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Subject:

EQS Course Announcement

From:

Jan Graffelman <[log in to unmask]>

Reply-To:

Jan Graffelman <[log in to unmask]>

Date:

Thu, 25 Feb 1999 10:10:20 +0100 (MET)

Content-Type:

TEXT/PLAIN

Parts/Attachments:

Parts/Attachments

TEXT/PLAIN (164 lines)

On behalf of Albert Satorra, I forward the following course
announcement to the list:


SHORT COURSE

Multivariate Analysis with EQS 6 for Windows & Macintosh

by

Peter M. Bentler and Albert Satorra

Universitat Pompeu Fabra, Barcelona, 29-30 of March 1999


Aims of the course:
  
A general theme in applied statistics is the statistical modeling of
multivariate data. EQS is a general purpose program that allows the
exploration of multivariate data using modern graphical and plotting
methods, and to fit and test a variety of structural equation models
(SEM), such as multiple and multivariate regression with possible
errors in variables, exploratory and confirmatory factor models,
classical econometric equations, multiple indicator models, path
analysis, models for panel data, LISREL-type models and so on. From
a practical point of view, the main virtue of EQS is to allow an easy
interaction with the data and a simple way to model with latent
variables, for example, by using diagrams to set up models and visualise
results. From a technical point of view, the main virtue of EQS is the
provision of correct statistics under nonstandard but typical conditions,
i.e., nonnormally distributed data. EQS uniquely provides correct
statistics such as the Satorra-Bentler and Yuan-Bentler corrected tests
and correct standard errors for models with nonnormal data.
  
EQS 6 is a new release that incorporates a more advanced graphical
interface, new user-friendly features, as well as a variety of new
statistical methods. Illustrative graphical improvements are simpler
drawing actions and automatic setups for growth curve models. New
user-friendly features include ability to import SPSS 8 files, adding
factor scores to data files, case weighting, LM tests for multiple groups,
automatic computation of bootstrap summary statistics, and multiple group
simulation. New statistics include maximum likelihood and pseudo-maximum
likelihood estimators and tests for models with missing data, Huber-Campbell
robust modeling methods, new F-tests and standard errors for distribution-free
model evaluation, and facilities for multilevel modeling.
    
In this course, the theory and practice of EQS 6 will be introduced
and illustrated with examples from various areas of application, such as
Economics, Education, Marketing, Psychology, and Sociology. A Windows
computer is used to show how EQS 6 is used in practice. The primary
language is English, but questions can be fielded in several European
languages. During the course, participants' models can be analysed and
discussed; they also will be able to purchase the program at a substantial
discount.
  

About the Instructors:
  
Peter M. Bentler is Professor of Psychology and Statistics at the
University of California, Los Angeles. He is the author of the EQS
program and developer of fundamental methodology in this field.

Albert Satorra is Professor of Statistics at the Department of
Economics and Business of the Universitat Pompeu Fabra in Barcelona.
He has made important methodological contributions such as power
analysis and generalized test statistics for structural equation
models.
  

Target Audience:
  
The course is aimed at applied researchers in different disciplines in
the social, behavioral and environmental sciences, medicine, epidemiology,
etc., who are confronted with the statistical modeling of multivariate data.
The course also will be useful also to statisticians and data analysts who
want to learn about modern methodology for the analysis of nonnormal data
structures, especially those expressible as linear structural equation models
as intensively applied in recent years in substantively oriented disciplines.
  
Programme:
  
Introduction to multivariate analysis and SEM
SEM as causal modeling
Data analysis and graphical environment of EQS 6
Diagrams and models in EQS 6
Moment structures
Regression with errors in variables models
Path Analysis
Confirmatory factor analysis
General SEM models
Estimation methods
Testing goodness-of-fit
Correct statistics with nonnormal data
Modification and correction of models: Lagrange and Wald tests
Models for means and covariances, including growth curve models
Models for panel data
Multiple samples
Missing data methods
Asymptotic robustness issues
Alternative approaches with categorical data
Multilevel modeling
Consultation on participants' models


Date:

29-30 March 1999, from 9.30 to 13.30 and from 15.00 to 18.00 hours.


Place:

The classes will be held at IDEC
(Continuing Education Institute, Pompeu Fabra University) - Balmes, 132
08008 Barcelona, SPAIN


Course fee:

The course fee includes course notes a Diploma of Institut d’Educació
Contínua, meals and refreshments during the course.

65,000 ptas (50,000 ptas, if paid before the 5th of February 1999)


Registration:

The registration form must be sent to IDEC. Payment can be made by bank
transfer (including a copy of the bank transfer), by credit card (VISA)
or by bank cheque to the Institut d’Educació Contínua. In the case of foreign
payments, the cheque should be in convertible pesetas.


Accommodation facilities:

The Continuing Education Institute has arranged a special price with
some hotels in Barcelona for the accommodation of participants:
Astoria ***, address: Paris, 203 (300m from IDEC)
Balmes ***, address: Mallorca, 216 (200m from IDEC)


Information and enrolment:

IDEC (Continuing Education Institute)
Balmes, 132
08008 Barcelona - Spain
Telephone: (34-93) 542 18 06/15/00
Fax: (34-93) 542 18 08
http://www.upf.es/idec
E-Mail: [log in to unmask]


---------------------------------------------------------
| Jan Graffelman | internet: [log in to unmask] |
| Universitat Pompeu Fabra | tel: 34-93-5421621 |
| Ramon Trias Fargas 25-27 | fax: 34-93-5421746 |
| 08005 Barcelona, Spain | |
---------------------------------------------------------





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