Can a Pseudo Panel be a Substitute for a Genuine Panel?
|
|
- Ezra Bridges
- 5 years ago
- Views:
Transcription
1 Can a Pseudo Panel be a Substitute for a Genuine Panel? Min Hee Seo Washington University in St. Louis minheeseo@wustl.edu February 16th 1 / 20
2 Outline Motivation: gauging mechanism of changes Introduce pseudo panels as alternative statistical tool Limitations in existing pseudo panel approaches Technique for improvement Empirical Analysis Result Conclusion 2 / 20
3 Motivation: Presidential Approval Rating Figure: Changes in presidential approval rating in individual level Strongly Approve Somewhat Approve Neutral Somewhat Disapprove Strongly Disapprove Data: CCES Panel from More details 3 / 20
4 Motivation 1. Lack of panel survey data availability 2. Costly and less feasible to conduct panel survey 3. Limitation with cross-sectional survey 4 / 20
5 Pseudo Panel as Alternative Tool Advantages: 1. Different sources can be combined 2. Approximation of true panel 5 / 20
6 Pseudo Panel as Alternative Tool Advantages: 1. Different sources can be combined 2. Approximation of true panel Disadvantages: 1. Measurement error (observed - true) 2. Absence of robust techniques 3. Controversial reliability of pseudo panel 4. Not applied to political science 6 / 20
7 Pseudo Panel as Alternative Tool Advantages: 1. Different sources can be combined 2. Approximation of true panel Disadvantages: 1. Measurement error (observed - true) 2. Absence of robust techniques 3. Controversial reliability of pseudo panel 4. Not applied to political science Types: 1. Macro/cohort level 2. Individual level 7 / 20
8 Pseudo Panel with Matching Technique What it does: 1. Find a unit with similar observable characteristics 2. Reduce bias due to confounding 3. Enables a comparison of outcomes among matched and original units 8 / 20
9 Pseudo Panel with Matching Technique What it does: 1. Find a unit with similar observable characteristics 2. Reduce bias due to confounding 3. Enables a comparison of outcomes among matched and original units Nearest neighbor matching Propensity scores are a common tool for matching cases Match based on nearest distance of scalar, π Propensity Score : π = Pr(Y = 1 X) Distance(X i,x j ) = π i π j 9 / 20
10 Pseudo Panel with Matching Technique What it does: 1. Find a unit with similar observable characteristics 2. Reduce bias due to confounding 3. Enables a comparison of outcomes among matched and original units Nearest neighbor matching Propensity scores are a common tool for matching cases Match based on nearest distance of scalar, π Propensity Score : π = Pr(Y = 1 X) Distance(X i,x j ) = π i π j Limitations: 1. Apply to complete cases 2. Focus on distribution of covariates based on a single criteria rather than one-to-one exact matching 10 / 20
11 More details. 11 / 20 Pseudo Panel: Affinity Score Matching Finds exact matching between two individuals based on n dimensions (accounting discrete variables and missing values) ID year y x 1 x 2 x 3 x 4 x NA ID year y x 1 x 2 x 3 x 4 x Table. Process of Constructing a Pseudo Panel with Affinity Score Matching
12 More details. 12 / 20 Pseudo Panel: Affinity Score Matching Finds exact matching between two individuals based on n dimensions (accounting discrete variables and missing values) ID year y x 1 x 2 x 3 x 4 x NA ID year y x 1 x 2 x 3 x 4 x Table. Process of Constructing a Pseudo Panel with Affinity Score Matching
13 More details. 13 / 20 Pseudo Panel: Affinity Score Matching Finds exact matching between two individuals based on n dimensions (accounting discrete variables and missing values) ID year y x 1 x 2 x 3 x 4 x NA ID year y x 1 x 2 x 3 x 4 x Table. Process of Constructing a Pseudo Panel with Affinity Score Matching
14 Validation and Empirical Application Data Survey Data: Cooperative Congressional Election Study (CCES) Both panel and cross-sectional surveys ( ) n = 9500 Measurement Response Variable Obama s Approval Rating (5-point Scale) Explanatory Variable Positive perception of national economy between two waves Control Variable Female, Party Identification, Education, Race, Income Model Strategy Approval Rating i = α j[i] + β [i] time i BetterEcon i + ε i α j N(µ α,σ 2 α) 14 / 20
15 Result: Varying Intercept Model on Obama s Approval Rating True Panel: Affinity Matching Pseudo: Propensity Matching Pseudo: Democrat (0.018) (0.018) (0.019) Republican (0.018) (0.018) (0.019) Time2:BetterEcon.t (0.014) (0.025) (0.028) Time3:BetterEcon.t (0.014) (0.027) (0.028) σ α σ y ICC number of observation=28500, unique individual=9500. Standard errors are in parenthesis. 15 / 20
