R code for Propensity Score Weighting

Here is R code for propensity scores, covered in the last couple of lectures (thanks to Chris Tausanovitch).

Problem Set 3

Here is the final problem set, which covers weighting-based corrections for nonresponse and self-selection. To make things simpler, I have created an  .Rdata file which has a self-weighting subset of the November 2008 CPS. This was created by sampling the entire CPS file described in the problem set with probability proportional to the weights. The file is smaller--10,000 rows--and does not need to be weighted, which makes it easier to use with either glm or the quantile functions. The .Rdata file also includes the ANES Internet panel data and all categorical variables in both data frames have been made into factors (with appropriate labels).

Almost done...

Here and here are the lecture notes from Wednesday and Monday, respectively, though the latter cover the material I should have done before the former.

References on Bayesian Statistics

Here are a few references that will give you the basic ideas and some simple examples of Bayesian statistics in under an hour:

• Evans and Rosenthal, Probability and Statistics: The Science of Uncertainty, 2nd ed. (Freeman, 2010), chapter 7, sections 1-4. (This is the textbook I'm planning on using in 350A in the fall. Unfortunately, it's rather expensive.)
• Ron Christensen has posted chapters of a forthcoming textbook on Bayesian inference on his website. Chapter 1 provides the basic ideas with just enough of the mathematics to get by.
• Gelman et al., Bayesian Data Analysis, 2nd ed. (Chapman & Hall, 2005) is one of my favorite books, but it will take you a lot longer than an hour to cover the basic material in chapters 1-2.
• The same comment applies to Simon Jackman's Bayesian Analysis for the Social Sciences (Wiley, 2009), introduction and chapters 1-2. Simon also has an excellent chapter on hierarchical modeling (chapter 7), so you should definitely buy the book. I will try to give you the Esperanto version.

Raking and Calibration

Here are the notes on raking (and R code) and here are the notes on calibration (and R code).

More notes

Notes on PPS sampling are here and today's notes (the first installment on nonresponse) are here. These are both a bit rough.

Problem Set 2

The data for problem set 2 is here for 2008 and here for 2004.