There will be strong emphasis on the statistical theory of maximum likelihood, particularly when we develop principles of specification, estimation, inference, measures of fit, and properties of the ML model. We shall strongly emphasize in this course that good social science involves an appropriate fit between substantive theory and the statistical model of uncertainty that is chosen to represent that theory.
Maximum likelihood offers a range of possible models of uncertainty.
The applications are almost endless. The background required for the course is a good introduction to probability and statistical inference and at least one good regression course. Because these methods require some familiarity with linear algebra and calculus, we will spend the first part of the course teaching requisite materials. All lecture materials will be covered during the first five weeks of the course. The last five weeks will be spent working independently on a research project, paper, and take home final examination.