Comments for Mostly Harmless Econometrics

Comment on Adding lagged dependent variables to differenced models by Nicholas Rieve

Nicholas Rieve — Sat, 03 Apr 2010 00:35:08 +0000

Wow dude, I didn’t know this, appreciated.

Comment on P-score in the reg? by George

George — Thu, 01 Apr 2010 20:56:47 +0000

The reason for my question is that in my data I have many observable high dimensional covariates. I mean in the hundreds. I don’t think throwing them all into the regression function is really feasible. It will be nice to find out more about the theoretical justification of using propensity scores. I am in the computer science field (phd student) and new to the work in econometrics but your book has been extremely helpful. Thank you very much.

Comment on Multivariate first stage F . . . NOT by ivreg2 update

ivreg2 update — Sun, 21 Feb 2010 02:41:29 +0000

[...] usually like) you at least oughta look at the appropriate first stage Fs. And, as explained in an earlier post, we didn’t give the right formula in MHE. Luckily, this is now programmed in ivreg2. The [...]

Comment on Multiple endogenous variables – now what?! by ivreg2 update

ivreg2 update — Sun, 21 Feb 2010 02:34:43 +0000

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