Teaching
Applied Social Statistics
Sociology 500 is the first class in a two-semester statistics sequence for graduate students in Sociology. We also welcome advanced undergraduates and graduate students from other departments. The course assumes some basic mathematical background (e.g. very basic calculus and matrix operations) as well as a basic working knowledge of R. These can both be obtained through the Princeton Sociology Summer Methods Camp.
Soc500 covers probability, regression and basic causal inference. My version of the second course in the sequence, Soc504, covers maximum likelihood, generalized linear models and assorted topics.
Upon completing this course you should be well-positioned to read this paper which I wrote with my (now former) graduate students Ian Lundberg and Rebecca Johnson. It covers our broader estimand-focused perspective that in many ways infuses the whole course.
Two Important Notes
1) Credit
My personal philosophy on teaching preparation is that it is best to stand on the shoulders of giants; that is, I would rather spend several hours improving/tweaking/remixing a set of already strong slides than recreating some from scratch just so they are completely unique. Thankfully, I have access to a network of generous scholars who have been willing to share their materials.
Many of the slides linked below are either taken directly from others or are adapted from their original design- I, of course, take responsibility for any errors that remain.
The Soc500 course design is in many ways a reinterpretation/combination of courses by Matt Blackwell, Adam Glynn and Jens Hainmueller.
I have also drawn material from Joe Blitzstein, Justin Grimmer, Erin Hartman, Chad Hazlett, Kosuke Imai, Gary King, Kevin Quinn, Matt Salganik, Teppei Yamamoto and many more. All of these scholars have kindly allowed me to post here.
Whenever material is drawn from someone they are credited at the bottom of the title slide or as a one-off on the individual slide where their material is used. If you believe your material was used here without attribution, please reach out to me and let me know so I can correct it.
This class is not sustainable without great teaching assistants. I have posted materials from precepts (sections run by the teaching assistants or preceptors as we call them here). These materials have been developed by previous teaching assistants of mine. I also initialized these materials using material I developed while a teaching assistant at Harvard which in turn built on previous generations of teaching assistants at Harvard's Department of Government and Harvard's Statistics Department.
It is often difficult to find the original source of these materials, but if you developed some of the materials you see here- please reach out and let me know.
My amazing prior preceptors:
- 2015: Clark Bernier and Elisha Cohen
- 2016: Ian Lundberg and Simone Zhang
- 2018: Alex Kindel, Shay O'Brien, Ziyao Tian
- 2020: Emily Cantrell and Alejandro Schugurensky
- 2022: Max Fineman and Angela Li
- 2024: Sofia Avila and Christina Pao
2) Style and Form
This course was taught twice a week for an hour and a half. Each lecture is a week's worth of material except Lecture 1 (one class) and another lecture (three classes) due to the nature of the schedule. I talk very quickly which is why we cover so much ground. Stylistically I see class as an opportunity to expose people to new ideas and it is through the weekly problem sets and precepts that the material is really solidified. So if the pace seems almost inconceivably fast, that's why.
Materials
I have included both slide and handout forms of the lectures. They are intended to be viewed in slide form and while I have tried my best, the handouts do not always do justice to what is intended on the slides. For precept materials there are typically slides and occasionally additional materials. Materials from older versions of the class are below the most recent iteration.
If you see a typo or other error- please email me!
2024
Week 1: Introduction and Probability
September 3/5
Week 2: Random Variables
September 10/12
Week 3: Learning from Random Samples
September 17/19
Week 4: Hypothesis Testing and Causal Inference
September 24/26
Week 5: Frameworks for Causal Inference
October 1/3
Week 6: Estimating Conditional Expectation Functions
October 8/10
Fall Break
Week 7: Linear Regression Theory and a Second Predictor
October 22/24
Week 8: Multiple Regression
October 29/31
Week 9: Regression Diagnostics
November 5/7
Week 10: Causality with Measured Confounding
November 12/14
Week 11: Causality with Unmeasured Confounding
November 19/21
2022
Week 1: Introduction and Probability
September 7
Week 2: Random Variables
September 12/14
Week 3: Learning from Random Samples
September 19/21
Week 4: Testing/Regression
September 26/28
Week 5: Simple Linear Regression
October 3/5
Week 6: Linear Regression with Two Regressors
October 10/12
Fall Break
Week 7: Multiple Regression
October 24/26
Week 8: What Can Go Wrong and How To Fix It, Diagnostics and Solutions
October 31/November 2
Week 9: Frameworks for Causal Inference
November 7/9
Week 10: Causality with Measured Confounding
November 14/16
Week 11: Causality with Unmeasured Confounding
November 28/30
Week 12: Repeated Observations and Panel Data
December 5/7
2020
NB: materials this year are partitioned into much small sections because they were filmed for a flipped classroom. Precepts this year covered exclusively coding material and were recorded as videos.