16 Method: Statistical Power Power: 1 the probability of making Type II error (β ) Estimate the precision of inferences 16 / 20
17 Method: Statistical Power Power: 1 the probability of making Type II error (β ) Estimate the precision of inferences Expectations: True panel > Pseudo panel (affinity score) Pseudo panel (affinity score) > Pseudo panel (propensity score) 17 / 20
18 Result Power: Power: Power: Approval Rating Strongly Disapprove Strongly Approve ID = ID = ID = Approval Rating Strongly Disapprove Strongly Approve ID = ID = ID = Approval Rating Strongly Disapprove Strongly Approve ID = ID = ID = Year Year Year Year Year Year Year Year Year (a) True Panel (b) Pseudo Panel (Affinity Score) (b) Pseudo Panel (Propensity Score)
19 Conclusion Summary: 1. Limitations in existing studies on constructing pseudo panel with matching technique 2. Suggest improved matching technique to build pseudo panel Finding: 1. Pseudo panel as an approximation of a true panel data 2. Introduce more feasible technique to build pseudo panel 19 / 20
20 Where to go next? Limitation: Examined 1) short period, 2) specific outcome variable, 3) one specific type of pseudo panel Future Studies: Explore local level, different dataset, and different types of pseudo panel Identifying panel attrition by applying affinity score matching technique Power analysis in dynamic hierarchical model Multiple imputation in longitudinal studies 20 / 20
21 Supplementary Materials Detail: Riverplot ( here ). Cohort Pseudo Panel ( here ). Affinity Score ( here ). CCES ( here ). Aggregated Estimation ( here ). Data - Graphics ( here ). Climate Change Model: Individual-level - Table ( here ). Individual-level - Posterior Distribution ( here ). Cohort-level - Table ( here ). Cohort-level - Posterior Distribution ( here ). 21 / 20
22 River plot of approval rating in individual-level: 1. Data: CCES 2. Panel: n = 9500, Complete cases = Average percentage of n for each categories: 47%, 8%, 1%, 25%, 19% 4. Percentage of n changed their opinion over three waves: 32% Back to Back to slide list 22 / 20
23 Cohort Pseudo Panel: The sample is divided into a small number of cohorts with a large number of observations in each (Browning et al 1985; Propper, Rees, and Green 2001). Cohort implies time invariant variables such as birth year. Aggregated level analysis. ȳ ct = x ct β + ᾱ ct + ū ct, where c = 1,...,C,t = 1,...,T 1. If n c is large enough, the time varying ᾱ ct can be treated as constant over time as ᾱ c. 2. Bias due to sampling error in the cohort average exist and can be substantial even for a sample size of thousands 3. No robust approach to build a cohort pseudo panel. Not much discussion but many blinded applications. Back to list 23 / 20
24 Affinity Score Computation: Affinity Score i,j = k i q i z i,j k i q i k i : the total number of variables that we are interested for individual i q i : the number of variables which has missing values for individual i z i,j : represents the number of variables when i and j have different values. Affinity Score i,j : the number of exact matching of the same variable between two individuals divided by the total number of variables that we are interested for individual i * Threshold: > 0.8 (among 7 dimensions, 6 of them should be exactly matched) Criteria: age, gender, education, race, party identification, ideology, income Back to Back to list slide 24 / 20
25 CCES Cross-sectional: 2010 (n=55400), 2012 (n=54535), 2014 (n=56200) Approval Rating: 1 (strongly disapprove) to 5 (strongly approve) National Economy Status: 1 (gotten much worse) to 5 (gotten much better) Back to list 25 / 20
26 Result p: p: p: Approval Rating Strongly Disapprove Strongly Approve Oppose Support Approval Rating Strongly Disapprove Strongly Approve Oppose Support Approval Rating Strongly Disapprove Strongly Approve Oppose Support Support for Same Sex Marriage Support for Same Sex Marriage Support for Same Sex Marriage (a) True Panel (b) Pseudo Panel (Affinity Score) (b) Pseudo Panel (Propensity Score) Back to list 26 / 20
27 Panel and Pseudo Panel Dataset 1. Pseudo Panel by Nearest Neighbor Propensity Score Matching ID year y x 1 x 2 x 3 x Pseudo Panel by Affinity Score Matching ID year y x 1 x 2 x 3 x vs. True Panel Survey ID year y x 1 x 2 x 3 x Back to list 27 / 20
28 Individual-Level Analysis Result Logistic Hierarchical Model on Belief in Global Warming Panel : Pseudo Panel (Affinity) : Unusual Temperature (0.019) (0.019) Female (0.239) (0.228) White (0.311) (0.309) Age (0.008) (0.008) Education (0.062) (0.062) Democrat (0.317) (0.270) Republican (0.248) (0.247) Interest in Politics (0.151) (0.140) Intercept (7.281) (6.948) σt (2.374) (3.044) N Npanelist Nwave 3 3 Back to list 28 / 20
