Many introductions to Bayesian analysis use relatively simple didactic examples (e.g. making inference about the probability of success given bernoulli data). While this makes for a good introduction to Bayesian principles, the extension of these principles to regression is not straight-forward. This post will sketch out how these principles ...

The recent flare-up in discussions on p-values inspired me to conduct a brief simulation study. In particularly, I wanted to illustrate just how p-values vary with different effect and sample sizes. Here are the details of the simulation. I simulated draws of my independent variable : where For each , I define ...

In my last post, I compiled and cleaned publicly available data on over 4.5 million stops over the past 11 years. I also presented preliminary summary statistics showing that blacks had been consistently stopped 3-6 times more than whites over the last decade in NYC. Since the last post, I managed to ...

In my last post, I compiled and cleaned publicly available data on over 4.5 million stops over the past 11 years. I also presented preliminary summary statistics showing that blacks had been consistently stopped 3-6 times more than whites over the last decade in NYC. Since the last post, I managed to ...

The NYPD provides publicly available data on stop and frisks with data dictionaries, located here. The data, ranging from 2003 to 2014, contains information on over 4.5 million stops. Several variables such as the age, sex, and race of the person stopped are included. I wrote some R code to clean and compile ...

I first became interested in networks when reading Matthew O’Jackson’s 2010 paper describing their application to economics. During the 2014 ebola outbreak, there was a lot of concern over the disease spreading to the U.S.. I was caught up with work/classes at the time, but decided to use ...

Introduction The topic in this post is endogeneity, which can severely bias regression estimates. I will specifically simulate endogeneity caused by an omitted variable. In future posts in this series, I’ll simulate other specification issues such as heteroskedasticity, multicollinearity, and collider bias. The Data-Generating Process Consider the data-generating process (...