Articles by Arman Oganisian

Bayesian Simple Linear Regression with Gibbs Sampling in R

August 7, 2017 | Arman Oganisian

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 ...
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Exploring P-values with Simulations in R

May 21, 2016 | Arman Oganisian

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 ...
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Simulating Endogeneity

March 9, 2015 | Arman Oganisian

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 (...
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