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Bayesian Simple Linear Regression with Gibbs Sampling in R

August 7, 2017
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Bayesian Simple Linear Regression with Gibbs Sampling in R

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 extend to simple linear regression. Along … Continue reading Bayesian...

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Exploring P-values with Simulations in R

May 21, 2016
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Exploring P-values with Simulations in R

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 a as where In other words, … Continue reading Exploring...

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Stop and Frisk: Spatial Analysis of Racial Discrepancies

June 23, 2015
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Stop and Frisk: Spatial Analysis of Racial Discrepancies

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 clean and reformat the … Continue reading Stop...

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Stop and Frisk: Spatial Analysis of Racial Differences

June 23, 2015
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Stop and Frisk: Spatial Analysis of Racial Differences

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 clean and reformat the … Continue reading Stop...

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Stop and Frisk: Blacks stopped 3-6 times more than Whites over 10 years

June 21, 2015
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Stop and Frisk: Blacks stopped 3-6 times more than Whites over 10 years

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 the data … Continue reading Stop...

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Modeling Ebola Contagion Using Airline Networks in R

May 30, 2015
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Modeling Ebola Contagion Using Airline Networks in R

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 airline flight data to at least explore the question. The source … Continue reading Modeling...

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Simulating Endogeneity

March 9, 2015
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Simulating Endogeneity

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 (DGP) of some outcome variable : For the … Continue reading Simulating...

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