagrams for Empirical Research. Biometrika 82 (4, Dec.): 669-688. (plus discussion, 688-710).

   • Ilya Shpitser and Judea Pearl. 2006. ``Identification of Joint Interventional Distributions in Recursive Semi-Markovian Causal Models,'' In Proceedings of the Twenty-First National Conference on Artificial Intelligence, AAAI Press, menlo Park, CA, 1219-1226, July 2006. Technical Report R-327, February 2006.

   Charles F. Manski. 1995. Identification in the Social Sciences. Harvard UP.

   Charles F. Manski. 2003. Partial Identification of Probability Distributions. Springer.

   Rosa L. Matzkin. 2007. Nonparametric Identification. In James J. Heckman and Edward E. Leamer, eds., Handbook of Econometrics volume 6B. North-Holland. Pp. 5307-5368.

5. Discrete Choice Models: Heterogeneities (Feb 17)
   • Daniel McFadden and Kenneth Train. 2000. Mixed MNL Models for Discrete Response. Journal of Applied Econometrics 15 (5, Sep-Oct): 447-470.

   • Steven Berry and Ariel Pakes. 2007. The Pure Characteristics Demand Model. International Economic Review 48 (4, Nov): 1193-1225.

   Kenneth E. Train. 2003. Discrete Choice Methods with Simulation. Cambridge UP.

6. Structural Dynamic Programming Models (Mar 3)
   • V. Joseph Hotz and Robert A. Miller. 1993. Conditional Choice Probabilities and the Estimation of Dynamic Models The Review of Economic Studies 60 (3, Jul): 497-529.

   • Hiroyuki Kasahara and Katsumi Shimotsu. 2006. Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices. Queenâs Economics Department Working Paper No. 1092.
     http://www.econ.queensu.ca/working_papers/papers/qed_wp_1092.pdf

   • Hiroyuki Kasahara and Katsumi Shimotsu. 2009. Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices. Econometrica 77 (1, Jan): 135-175.

7. Nonparametric Estimation of Dynamic Games (Mar 10)
   • Victor Aguirregabiria and Pedro Mira. 2007. Sequential Estimation of Dynamic Discrete Games. Econometrica 75 (1, Jan.): 1-53.

   • Hiroyuki Kasahara and Katsumi Shimotsu. 2008. Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models. Journal of Econometrics 146 (1): 92-106.

8. BUGS and MCMC (Mar 17)
   • Brooks, S. P. 1998. Markov Chain Monte Carlo Method and its Application. The Statistician 47: 69-100.

   • Brooks, S. P. and A. Gelman. 1998. Alternative Methods for Monitoring Convergence of Iterative Simulations. Journal of Computational and Graphical Statistics 7: 434-455.

   • Spiegelhalter, D. J., N. G. Best, B. P. Carlin and A. van der Linde. 2002. Bayesian measures of model complexity and fit (with discussion). J. Roy. Statist. Soc. B 64: 583-640.

   • Simon Jackman. 2000. Estimation and Inference via Bayesian Simulation: An Introduction to Markov Chain Monte Carlo. American Journal of Political Science 44 (2, Apr.): 375-404.

   Ming-Hui Chen, Qi-Man Shao and Joseph G. Ibrahim. 2000. Monte Carlo Methods in Bayesian Computation. Springer.

   OpenBUGS. http://mathstat.helsinki.fi/openbugs/

   The BUGS Project. http://www.mrc-bsu.cam.ac.uk/bugs/

9. MCMC and Scaling Models (Mar 24)
   • Simon Jackman and Shawn Treier. 2008. Democracy as a Latent Variable. American Journal of Political Science 52 (1): 201-217.

   • Joshua Clinton, Simon Jackman and Douglas Rivers. 2004. The Statistical Analysis of Roll Call Data. American Political Science Review 98 (2, May): 355-370.

   • Michael A. Bailey. 2007. Comparable Preference Estimates across Time and Institutions for the Court, Congress, and Presidency. American Journal of Political Science 51 (3, Jul.): 433-448.

10. quantal response equilibrium models (Mar 31)
    • McKelvey, Richard D., and Thomas R. Palfrey. 1995. Quantal Response Equilibria for Normal Form Games. Games and Economic Behavior 10: 6-38.

    • Goeree, Jacob K., and Charles A. Holt. 2005. An Explanation of Anomalous Behavior in Models of Political Participation. American Political Science Review 99 (May): 201-213.

    • Haile, Philip A., Ali Hortaçsu and Grigory Kosenok. 2007. On the Empirical Content of Quantal Response Equilibrium. Working paper.
      http://www.econ.yale.edu/~pah29/qre.pdf

    • Curtis S. Signorino. 1999. Strategic Interaction and the Statistical Analysis of International Conflict. American Political Science Review 93 (2, Jun.): 279-297.

11. bounded influence estimation (Apr 7)
    • Stefanski, Leonard A., Raymond J. Carroll, David Ruppert. 1986. Optimally Bounded Score Functions for Generalized Linear Models with Applications to Logistic Regression. Biometrika 73 (Aug): 413-424.

    • Hampel, Frank R. and Peter J. Rousseeuw and Elvezio Ronchetti. 1981. The Change-of-Variance Curve and Optimal Redescending M-Estimators. Journal of the American Statistical Association 76 (Sep): 643-648.

    • Croux, Christophe and Peter J. Rousseeuw and Ola Hossjer. 1994. Generalized S-Estimators. Journal of the American Statistical Association 89 (Dec): 1271-1281.

    • Mebane, Walter. R., Jr., and Jasjeet S. Sekhon. 2004. Robust Estimation and Outlier Detection for Overdispersed Multinomial Models of Count Data. American Journal of Political Science 48 (April): 392-411.

12. presentations (Apr 14, 21)