29 Individual-Level Analysis Result Comparison of Posterior Distributions of an Unusual Temperature Density panel pseudo (affinity) difference Esimate Size of Unusual Temperature Back to list 29 / 20
30 Cohort-Level Analysis Result Table: Logistic Hierarchical Model on Belief in Global Warming Panel : Pseudo Panel (Affinity) : 10-year cohort 3-year cohort 10-year cohort 3-year cohort Unusual Temperature (0.020) (0.023) (0.019) (0.019) Intercept (0.997) (0.986) (0.961) (0.957) σc (0.521) (0.252) (0.245) (0.170) σt (2.636) (1.515) (1.765) (2.714) ICC for σ 2 c Control Variables N N panelist N wave N cohort Back to list 30 / 20
31 Cohort-Level Analysis Result Comparison of Posterior Distributions of Unusual Temperature by the Cohort Group Density panel pseudo (affinity) difference panel pseudo (affinity) difference Estimate Size of Unusual Temperature Estimate Size of Unusual Temperature (a) 10-year Age Span Cohort Group (b) 3-year Age Span Cohort Group Back to list 31 / 20
How to Use the Internet for Election Surveys
How to Use the Internet for Election Surveys Simon Jackman and Douglas Rivers Stanford University and Polimetrix, Inc. May 9, 2008 Theory and Practice Practice Theory Works Doesn t work Works Great! Black
More informationCombining Difference-in-difference and Matching for Panel Data Analysis
Combining Difference-in-difference and Matching for Panel Data Analysis Weihua An Departments of Sociology and Statistics Indiana University July 28, 2016 1 / 15 Research Interests Network Analysis Social
More informationMultiple regression: Categorical dependent variables
Multiple : Categorical Johan A. Elkink School of Politics & International Relations University College Dublin 28 November 2016 1 2 3 4 Outline 1 2 3 4 models models have a variable consisting of two categories.
More informationDummies and Interactions
Dummies and Interactions Prof. Jacob M. Montgomery and Dalston G. Ward Quantitative Political Methodology (L32 363) November 16, 2016 Lecture 21 (QPM 2016) Dummies and Interactions November 16, 2016 1
More informationEstimating and Using Propensity Score in Presence of Missing Background Data. An Application to Assess the Impact of Childbearing on Wellbeing
Estimating and Using Propensity Score in Presence of Missing Background Data. An Application to Assess the Impact of Childbearing on Wellbeing Alessandra Mattei Dipartimento di Statistica G. Parenti Università
More informationCausal Inference with General Treatment Regimes: Generalizing the Propensity Score
Causal Inference with General Treatment Regimes: Generalizing the Propensity Score David van Dyk Department of Statistics, University of California, Irvine vandyk@stat.harvard.edu Joint work with Kosuke
More informationData Analytics for Social Science
Data Analytics for Social Science Johan A. Elkink School of Politics & International Relations University College Dublin 17 October 2017 Outline 1 2 3 4 5 6 Levels of measurement Discreet Continuous Nominal
More informationItem Response Theory for Conjoint Survey Experiments
Item Response Theory for Conjoint Survey Experiments Devin Caughey Hiroto Katsumata Teppei Yamamoto Massachusetts Institute of Technology PolMeth XXXV @ Brigham Young University July 21, 2018 Conjoint
More informationSTA 303 H1S / 1002 HS Winter 2011 Test March 7, ab 1cde 2abcde 2fghij 3
STA 303 H1S / 1002 HS Winter 2011 Test March 7, 2011 LAST NAME: FIRST NAME: STUDENT NUMBER: ENROLLED IN: (circle one) STA 303 STA 1002 INSTRUCTIONS: Time: 90 minutes Aids allowed: calculator. Some formulae
More informationCombining Non-probability and Probability Survey Samples Through Mass Imputation
Combining Non-probability and Probability Survey Samples Through Mass Imputation Jae-Kwang Kim 1 Iowa State University & KAIST October 27, 2018 1 Joint work with Seho Park, Yilin Chen, and Changbao Wu
More informationContents. Part I: Fundamentals of Bayesian Inference 1
Contents Preface xiii Part I: Fundamentals of Bayesian Inference 1 1 Probability and inference 3 1.1 The three steps of Bayesian data analysis 3 1.2 General notation for statistical inference 4 1.3 Bayesian
More informationMMWS Software Program Manual
MMWS Software Program Manual 1 Software Development The MMWS program is regularly updated. The latest beta version can be downloaded from http://hlmsoft.net/ghong/ MMWS Click here to get MMWS. For a sample
More information1. Capitalize all surnames and attempt to match with Census list. 3. Split double-barreled names apart, and attempt to match first half of name.
