# Blog Archives

## Speeding up the Cluster Bootstrap in R

December 11, 2015
By

Back in January 2013 I wrote a blog post showing how to implement a basic cluster/block bootstrap in R. One drawback of the cluster bootstap is the length of time it takes to sample with replacement and create the data samples. Thankfully some of the comments on my previous post illustrated simple ways to get

## Why I use Panel/Multilevel Methods

July 24, 2015
By
$Why I use Panel/Multilevel Methods$

I don’t understand why any researcher would choose not to use panel/multilevel methods on panel/hierarchical data. Let’s take the following linear regression as an example: , where is a random effect for the i-th group. A pooled OLS regression model for the above is unbiased and consistent. However, it will be inefficient, unless for all

## Why I use Panel/Multilevel Methods

July 24, 2015
By
$Why I use Panel/Multilevel Methods$

I don’t understand why any researcher would choose not to use panel/multilevel methods on panel/hierarchical data. Let’s take the following linear regression as an example: , where is a random effect for the i-th group. A pooled OLS regression model for the above is unbiased and consistent. However, it will be inefficient, unless for all

## How Predictable is the English Premier League?

May 19, 2015
By

The reason why football is so exciting is uncertainty. The outcome of any match or league is unknown, and you get to watch the action unfold without knowing what’s going to happen. Watching matches where you know the score is never exciting. This weekend the English Premier League season will conclude with little fanfare. Bar

## How Predictable is the English Premier League?

May 19, 2015
By

The reason why football is so exciting is uncertainty. The outcome of any match or league is unknown, and you get to watch the action unfold without knowing what’s going to happen. Watching matches where you know the score is never exciting. This weekend the English Premier League season will conclude with little fanfare. Bar

## Coal and the Conservatives

May 11, 2015
By

Interesting election results in the UK over the weekend, where the Conservatives romped to victory. This was despite a widespread consensus that neither the Conservative or Labour party would get a majority. This was a triumph for uncertainty and random error over the deterministic, as none of the statistical forecasts appeared to deem such a

## Coal and the Conservatives

May 11, 2015
By

Interesting election results in the UK over the weekend, where the Conservatives romped to victory. This was despite a widespread consensus that neither the Conservative or Labour party would get a majority. This was a triumph for uncertainty and random error over the deterministic, as none of the statistical forecasts appeared to deem such a

June 13, 2014
By

If history can tell us anything about the World Cup, it’s that the host nation has an advantage of all other teams. Evidence of this was presented last night as the referee in the Brazil-Croatia match unjustly ruled in Brazil’s favour on several occasions. But what it is the statistical evidence of a host advantage?

## The ivlewbel Package. A new way to Tackle Endogenous Regressor Models.

May 15, 2014
By

In April 2012, I wrote this blog post demonstrating an approach proposed in Lewbel (2012) that identifies endogenous regressor coefficients in a linear triangular system. Now I am happy to announce the release of the ivlewbel package, which contains a function through which Lewbel’s method can be applied in R. This package is now available

## IV Estimates via GMM with Clustering in R

April 1, 2014
By

In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate