Stas Kolenikov @ Missouri

I am an Adjunct Assistant Professor at Department of Statistics, University of Missouri, Columbia.

My CV and my academic genealogy tree.

E-mail me: kolenikovs at missouri dot edu.
If you are sending some big files, please cc: stas.kolenikov@gmail.com. The missouri.edu account often chokes on them.

I am not a phone person, it can take me weeks to get my messages,
so emailing me is really the best contact option.

My personal webpage.

You can find me at LiveJournal, FaceBook, LinkedIn, CiteULike, Wikipedia, RePEc, Google, Google Scholar, Amazon.com, В контакте.ру, на Одноклассниках.ру, на моём круге.ру, ...


Research

Structural equation modeling: asymptotic theory, misspecified models, estimation and testing.
  • Savalei, V., and Kolenikov, S. (2008). Constrained Versus Unconstrained Estimation in Structural Equation Modeling. Psychological Methods, 13(2), pp 150--170. doi: 10.1037/1082-989X.13.2.150
  • Kolenikov, S., and Bollen, K. Testing Negative Error Variances: Is a Heywood Case a Symptom of Misspecification? Working paper, R&R.
  • Yuan, Y, and Kolenikov, S. Empirical likelihood estimation and testing in structural equation models. Working paper, R&R.
  • Kolenikov, S., Li, N., and Bollen, K. Estimating equations, parameter biases, and sandwich variance estimator in structural equation models. Work in progress.
  • Kolenikov, S., and Savalei, V. Underidentification and testing in factor analysis models. Work in progress.
  • NSF grant: Structural Misspecification in Latent Variable Models: Symptoms, Consequences, and Diagnostic Tests. Collaborative research with Kenneth Bollen.
  • SEM diagrams with Graphviz.
Survey statistics: design-based inference, resampling methods Economics: income distribution Statistical programming: Stata software
  • cfa package: confirmatory factor analysis. Type
    . findit cfa
    in Stata to download. Documentation available here; forthcoming in Stata Journal.
  • bsweights package: bootstrap weights for complex surveys. Type
    . findit survey bootstrap
    in Stata to download. Description available here.
  • Other packages: type
    . net from http://web.missouri.edu/~kolenikovs/stata
    to find out more.

Recent talks


Courses currently and recently taught

Check out what students have said about me.

My Stata tutorials from Duke University website.

 

Bootstrap for complex surveys

Continuing education short course, to be offered at the Joint Statistical Meetings, Washington, DC, 2009.

Stat 3500: Intorduction to Probability and Statistics II

Semi-official web page

Stat 4310/7310: Sampling

Under development, please come back later.

Stat 4710/7710: Introduction to Probability Theory

This is a non-proof calculus-based course for engineering majors. The website starts here: basic description, syllabus, success tips, student testimonials.

Stat 9370: Multivariate Analysis

The course is roughly based on a combination of Mardia-Kent-Bibby + Rencher books, plus small bits of Anderson, plus structural equation models, plus various papers.
Please proceed to the Blackboard to access the course materials.

Stat 9100.3: Analysis of Complex Survey Data

The course is based on a mix of Thompson (1997), Chaudhuri & Stenger (2005), Chambers & Skinner (2003), Korn & Graubard (1999), and selected papers. See syllabus for more information. Draft of the syllabus Lecture notes

Student letters

Often times the faculty receives a request for a recommendation letter from their students. Other times, you chat with a student about what's going on, and they say, "Stas, why don't I write you a letter to support you?". That's been awfully nice!

Here is a letter by Kevin Karsh, a computer science major who took my Stat 4710 class in Spring 2007.


Econometrics reading group

Readings for the Winter 2007 semester: PDF
February 5, 2007: Misspecified models (by Stas Kolenikov)

Department of Statistics Winemiller 2006 conference on statistics in social sciences   Locations of visitors to this page