Supplementary Appendix: Imai, Kosuke and Kabir Kahnna. (2016). Improving Ecological Inference by Predicting Individual Ethnicity from Voter Registration Records. Political Analysis doi: 10.1093/pan/mpw001
More informationCausal Inference in Observational Studies with Non-Binary Treatments. David A. van Dyk
Causal Inference in Observational Studies with Non-Binary reatments Statistics Section, Imperial College London Joint work with Shandong Zhao and Kosuke Imai Cass Business School, October 2013 Outline
More informationAlexina Mason. Department of Epidemiology and Biostatistics Imperial College, London. 16 February 2010
Strategy for modelling non-random missing data mechanisms in longitudinal studies using Bayesian methods: application to income data from the Millennium Cohort Study Alexina Mason Department of Epidemiology
More informationSmall domain estimation using probability and non-probability survey data
Small domain estimation using probability and non-probability survey data Adrijo Chakraborty and N Ganesh March 2018, FCSM Outline Introduction to the Problem Approaches for Combining Probability and Non-Probability
More informationGoals. PSCI6000 Maximum Likelihood Estimation Multiple Response Model 1. Multinomial Dependent Variable. Random Utility Model
Goals PSCI6000 Maximum Likelihood Estimation Multiple Response Model 1 Tetsuya Matsubayashi University of North Texas November 2, 2010 Random utility model Multinomial logit model Conditional logit model
More informationDynamics in Social Networks and Causality
Web Science & Technologies University of Koblenz Landau, Germany Dynamics in Social Networks and Causality JProf. Dr. University Koblenz Landau GESIS Leibniz Institute for the Social Sciences Last Time:
More informationESTIMATION OF TREATMENT EFFECTS VIA MATCHING
ESTIMATION OF TREATMENT EFFECTS VIA MATCHING AAEC 56 INSTRUCTOR: KLAUS MOELTNER Textbooks: R scripts: Wooldridge (00), Ch.; Greene (0), Ch.9; Angrist and Pischke (00), Ch. 3 mod5s3 General Approach The
More informationAdvanced Quantitative Methods: limited dependent variables
Advanced Quantitative Methods: Limited Dependent Variables I University College Dublin 2 April 2013 1 2 3 4 5 Outline Model Measurement levels 1 2 3 4 5 Components Model Measurement levels Two components
More informationEcological inference with distribution regression
Ecological inference with distribution regression Seth Flaxman 10 May 2017 Department of Politics and International Relations Ecological inference I How to draw conclusions about individuals from aggregate-level
More informationA comparison of fully Bayesian and two-stage imputation strategies for missing covariate data
A comparison of fully Bayesian and two-stage imputation strategies for missing covariate data Alexina Mason, Sylvia Richardson and Nicky Best Department of Epidemiology and Biostatistics, Imperial College
More information(quantitative or categorical variables) Numerical descriptions of center, variability, position (quantitative variables)
3. Descriptive Statistics Describing data with tables and graphs (quantitative or categorical variables) Numerical descriptions of center, variability, position (quantitative variables) Bivariate descriptions
More informationMath 138 Summer Section 412- Unit Test 1 Green Form, page 1 of 7
Math 138 Summer 1 2013 Section 412- Unit Test 1 Green Form page 1 of 7 1. Multiple Choice. Please circle your answer. Each question is worth 3 points. (a) Social Security Numbers are illustrations of which
More informationAn Introduction to Causal Analysis on Observational Data using Propensity Scores
An Introduction to Causal Analysis on Observational Data using Propensity Scores Margie Rosenberg*, PhD, FSA Brian Hartman**, PhD, ASA Shannon Lane* *University of Wisconsin Madison **University of Connecticut
More informationA Bayesian Nonparametric Approach to Monotone Missing Data in Longitudinal Studies with Informative Missingness
A Bayesian Nonparametric Approach to Monotone Missing Data in Longitudinal Studies with Informative Missingness A. Linero and M. Daniels UF, UT-Austin SRC 2014, Galveston, TX 1 Background 2 Working model
More informationCausal Inference Basics
Causal Inference Basics Sam Lendle October 09, 2013 Observed data, question, counterfactuals Observed data: n i.i.d copies of baseline covariates W, treatment A {0, 1}, and outcome Y. O i = (W i, A i,
More informationMeasuring Social Influence Without Bias
Measuring Social Influence Without Bias Annie Franco Bobbie NJ Macdonald December 9, 2015 The Problem CS224W: Final Paper How well can statistical models disentangle the effects of social influence from
More informationGov 2002: 5. Matching
Gov 2002: 5. Matching Matthew Blackwell October 1, 2015 Where are we? Where are we going? Discussed randomized experiments, started talking about observational data. Last week: no unmeasured confounders
More informationClass business PS is due Wed. Lecture 20 (QPM 2016) Multivariate Regression November 14, / 44
Multivariate Regression Prof. Jacob M. Montgomery Quantitative Political Methodology (L32 363) November 14, 2016 Lecture 20 (QPM 2016) Multivariate Regression November 14, 2016 1 / 44 Class business PS
More informationEconometrics of Panel Data
Econometrics of Panel Data Jakub Mućk Meeting # 1 Jakub Mućk Econometrics of Panel Data Meeting # 1 1 / 31 Outline 1 Course outline 2 Panel data Advantages of Panel Data Limitations of Panel Data 3 Pooled
More informationIdentify the scale of measurement most appropriate for each of the following variables. (Use A = nominal, B = ordinal, C = interval, D = ratio.