Lecture 1: Introduction and Probability
August 31
Lecture 2: Random Variables
September 7
Lecture 3: Learning from Random Samples
September 14
Lecture 4: Hypothesis Tests and What is Regression?
September 21
Lecture 5: Simple Linear Regression
September 28
Lecture 6: Linear Regression with Two Regressors
October 5
Lecture 7: Multiple Regression
October 12
Lecture 8: Diagnostics
October 19
Lecture 9: Regression in the Social Sciences and Frameworks for Causal Inference
October 26
Lecture 10: Causality with Measured Confounding
November 2
Lecture 11: Causality with Unmeasured Confounding
November 9
Lecture 12: Repeated Observations and Panel Data
November 16
2018
Lecture 1: Introduction and Probability
September 12
Precept 1: Probability, Simulations, Working With Data
September 13 · Shay O'Brien
Lecture 2: Random Variables
September 17-19
Precept 2: Random Variables
September 20 · Alex Kindel
Lecture 3: Learning from Random Samples
September 24-26
Precept 3: Random Samples
September 27 · Ziyao Tian
Lecture 4: Testing and Regression
October 1-3
Precept 4: Hypothesis Testing
October 4 · Alex Kindel
Lecture 5: Simple Linear Regression in Scalar Form
October 8-10
Precept 5: Simple OLS
October 11 · Shay O'Brien
Lecture 6: Linear Regression with Two Regressors
October 15-17
Precept 6: Regression
October 18 · Alex Kindel
Lecture 7: Multiple Linear Regression
October 22-24
Precept 7: Multiple Regression
October 25 · Ziyao Tian
Fall Break
Lecture 8: What Can Go Wrong and How to Fix It
November 5, 7, 12
Precept 8: Diagnostics
November 8 · Ziyao Tian
Lecture 9: Regression in Social Science
November 14, 19
Precept 9: Some Review, Heteroskedasticity, and Causal Inference
November 15 · Alex Kindel
Lecture 10: Causality With Measured Confounding
November 26-28
Precept 10: Identification
November 29 · Alex Kindel
Lecture 11: Unmeasured Confounding and Instrumental Variables
December 3-5
Precept 11: Unmeasured Confounding
December 6 · Ziyao Tian
Lecture 12: Repeated Observations and Panel Data
December 10-12
Precept 12: Causality with Repeated Measurements
December 13 · Alex Kindel
Review Session
Shay O'Brien
2016
Lecture 1: Introduction and Probability
September 14
Precept 1: Probability, Simulations, Working With Data
September 15 · Simone Zhang
Lecture 2: Random Variables
September 19-21
Precept 2: Random Variables
September 22 · Ian Lundberg
Lecture 3: Learning from Random Samples
September 26-28
Precept 3: Random Samples
September 29 · Simone Zhang
Lecture 4: Testing and Regression
October 3-5
Precept 4: Hypothesis Testing
October 6 · Ian Lundberg
Lecture 5: Simple Linear Regression in Scalar Form
October 10-12
Precept 5: Simple OLS
October 13 · Simone Zhang
Lecture 6: Linear Regression with Two Regressors
October 17-19
Precept 6: Regression
October 20 · Ian Lundberg
Lecture 7: Multiple Linear Regression
October 24-26
Precept 7: Multiple Regression
October 27 · Simone Zhang
Fall Break
Lecture 8: Regression in Social Science
November 7-9
Precept 8: Diagnostics, Presentation and Causal Inference
November 10 · Ian Lundberg
Lecture 9: What Can Go Wrong and How to Fix It
November 14-21
Precept 9: Diagnostics
November 17 · Simone Zhang
Lecture 10: Causality With Measured Confounding
November 28-30
Precept 10: Causal Identification/Estimation
December 1 · Ian Lundberg
Lecture 11: Unmeasured Confounding and Instrumental Variables
December 5-7
Precept 11: Unmeasured Confounding
December 8 · Simone Zhang
Lecture 12: Repeated Observations and Panel Data
December 12-14