Tag Archives: Questions
Imbens and Angrist Discover LATE
… in the the Andean foothills, Chile, November 2011
Covariate Contradiction?
Thoughtful reader Nikhil from UBC asks: I had a question regarding LATE. In your book you say in a model with covariates, 2SLS leads to a sort of "covariate averaged LATE" even when one does not have a saturated model. Does this mean that as one introduces covariates the 2SLS estimator is most likely to [...]
Why are There So Many Dummies?
Lina from Essex writes: When talking about grouped data and 2SLS (section 4.1.3) you mention that expanding a continuous instrument is equivalent to have a set of Wald estimators that consistent estimates the causal effect of interest and in the Vietnam paper you mention that using the whole set of dummies as instruments is more [...]
Regression what?!
Matt from Western Kentucky U comments on Chapter 3. . . Question: You state: “Our view is that regression can be motivated as a particular sort of weighted matching estimator, and therefore the differences between regression and matching estimates are unlikely to be of major empirical importance” (Chapter 3 p. 70) I take this to [...]
High Fashion at the Spring Meeting of Young Economists
as seen at the University of Groningen . . .what a good-lookin crew! what are they spelling? I wish I knew
Twin Econometricians!
Here’s a pair of the cutest econometricians we have ever seen, helpin’ their mama (Daniela Vuri) run regressions every day
Lagged Dependent Variables with Random Effects
Henrik Lindemann would like to come back to our advice not to use fixed effects and a lagged dependent variable at the same time (see chapter 5.3/5.4 as well as your blog entry of October 6, 2009). Is it possible to use at least a random effects model in case I decide to use the [...]
Principals of principal stratification
Mike Sconces asks: Question: I have questions about "bad control" (BC) (Section 3.2.3, p. 64). Your prescription is to leave the BC out of the model, or else to have strong theory for leaving it in. In the stats literature, there is discussion of "principal stratification" (PS). Let w_0i, w_1i be the potential outcome of [...]
ex post T and C for DD
Mel asks: Question: My understanding of a difference in difference model is that the two groups should exist before a policy takes affect (e.g. two states, companies, school districts). I was studying the impact of a policy on an outcome where the two groups did not exist until the policy went into effect and everyone [...]
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