Answers to Items from Problem Set 1 Item 1 Identify the scale of measurement most appropriate for each of the following variables. (Use A = nominal, B = ordinal, C = interval, D = ratio.) a. response latency
More informationRandom Intercept Models
Random Intercept Models Edps/Psych/Soc 589 Carolyn J. Anderson Department of Educational Psychology c Board of Trustees, University of Illinois Spring 2019 Outline A very simple case of a random intercept
More informationCovariate Balancing Propensity Score for General Treatment Regimes
Covariate Balancing Propensity Score for General Treatment Regimes Kosuke Imai Princeton University October 14, 2014 Talk at the Department of Psychiatry, Columbia University Joint work with Christian
More informationPh.D. course: Regression models. Introduction. 19 April 2012
Ph.D. course: Regression models Introduction PKA & LTS Sect. 1.1, 1.2, 1.4 19 April 2012 www.biostat.ku.dk/~pka/regrmodels12 Per Kragh Andersen 1 Regression models The distribution of one outcome variable
More informationStatistical Analysis of the Item Count Technique
Statistical Analysis of the Item Count Technique Kosuke Imai Department of Politics Princeton University Joint work with Graeme Blair May 4, 2011 Kosuke Imai (Princeton) Item Count Technique UCI (Statistics)
More informationSelection on Observables: Propensity Score Matching.
Selection on Observables: Propensity Score Matching. Department of Economics and Management Irene Brunetti ireneb@ec.unipi.it 24/10/2017 I. Brunetti Labour Economics in an European Perspective 24/10/2017
More informationST3241 Categorical Data Analysis I Multicategory Logit Models. Logit Models For Nominal Responses
ST3241 Categorical Data Analysis I Multicategory Logit Models Logit Models For Nominal Responses 1 Models For Nominal Responses Y is nominal with J categories. Let {π 1,, π J } denote the response probabilities
More informationRegression Discontinuity Designs
Regression Discontinuity Designs Kosuke Imai Harvard University STAT186/GOV2002 CAUSAL INFERENCE Fall 2018 Kosuke Imai (Harvard) Regression Discontinuity Design Stat186/Gov2002 Fall 2018 1 / 1 Observational
More informationPh.D. course: Regression models. Regression models. Explanatory variables. Example 1.1: Body mass index and vitamin D status
Ph.D. course: Regression models Introduction PKA & LTS Sect. 1.1, 1.2, 1.4 25 April 2013 www.biostat.ku.dk/~pka/regrmodels13 Per Kragh Andersen Regression models The distribution of one outcome variable
More informationStatistical Analysis of List Experiments
Statistical Analysis of List Experiments Graeme Blair Kosuke Imai Princeton University December 17, 2010 Blair and Imai (Princeton) List Experiments Political Methodology Seminar 1 / 32 Motivation Surveys
More informationPropensity Score Analysis Using teffects in Stata. SOC 561 Programming for the Social Sciences Hyungjun Suh Apr
Propensity Score Analysis Using teffects in Stata SOC 561 Programming for the Social Sciences Hyungjun Suh Apr. 25. 2016 Overview Motivation Propensity Score Weighting Propensity Score Matching with teffects
More informationdisc choice5.tex; April 11, ffl See: King - Unifying Political Methodology ffl See: King/Tomz/Wittenberg (1998, APSA Meeting). ffl See: Alvarez
disc choice5.tex; April 11, 2001 1 Lecture Notes on Discrete Choice Models Copyright, April 11, 2001 Jonathan Nagler 1 Topics 1. Review the Latent Varible Setup For Binary Choice ffl Logit ffl Likelihood
More informationKausalanalyse. Analysemöglichkeiten von Paneldaten
Kausalanalyse Analysemöglichkeiten von Paneldaten Warum geht es in den folgenden Sitzungen? Sitzung Thema Paneldaten Einführung 1 2 3 4 5 6 7 8 9 10 11 12 13 14 09.04.2008 16.04.2008 23.04.2008 30.04.2008
More informationTables and Figures. This draft, July 2, 2007
and Figures This draft, July 2, 2007 1 / 16 Figures 2 / 16 Figure 1: Density of Estimated Propensity Score Pr(D=1) % 50 40 Treated Group Untreated Group 30 f (P) 20 10 0.01~.10.11~.20.21~.30.31~.40.41~.50.51~.60.61~.70.71~.80.81~.90.91~.99
More informationBayesian methods for missing data: part 1. Key Concepts. Nicky Best and Alexina Mason. Imperial College London
Bayesian methods for missing data: part 1 Key Concepts Nicky Best and Alexina Mason Imperial College London BAYES 2013, May 21-23, Erasmus University Rotterdam Missing Data: Part 1 BAYES2013 1 / 68 Outline
More informationPolitical Science Fall 2018
Political Science 209 - Fall 2018 Linear Regression Florian Hollenbach 22nd October 2018 In-class Exercise Linear Regression Please dowload intrade08.csv & pres08.csv from class website Read both data
More informationSplitting a predictor at the upper quarter or third and the lower quarter or third
Splitting a predictor at the upper quarter or third and the lower quarter or third Andrew Gelman David K. Park July 31, 2007 Abstract A linear regression of y on x can be approximated by a simple difference:
More informationApplied Microeconometrics (L5): Panel Data-Basics
Applied Microeconometrics (L5): Panel Data-Basics Nicholas Giannakopoulos University of Patras Department of Economics ngias@upatras.gr November 10, 2015 Nicholas Giannakopoulos (UPatras) MSc Applied Economics
