Tag Archives: Statistics & Econometrics

Donald Rubin on the history of causal inference .[embedded content]

Propensity score analysis — some critical remarks Our findings suggest that researchers need comprehensive knowledge of model assumptions and knowledge of plausible causal structure. From prior research, sources of selection bias must be understood. Substantive knowledge of plausible causal structure typically includes the theory of change of an intervention program being evaluated, which determines the covariates that should be used in the model predicting...

History of econometric causality .[embedded content]

Randomization strategies (student stuff) .[embedded content]

Synthetic control methods (student stuff) .[embedded content]

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Econometrics — the danger of calling your pet cat a dog The assumption of additivity and linearity means that the outcome variable is, in reality, linearly related to any predictors … and that if you have several predictors then their combined effect is best described by adding their effects together … This assumption is the most important because if it is not true then even if all other assumptions are met, your model is invalid because you have described...

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I The Book of Why för Judea Pearl fram flera tunga skäl till varför den numera så populära kausala grafteoretiska ansatsen är att föredra framför mer traditionella regressionsbaserade förklaringsmodeller. Ett av skälen är att kausala grafer är icke-parametriska och därför inte behöver anta exempelvis additivitet och/eller frånvaro av interaktionseffekter — pilar och noder ersätter regressionsanalysens nödvändiga specificeringar av funktionella relationer mellan de i...

Ignorability and other questionable assumptions in causal inference Most attempts at causal inference in observational studies are based on assumptions that treatment assignment is ignorable. Such assumptions are usually made casually, largely because they justify the use of available statistical methods and not because they are truly believed. Marshall Joffe et al. An interesting (but from a technical point of view rather demanding) article on a highly...