Tag Archives: Questions
The t and the p for just-ID will never surprise thee
My people always say that before embarking on a difficult empirical project. A free t-shirt to the first poster who translates. JA
Regression Is Matching (one more way; with discussion!)
Pat Kline has a nifty new interpretation of the old Blinder-Oaxaca regression estimator for two-group comparisons (in this case, applied to treatment effects in a selection-on-observables setup) . . . It’s a matching estimator, of course! Here’s the version we saw at ASSA in Denver, niftier than ever! and my discussion, which is pretty good [...]
Kindle KAOS
A few disappointed readers have commented that the kindle version of MHE suuu . . . is not so hot. Math font KAOS, Mr. Smart! (with type set by Shtarker, among other unforgivable glitches.) But ebook aficianados don’t dispair, just install one of Amazon’s free reading apps and read glitch-free on the hardware of your [...]
Corrections Coming!
Princeton University Press has graciously released a corrected version of MHE. This is not a new edition (we’re still recovering from the first!). But we’ve corrected the mistakes uncovered by careful readers in the past 18 months. The corrected version is now in print and should be shipping soon from Amazon and other big retailers. [...]
The RD bandwidth thing
Vanderson Amadeu da Rocha, a student of economics at FEA-RP / USP, Brazil, asks: My questions are about the chapter of Regression Discontinuity Designs. What criteria are used to determine the neighborhood size in nonparametric RDD Fuzzy and Sharp? Great question Vanderson – The bandwidth is indeed at the business end of nonparametric RD, though [...]
Can I get an indulgence for bad control?
We get a lot of questions about bad control. Here’s an interesting one from Colin Vance: I'd like to estimate the effect of fuel price (which I assume is exogenous) on distance driven. As a control, I would like to include the fuel efficiency of the driver's car. Although efficiency is likely to be endogenous, [...]
P-score in the reg?
Geo. from GA asks this interesting question 'bout the propensity score: I was wondering whether replacing high dimensional covariates (X) in the regression model with their propensity scores (p(X)) was a good idea? That is, Y = a + bT + cX + e becomes Y= a + bT + c(p(X)) + e. The book [...]
Multiple endogenous variables – now what?!
Diligent reader Daniela Falzon, who works at the World Bank (in France . . . or Washington, DC) writes us with the following interesting problem concerning multiple endogenous variables in 2SLS: I am estimating Y = b0+ b1*X1 +b2* X2 + b3*X1*X2 + X3 Y is a dummy variable X1 is a dummy variable and [...]
Adding lagged dependent variables to differenced models
Reader Christopher Ordowich asks: In sections 5.3-5.4, there is a great discussion of using fixed effects vs. a lagged dependent variable with panel data. I am having trouble reconciling some of this discussion with a section in a recent paper by Imbens and Wooldridge (2008) titled “Recent Developments in the Econometrics of Program Evaluation.” On [...]
ex post T and C for DD