More informationEMERGING MARKETS - Lecture 2: Methodology refresher
EMERGING MARKETS - Lecture 2: Methodology refresher Maria Perrotta April 4, 2013 SITE http://www.hhs.se/site/pages/default.aspx My contact: maria.perrotta@hhs.se Aim of this class There are many different
More informationLongitudinal Data Analysis Using SAS Paul D. Allison, Ph.D. Upcoming Seminar: October 13-14, 2017, Boston, Massachusetts
Longitudinal Data Analysis Using SAS Paul D. Allison, Ph.D. Upcoming Seminar: October 13-14, 217, Boston, Massachusetts Outline 1. Opportunities and challenges of panel data. a. Data requirements b. Control
More informationMultilevel Statistical Models: 3 rd edition, 2003 Contents
Multilevel Statistical Models: 3 rd edition, 2003 Contents Preface Acknowledgements Notation Two and three level models. A general classification notation and diagram Glossary Chapter 1 An introduction
More informationIntroduction to Linear Regression Analysis
Introduction to Linear Regression Analysis Samuel Nocito Lecture 1 March 2nd, 2018 Econometrics: What is it? Interaction of economic theory, observed data and statistical methods. The science of testing
More informationReview of Multinomial Distribution If n trials are performed: in each trial there are J > 2 possible outcomes (categories) Multicategory Logit Models
Chapter 6 Multicategory Logit Models Response Y has J > 2 categories. Extensions of logistic regression for nominal and ordinal Y assume a multinomial distribution for Y. 6.1 Logit Models for Nominal Responses
More informationSemiparametric Generalized Linear Models
Semiparametric Generalized Linear Models North American Stata Users Group Meeting Chicago, Illinois Paul Rathouz Department of Health Studies University of Chicago prathouz@uchicago.edu Liping Gao MS Student
More informationMatching. Stephen Pettigrew. April 15, Stephen Pettigrew Matching April 15, / 67
Matching Stephen Pettigrew April 15, 2015 Stephen Pettigrew Matching April 15, 2015 1 / 67 Outline 1 Logistics 2 Basics of matching 3 Balance Metrics 4 Matching in R 5 The sample size-imbalance frontier
More informationA Meta-Analysis of the Urban Wage Premium
A Meta-Analysis of the Urban Wage Premium Ayoung Kim Dept. of Agricultural Economics, Purdue University kim1426@purdue.edu November 21, 2014 SHaPE seminar 2014 November 21, 2014 1 / 16 Urban Wage Premium
More informationPBAF 528 Week 8. B. Regression Residuals These properties have implications for the residuals of the regression.
PBAF 528 Week 8 What are some problems with our model? Regression models are used to represent relationships between a dependent variable and one or more predictors. In order to make inference from the
More informationEconometrics I Lecture 7: Dummy Variables
Econometrics I Lecture 7: Dummy Variables Mohammad Vesal Graduate School of Management and Economics Sharif University of Technology 44716 Fall 1397 1 / 27 Introduction Dummy variable: d i is a dummy variable
More informationLatent Variable Models for Binary Data. Suppose that for a given vector of explanatory variables x, the latent
Latent Variable Models for Binary Data Suppose that for a given vector of explanatory variables x, the latent variable, U, has a continuous cumulative distribution function F (u; x) and that the binary
More informationWhat s New in Econometrics. Lecture 1
What s New in Econometrics Lecture 1 Estimation of Average Treatment Effects Under Unconfoundedness Guido Imbens NBER Summer Institute, 2007 Outline 1. Introduction 2. Potential Outcomes 3. Estimands and
More informationChapter 1 Introduction. What are longitudinal and panel data? Benefits and drawbacks of longitudinal data Longitudinal data models Historical notes
Chapter 1 Introduction What are longitudinal and panel data? Benefits and drawbacks of longitudinal data Longitudinal data models Historical notes 1.1 What are longitudinal and panel data? With regression
More informationSensitivity checks for the local average treatment effect
Sensitivity checks for the local average treatment effect Martin Huber March 13, 2014 University of St. Gallen, Dept. of Economics Abstract: The nonparametric identification of the local average treatment
More informationECON 482 / WH Hong Binary or Dummy Variables 1. Qualitative Information
1. Qualitative Information Qualitative Information Up to now, we assume that all the variables has quantitative meaning. But often in empirical work, we must incorporate qualitative factor into regression
More informationCS6220: DATA MINING TECHNIQUES
CS6220: DATA MINING TECHNIQUES Matrix Data: Prediction Instructor: Yizhou Sun yzsun@ccs.neu.edu September 14, 2014 Today s Schedule Course Project Introduction Linear Regression Model Decision Tree 2 Methods
More informationComparing Change Scores with Lagged Dependent Variables in Models of the Effects of Parents Actions to Modify Children's Problem Behavior
Comparing Change Scores with Lagged Dependent Variables in Models of the Effects of Parents Actions to Modify Children's Problem Behavior David R. Johnson Department of Sociology and Haskell Sie Department
More informationWrite your identification number on each paper and cover sheet (the number stated in the upper right hand corner on your exam cover).
