PRISM maintains a series of tutorials on various statistical procedures and software. Many of the documents were created for the PRISM Brownbag Luncheons or the PRISM Speaker Series. The resources are categorized below.
Data Management
- Missing Data
- Importing Data
- Dealing with Fixed Width Data
- Data Management with Stata
Software Introductions
- Introduction to Stata
- Introduction to R
- Introduction to LaTeX
- Programming in Stata
- More Programming in Stata
- Using R on the Super Computer
- Using Snow on R on the Super Computer
- Introduction to Snow
- A Note on Speeding Up R for Windows in The Political Methodologist
Statistical Models
- Social Network Analyses
- Ideal Point Estimation & Code
- Clarify - Outline
- S-Post- Post-Estimation Techniques in Statistical Analysis
- Duration Analysis in Stata - Based On: An Introduction to Survival Analysis Using Stata
- Selection Models - Implementing and Interpreting Sample Selection Models
- Simultaneous Equations: what are they and how are they estimated
- Article on Using CDSimeq & Help file
Statistics Corner Archive
- Interpreting Interaction Terms with Continuous Variables in Ordinary Least Squares Regression
- Advances in Duration Modeling: The Split Population Duration Model
- Time Series Analysis and Fractional Integration
- Simulation and Substantive Interpretation in Statistical Modeling
PRISM Library
- PRISM maintains a library of methodological textbooks and statistical software reference material that are available for faculty, students, and staff to check out. The library is located in Derby 2049Q. See the library catalog.
R Resources
Swirl (http://swirlstats.com/students.html): An R package which contains tutorials which run in the console, so that you can follow along to practice coding.
R for Data Science (http://r4ds.had.co.nz/): A new book by Hadley Wickham (of ggplot2 fame) which is the latest word on building a universe of R tools that play nicely with each other for data analysis. The book + code are available online, for free, from Hadley at the above url.