Regression Methods for Management Research

Advanced Regression Methods for Management Research

Required Texts:
1. T.A and Campbell, D.T. Quasi-experimentation: design and analysis issues for field settings
2.Wooldridge, J. Introductory econometrics: A modern approach
3. Survival Analysis using the SAS system, P.D. Allison, SAS Institute
Reference:
1. Econometric Analysis, W. Greene
2. Basic Econometrics, D. Gujarati

Session I: So what’s wrong with cross sectional OLS?
• Unobserved heterogeneity & distributional assumptions
• Overview of non-normality, heteroscedasticity, correlated errors, collinearity problems.
Readings:
Chapter 2 Cook, T.A and Campbell, D.T. Quasi-experimentation: design and analysis issues
for field settings

McWilliams, Abigail and Donald, Siegel, (2000), “Corporate responsibility and financial
performance: correlation or misspecification”? Strategic Management Journal, 21(5): 603-609

Session II: Experimental Design: The Gold Standard (May 9)
• The power of randomised assignment and standardized treatments
• ANOVA/ANCOVA

Readings:
Chapter 3, 4 & 8, Cook, T.A and Campbell, D.T. Quasi-experimentation: design and analysis
issues for field settings.

Haunschild PR, Davis-Blake A, Fichman M. 1994. Managerial overcommitment in corporate
acquisition processes. Organization Science 5(4): 528-540.

TBA
Session III: Interactions effects in OLS
• Moderating & mediating effects; Estimation and interpretation
Readings:
Chapters 1-3 from Aiken, L. S. and West, S.G. Multiple Regression: Testing and interpreting
interactions
Baron, R and Kenny, D (1986) The moderator-mediator variable distinction in social psychological research: conceptual, strategic and statistical considerations, Journal of Personality and Social Psychology, 51, 1173-1182

Tsai, W. (2001) Knowledge transfer in intra-organizational networks: Effects of network position and absorptive capacity on business unit innovation and performance, Academy of Management Journal; Oct 2001

Session IV: Limited dependent variable models
• Introduction to ML estimation
• Logit, probit, tobit, poisson and negative binomial regressions

Readings:
Chapter 17 from Wooldridge
Gulati, R., and H. Singh (1998) “The architecture of cooperation: Managing coordination costs and appropriation concerns in strategic alliances.” Administrative Science Quarterly, 43: 781-794.
Ahuja, G. and Katila R. (2001) Technological acquisitions and the innovation performance of
acquiring firms: a longitudinal study , Strategic Management Journal, 2: 197-220

Session VI: Censored observations (June 6th)
• Censoring
• Parametric and non-parametric models for censored data
• Cox regressions
Readings:
Chapter 2, 5 and 9 from Survival Analysis using the SAS system, P.D. Allison , SAS Institute

Morita, J.G., Lee, T.W. and Mowday, R.T. (1993) The regression analog to survival analysis :
a selected application to turnover research, Academy of Management Journal, 36(6) 1430-
1464
Amburgey, T.L., Dawn K. and Barnett, W. (1993) Re-setting the clock: The dynamics of
organizational change and failure, Administrative Science Quarterly, 38 (1): 51-73

Session VII: Adjusting for selection biases
• Instrumental variables and 2-stage least squares.
• Heckman’s correction
Readings:Chapters 15 and 17 from Wooldridge
Berk, R.A. (1983) An introduction to sample selection bias in sociological data, American
Sociological Review, 48: 386-398
Poppo L and Zenger, T (1998) Testing alternative theories of the firm: transaction cost,
knowledge based and measurement explanations for make or buy decisions in information
services, Strategic management Journal, 19 (9): 853-877
Shaver, J.M. (1998) Accounting for endogeneity when assessing strategy performance: does
entry mode affect FDI survival? Management Science, 44(4): 571-585

Session VIII Panel data with continuous dependent variables

• Fixed effects and Random effects
• Specification tests
Readings:
Chapters 13 and 14 from Wooldridge
Bowen, Harry P. and Margarethe F. Wiersema, 1999 “Matching method to paradigm in strategy research: limitations of cross-sectional analysis and some methodological alternatives”, Strategic Management Journal, 20: 625-636
Anand BN and Khanna T (2000) “ Do Firms learn to create value? The case of alliances” Strategic Management Journal , 21: 295-315

Session IX: Panel data with Limited dependent variables
• Conditional fixed effects
• Population averaged models

Readings:
Chapter 8 of Logistic Regression using the SAS system, by P.D. Allison, SAS Institute

Henderson R and Cockburn I (1994) “Measuring competence? Exploring firm effects
in pharmaceutical research”, Strategic Management Journal Winter Special Issue, 15,  pp 63-84


http://faculty.london.edu/ppuranam/Teaching/Advanced_Regression_Methods_for_Management_Research-1.pdf

Posted on 13 January 2013