Formatmall skapad: 2011-12-01 Uppdaterad: 2015-03-06 / LP Department of Economics Course name: Empirical Methods in Economics 2 Course code: EC2404 Semester: Spring 2015 Type of exam: MAIN Examiner: Peter
More informationCS6220: DATA MINING TECHNIQUES
CS6220: DATA MINING TECHNIQUES Matrix Data: Prediction Instructor: Yizhou Sun yzsun@ccs.neu.edu September 21, 2015 Announcements TA Monisha s office hour has changed to Thursdays 10-12pm, 462WVH (the same
More informationmultilevel modeling: concepts, applications and interpretations
multilevel modeling: concepts, applications and interpretations lynne c. messer 27 october 2010 warning social and reproductive / perinatal epidemiologist concepts why context matters multilevel models
More informationLongitudinal Data Analysis Using Stata Paul D. Allison, Ph.D. Upcoming Seminar: May 18-19, 2017, Chicago, Illinois
Longitudinal Data Analysis Using Stata Paul D. Allison, Ph.D. Upcoming Seminar: May 18-19, 217, Chicago, Illinois Outline 1. Opportunities and challenges of panel data. a. Data requirements b. Control
More informationAPPENDICES TO Protest Movements and Citizen Discontent. Appendix A: Question Wordings
APPENDICES TO Protest Movements and Citizen Discontent Appendix A: Question Wordings IDEOLOGY: How would you describe your views on most political matters? Generally do you think of yourself as liberal,
More informationA dynamic perspective to evaluate multiple treatments through a causal latent Markov model
A dynamic perspective to evaluate multiple treatments through a causal latent Markov model Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/
More informationExploiting TIMSS and PIRLS combined data: multivariate multilevel modelling of student achievement
Exploiting TIMSS and PIRLS combined data: multivariate multilevel modelling of student achievement Second meeting of the FIRB 2012 project Mixture and latent variable models for causal-inference and analysis
More informationSIMULATION-BASED SENSITIVITY ANALYSIS FOR MATCHING ESTIMATORS
SIMULATION-BASED SENSITIVITY ANALYSIS FOR MATCHING ESTIMATORS TOMMASO NANNICINI universidad carlos iii de madrid UK Stata Users Group Meeting London, September 10, 2007 CONTENT Presentation of a Stata
More informationA multivariate multilevel model for the analysis of TIMMS & PIRLS data
A multivariate multilevel model for the analysis of TIMMS & PIRLS data European Congress of Methodology July 23-25, 2014 - Utrecht Leonardo Grilli 1, Fulvia Pennoni 2, Carla Rampichini 1, Isabella Romeo
More informationQuantitative Analysis and Empirical Methods
Hypothesis testing Sciences Po, Paris, CEE / LIEPP Introduction Hypotheses Procedure of hypothesis testing Two-tailed and one-tailed tests Statistical tests with categorical variables A hypothesis A testable
More informationNELS 88. Latent Response Variable Formulation Versus Probability Curve Formulation
NELS 88 Table 2.3 Adjusted odds ratios of eighth-grade students in 988 performing below basic levels of reading and mathematics in 988 and dropping out of school, 988 to 990, by basic demographics Variable
More informationThe STS Surgeon Composite Technical Appendix
The STS Surgeon Composite Technical Appendix Overview Surgeon-specific risk-adjusted operative operative mortality and major complication rates were estimated using a bivariate random-effects logistic
More informationBasic Verification Concepts
Basic Verification Concepts Barbara Brown National Center for Atmospheric Research Boulder Colorado USA bgb@ucar.edu Basic concepts - outline What is verification? Why verify? Identifying verification
More informationBayesian regression tree models for causal inference: regularization, confounding and heterogeneity
Bayesian regression tree models for causal inference: regularization, confounding and heterogeneity P. Richard Hahn, Jared Murray, and Carlos Carvalho June 22, 2017 The problem setting We want to estimate
More informationEconometrics of Panel Data
Econometrics of Panel Data Jakub Mućk Meeting # 2 Jakub Mućk Econometrics of Panel Data Meeting # 2 1 / 26 Outline 1 Fixed effects model The Least Squares Dummy Variable Estimator The Fixed Effect (Within
More informationBehavioral Data Mining. Lecture 19 Regression and Causal Effects
Behavioral Data Mining Lecture 19 Regression and Causal Effects Outline Counterfactuals and Potential Outcomes Regression Models Causal Effects from Matching and Regression Weighted regression Counterfactuals
More informationCategorical Predictor Variables
Categorical Predictor Variables We often wish to use categorical (or qualitative) variables as covariates in a regression model. For binary variables (taking on only 2 values, e.g. sex), it is relatively
More informationA Study of Statistical Power and Type I Errors in Testing a Factor Analytic. Model for Group Differences in Regression Intercepts
