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Parallel Simulation of Heckman Selection Model

April 22, 2015
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Parallel Simulation of Heckman Selection Model

Parallel Simulation of Heckman Selection Model One of the, if not the, fundamental problems in observational data analysis is the estimation of the value of the unobserved choice. If the (i^{text{th}}) unit chooses the value of (t) on the basis of some factors (mathbf{x_i}), which may include...

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Parallel Simulation of Heckman Selection Model

April 22, 2015
By
Parallel Simulation of Heckman Selection Model

Parallel Simulation of Heckman Selection Model One of the, if not the, fundamental problems in observational data analysis is the estimation of the value of the unobserved choice. If the (i^{text{th}}) unit chooses the value of (t) on the basis of some factors (mathbf{x_i}), which may include...

Read more »

The Problem with Propensity Scores

April 14, 2015
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The Problem with Propensity Scores

Are Propensity Scores Useful? Effect estimation for treatments using observation data isn't always straight forward. For example, it is very common that patients who are treated with a certain medication or procedure are healthier than those who are not treated. Those who aren't treated may not be...

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The Problem with Propensity Scores

April 14, 2015
By
The Problem with Propensity Scores

Are Propensity Scores Useful? Effect estimation for treatments using observation data isn't always straight forward. For example, it is very common that patients who are treated with a certain medication or procedure are healthier than those who are not treated. Those who aren't treated may not be...

Read more »

Frequentist German Tank Problem

March 20, 2014
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Frequentist German Tank Problem

The German Tank Problem: The Frequentist Way Many things are given a serial number and often that serial number, logically, starts at 1 and for each new unit is increased by 1. For example, German tanks in World War II had several parts with serial numbers. By collecting...

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Frequentist German Tank Problem

March 20, 2014
By
Frequentist German Tank Problem

The German Tank Problem: The Frequentist Way Many things are given a serial number and often that serial number, logically, starts at 1 and for each new unit is increased by 1. For example, German tanks in World War II had several parts with serial numbers. By collecting...

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Stop using bivariate correlations for variable selection

March 19, 2014
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Stop using bivariate correlations for variable selection

Stop using bivariate correlations for variable selection Something I've never understood is the widespread calculation and reporting of univariate and bivariate statistics in applied work, especially when it comes to model selection. Bivariate statistics are, at best, useless for multi-variate model selection and, at worst, harmful. Since nearly all...

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Stop using bivariate correlations for variable selection

March 19, 2014
By
Stop using bivariate correlations for variable selection

Stop using bivariate correlations for variable selection Something I've never understood is the widespread calculation and reporting of univariate and bivariate statistics in applied work, especially when it comes to model selection. Bivariate statistics are, at best, useless for multi-variate model selection and, at worst, harmful. Since nearly all...

Read more »

Bayesian Search Models

March 13, 2014
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Bayesian Search Models

Bayesian Search Theory The US had a pretty big problem on their hands in 1966. Two planes had hit each other during a in-flight refueling and crashed. Normally, this would be an unfortunate thing and terrible for the families of those involved in the crash but otherwise fairly limited...

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Instrumental Variables Simulation

January 9, 2014
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Instrumental Variables Instrumental variables are an incredibly powerful for dealing with unobserved heterogenity within the context of regression but the language used to define them is mind bending. Typically, you hear something along the lines of “an instrumental variable is a variable that is correlated with x but uncorrelated with...

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