Stas Kolenikov @ Missouri

I am a Senior Survey Statistician at Abt SRBI, a survey research company, and an Adjunct 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 have Stata-related questions (such as the ones on polychoric or confa packages), you will very likely be better off asking them on statalist or StackOverflow.


Research

See also connections between topics of my research and impact and citation statistics of my publications.

Structural equation modeling: asymptotic theory, misspecified models, estimation and testing.

  • Kolenikov, S. (2011) Bias of parameter estimates in misspecified structural equation models. Early view in Sociological Methodology. Working paper version.
  • 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, conditionally accepted (Sociological Methods and Research).
  • Kolenikov, S., and Bollen, K. Unified treatment of the least squares and instrumental variable estimation methods for structural equation models using generalized method of moments. Working paper.
  • Yuan, Y, and Kolenikov, S. Empirical likelihood estimation and testing in structural equation models. Working paper, submitted.
  • Kolenikov, S., Zaniletti, I., and Wood, P. K. Informative attrition in longitudinal models: A structural equation model of college student dropout. Work in progress.
  • Kolenikov, S., and Bollen, K. Generalized method of moment estimation in latent variable 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

Econometrics

  • Kolenikov, S., and Nichols, A. A failure of two-way cluster-robust standard errors. Work in progress.
  • A multinomial logit model with partial information on categories. Work in progress.

Economics: income distribution

Statistical programming: Stata software

  • confa package: confirmatory factor analysis. Type
    . findit confa
    in Stata to download. Fully documented as:

    Kolenikov, S. (2009) Confirmatory factor analysis using confa, Stata Journal, 9 (3), 329--373 (click here to access).

  • bsweights package: bootstrap weights for complex surveys. Type
    . findit bsweights
    in Stata to download. Fully documented as: Kolenikov, S. (2010) Resampling variance estimation for complex survey data. Stata Journal, 10(2), 165--199. Full text.
  • Scrambling Halton sequences, under review. See source code.
  • Other packages: type
    . net from http://web.missouri.edu/~kolenikovs/stata
    to find out more.


Statistics in the Social Sciences: Current Methodological Developments

This is the book that I edited, jointly with Doug Steinley and Lori Thombs. It is based on the invited talks at 2006 Winemiller symposium. It was published by Wiley in February 2010.


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 given 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!


Econometrics reading group

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

My personal webpage.

You can find me at professional communities: LinkedIn, CiteULike, Wikipedia, RePEc, Google, Google Scholar, Amazon.com, StackOverflow, CrossValidated (which are kinda the same thing), and social networks: FaceBook, LiveJournal, В контакте.ру, на Одноклассниках.ру, на моём круге.ру, ... Please keep in mind that I log in to some of this sites about once a year (if that often).


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