A Study of Statistical Power and Type I Errors in Testing a Factor Analytic Model for Group Differences in Regression Intercepts by Margarita Olivera Aguilar A Thesis Presented in Partial Fulfillment of
More informationDifference-in-Differences Methods
Difference-in-Differences Methods Teppei Yamamoto Keio University Introduction to Causal Inference Spring 2016 1 Introduction: A Motivating Example 2 Identification 3 Estimation and Inference 4 Diagnostics
More informationWU Weiterbildung. Linear Mixed Models
Linear Mixed Effects Models WU Weiterbildung SLIDE 1 Outline 1 Estimation: ML vs. REML 2 Special Models On Two Levels Mixed ANOVA Or Random ANOVA Random Intercept Model Random Coefficients Model Intercept-and-Slopes-as-Outcomes
More informationChapter 11. Regression with a Binary Dependent Variable
Chapter 11 Regression with a Binary Dependent Variable 2 Regression with a Binary Dependent Variable (SW Chapter 11) So far the dependent variable (Y) has been continuous: district-wide average test score
More informationAnalysis of Longitudinal Data. Patrick J. Heagerty PhD Department of Biostatistics University of Washington
Analysis of Longitudinal Data Patrick J Heagerty PhD Department of Biostatistics University of Washington Auckland 8 Session One Outline Examples of longitudinal data Scientific motivation Opportunities
More informationSupplemental Appendix to "Alternative Assumptions to Identify LATE in Fuzzy Regression Discontinuity Designs"
Supplemental Appendix to "Alternative Assumptions to Identify LATE in Fuzzy Regression Discontinuity Designs" Yingying Dong University of California Irvine February 2018 Abstract This document provides
More informationCombining Experimental and Non-Experimental Design in Causal Inference
Combining Experimental and Non-Experimental Design in Causal Inference Kari Lock Morgan Department of Statistics Penn State University Rao Prize Conference May 12 th, 2017 A Tribute to Don Design trumps
More informationOn the Use of Linear Fixed Effects Regression Models for Causal Inference
On the Use of Linear Fixed Effects Regression Models for ausal Inference Kosuke Imai Department of Politics Princeton University Joint work with In Song Kim Atlantic ausal Inference onference Johns Hopkins
More informationA Sampling of IMPACT Research:
A Sampling of IMPACT Research: Methods for Analysis with Dropout and Identifying Optimal Treatment Regimes Marie Davidian Department of Statistics North Carolina State University http://www.stat.ncsu.edu/
More informationMinimax-Regret Sample Design in Anticipation of Missing Data, With Application to Panel Data. Jeff Dominitz RAND. and
Minimax-Regret Sample Design in Anticipation of Missing Data, With Application to Panel Data Jeff Dominitz RAND and Charles F. Manski Department of Economics and Institute for Policy Research, Northwestern
More information1 Fixed E ects and Random E ects
1 Fixed E ects and Random E ects Estimation 1.1 Fixed E ects Introduction Fixed e ects model: y it = + x it + f i + it E ( it jx it ; f i ) = 0 Suppose we just run: y it = + x it + it Then we get: ^ =
More informationAnalysis of Panel Data: Introduction and Causal Inference with Panel Data
Analysis of Panel Data: Introduction and Causal Inference with Panel Data Session 1: 15 June 2015 Steven Finkel, PhD Daniel Wallace Professor of Political Science University of Pittsburgh USA Course presents
More informationNuoo-Ting (Jassy) Molitor, Nicky Best, Chris Jackson and Sylvia Richardson Imperial College UK. September 30, 2008
Using Bayesian graphical models to model biases in observational studies and to combine multiple data sources: Application to low birth-weight and water disinfection by-products Nuoo-Ting (Jassy) Molitor,
More informationAssess Assumptions and Sensitivity Analysis. Fan Li March 26, 2014
Assess Assumptions and Sensitivity Analysis Fan Li March 26, 2014 Two Key Assumptions 1. Overlap: 0
More informationLecture 5: Spatial probit models. James P. LeSage University of Toledo Department of Economics Toledo, OH
Lecture 5: Spatial probit models James P. LeSage University of Toledo Department of Economics Toledo, OH 43606 jlesage@spatial-econometrics.com March 2004 1 A Bayesian spatial probit model with individual
More informationEconometrics with Observational Data. Introduction and Identification Todd Wagner February 1, 2017
Econometrics with Observational Data Introduction and Identification Todd Wagner February 1, 2017 Goals for Course To enable researchers to conduct careful quantitative analyses with existing VA (and non-va)
More informationExtending causal inferences from a randomized trial to a target population
Extending causal inferences from a randomized trial to a target population Issa Dahabreh Center for Evidence Synthesis in Health, Brown University issa dahabreh@brown.edu January 16, 2019 Issa Dahabreh
More information