# Tag Archives: Questions

## Just a little off

Careful reader John Bullock writes: I think that there may be a small error on page 185 of Mostly Harmless Econometrics. It lies with the y-axes for the panels of Figure 4.5.1. Those panels are from pages 32-33 of Acemoglu and Angrist 2001 (http://www.nber.org/chapters/c11054.pdf), but in the Acemoglu-Angrist article, the y-axes range from -.03 to […]

## Random Thoughts

Lauren Jones from U Toronto asks I have a question about semantics. You use the word "random" to describe both the treatment assignment variables D in RCTs, and also to describe the outcome variables Y in regression analysis. "Random" means something different in the first application than in the second. Indeed, you explain that Y […]

Published February 13, 2015 | Also tagged Econometrics and other courses, Reader Comments | Leave a comment

## MHE p. 13 t-stats

How many have asked, you ask? Too many! Here’s the data and a program to do ’em. http://economics.mit.edu/faculty/angrist/data1/mhe/mhe

## regression: BLP not BLUE!

Scott Cunningham asks a big picture question regarding pedagogy in MHE: In chapter 3, you emphasize early on the important property of prediction. For example, Theorem 3.1.2 and 3.1.5. In my econometrics training years ago, early initiation into regression focused more on OLS as BLUE than as BLP (best linear predictor). I was curious why, […]

Published January 24, 2015 | Also tagged Econometrics and other courses, Reader Comments | Leave a comment

## LDV, two ways

Celia writes: I have a question about including LDV in a model with FE. Will the problem of inconsistent estimates also arise if my DV is measured in year t+3 while my LDV is measured--for economic reasons--in year t-3? My guess is that it would only be problematic if the LDV was measured in t+2. […]

## Pop Quiz

Colin Vance asks: A brief question about statistical significance: taking a “population first” approach to econometrics, you note on page 36 that “the regression coefficients defined in this section are not estimators; rather, they are nonstochastic features of the joint distribution of dependent and independent variables.” You later imply on page 40 that the issue […]

## The Cosmic Allness of OVB

Michael Wolf from the University of Zurich asks the following brilliant OVB question: Say the long regression of interest is (1) yi =α+ρsi +γ1MOi +γ2IQi +vi . (1) Here, MO stands for motivation and IQ stands for intelligence. In your notation then, Ai = (MOi, IQi)′ and γ = (γ1, γ2)′. In practice, motivation and […]

## RD News

Help is at hand from Calonico, Cattaneo, and Titiunik Three (3) new Stata commands, no less! rdrobust: new robust, bias-corrected confidence intervals rdbwselect: bandwidth selection this way and that rdbinselect: Automated binwidth selection for those figs where you’re not doing any smoothing

Published November 23, 2012 | Also tagged Reader Comments, Regression Discontinuity | Leave a comment

## A Fundamentally Sensible Question