How would you even define "race"? Does the concept as used in the common socio-cultural context have any consistent meaning with respect to physiology? If so, how would you measure it?

Being a member of a category isn't an inherent property of an individual thing; rather, including a specified set of individuals is what defines the category. If you try to study a phenomenon in general, but with preconceived notions about how each individual subject should be categorized, you're skewing your results straight from the outset.

How do you control for race? My grandmother is Mexican. My grandfather is German. What "race" is my mom? What about me?

If you control for race you are implying that there are racial differences. That, may or may not be true, most likely it is not true. Social sciences are adverse to rigorously investigate the issue because I think we have learned from the last century some fundamental things, the main one being that labelling an entire race as inferior is extremely dangerous.

Besides, I am sure all races are infected by diseases and so too I am sure that the difference the further you go from Africa is not because of ones race but because societies are richer the further you go and thus have better sanitation. Moreover, I think that the unites states contains more black individuals than Europe, thus, if race had any effect, you would expect Europe to be more intelligent.

Not that we in Europe aren't mind you :P