Methods Lunch Talk: Causal Mediation Analysis
|
|
- Millicent Maxwell
- 5 years ago
- Views:
Transcription
1 Methods Lunch Talk: Causal Medaton Analyss Taeyong Park Washngton Unversty n St. Lous Aprl 9, 2015 Park (Wash U.) Methods Lunch Aprl 9, / 1
2 References Baron and Kenny The Moderator-Medator Varable Dstncton n Socal Psychologcal Research: Conceptual, Strategc, and Statstcal Consderatons. Journal of Personalty and Socal Psychology. MacKnnon Introducton to Statstcal Medaton Analyss. NY: Routledge. Ima et al. 2010a. Identfcaton, Inference, and Senstvty Analyss for Causal Medaton Effects. Socal Scence. Ima et al. 2010b. A General Approach to Causal Medaton Analyss. Psychologcal Methods. Ima et al Unpackng the Black Box of Causalty: Learnng about Causal Mechansms from Expermental and Observatonal Studes. Amercan Poltcal Scence Revew. Park (Wash U.) Methods Lunch Aprl 9, / 1
3 Overvew 1. What does a causal mechansm mean? 2. Methods for nvestgatng causal mechansms Causal medaton analyss based on the structural equaton modelng framework based on the potental outcomes framework 3. The potental outcomes approach: dentfyng and estmatng causal mechansms 4. Emprcal applcatons Park (Wash U.) Methods Lunch Aprl 9, / 1
4 What does a causal mechansm mean? Researchers are nterested n whether an varable has an mpact on another varable (causal effects) how the mpact operates (causal mechansm) Example: A job tranng program Job seekers mental health How, or why, does the program affect the mental health? One possble explanaton: attendng the program enhances partcpants confdence n ther ablty to search for a job better mental health job search self-effcacy ntermedates between the job program and job seekers mental health Park (Wash U.) Methods Lunch Aprl 9, / 1
5 What does a causal mechansm mean? Self effcacy Job program Mental health Park (Wash U.) Methods Lunch Aprl 9, / 1
6 What does a causal mechansm mean? Total effect = Medaton effect + Drect effect Medator Medaton effect Treatment Outcome Drect effect Park (Wash U.) Methods Lunch Aprl 9, / 1
7 Does a standard multvarate regresson estmate causal mechansms? Y = α + βt + γm + ɛ M γ T β Y Park (Wash U.) Methods Lunch Aprl 9, / 1
8 Methods for nvestgatng causal mechansms Causal medaton analyss Lnear Structural Equaton Modelng (LSEM) wth a sngle medator Y = α 1 + ζt + ɛ 1, M = α 2 + δt + ɛ 2, Y = α 3 + βt + γm + ɛ 3 Total effect = ζ Drect effect = β Medaton effect = ζ β = δγ Park (Wash U.) Methods Lunch Aprl 9, / 1
9 Methods for nvestgatng causal mechansms Causal medaton analyss M M δ γ γ T β LSEM Y T β Regresson Y Park (Wash U.) Methods Lunch Aprl 9, / 1
10 Methods for nvestgatng causal mechansms Causal medaton analyss What assumptons are requred for δγ to be an asymptotcally consstent estmate? Lnearty Zero correlaton between ɛ 2 and ɛ 3 The potental outcomes framework: an alternatve approach to causal medaton analyss (Ima et al. 2011). A general method that s not dependent on any statstcal model applcable to lnear and nonlnear models n the same way. Clarfes the requred assumptons and provdes a senstvty tool. Park (Wash U.) Methods Lunch Aprl 9, / 1
11 The potental outcomes approach to medaton analyss Potental outcomes (Holland 1986; Neyman 1923; Rubn 1974) Gven a unt and a set of actons ncludng control and treatment T = t, for t = 0 or 1, two outcomes reman potental untl one s actually realzed: Y = Y (t = 0) and Y = Y (t = 1), where Y s the realzed outcome. Y (0) s s mental health that would be realzed f does not attend the job program. Y (1) s s mental health that would be realzed f attend the job program. Park (Wash U.) Methods Lunch Aprl 9, / 1
12 The potental outcomes approach to medaton analyss Defne the potental outcomes as a functon of treatment and medator such as Y (T = t, M (T ) = m) for ndvdual. Y : an outcome; T : a treatment varable; M : a medator; t and m: specfc values for T and M. For the sake of smplcty, suppose two alternatve values of the treatment. t = 0 represents the control condton and t = 1 represents the treatment condton. The potental medator values for are denoted by M (0) and M (1). For nstance, Y (0, M (1)) refers to a potental outcome that would be realzed under the control condton wth the medator takng a counterfactual value that would be realzed under the treatment condton. Y (0, M (0))? Park (Wash U.) Methods Lunch Aprl 9, / 1
13 The potental outcomes approach to medaton analyss Identfyng the medaton effect: By holdng the treatment constant and changng only the medator, thereby controllng for the drect causal pathway between the treatment and outcome, we can solate the medaton effect from other alternatve causal mechansms. The medaton effect s a purely counterfactual quantty that s nherently unobservable. Medator Medaton effect Treatment Outcome Drect effect Park (Wash U.) Methods Lunch Aprl 9, / 1
14 The potental outcomes approach to medaton analyss Explots predcted counterfactual values of the treatment and the medator. Clarfes what assumptons are requred to dentfy the unobservable medaton effect. Average Medaton Effect (AME) ME Y (t, M (1)) Y (t, M (0)), for t = 0 or 1 AME E[Y (t, M (1)) Y (t, M (0))], for t = 0 or 1 How much the outcome would change f the medator changes whle the treatment remans constant. Park (Wash U.) Methods Lunch Aprl 9, / 1
15 The potental outcomes approach to medaton analyss Average Drect Effect (ADE) DE Y (1, M (t)) Y (0, M (t)), for t = 0 or 1 ADE E[Y (1, M (t)) Y (0, M (t))], for t = 0 or 1 How much the outcome would change f the treatment changes whle the medator remans constant. Average Total Effect (ATE) TE Y (1, M (1)) Y (0, M (0)) ATE E[Y (1, M (1)) Y (0, M (0))] The total effect of the treatment on the outcome. Park (Wash U.) Methods Lunch Aprl 9, / 1
16 The potental outcomes approach to medaton analyss Requred Assumptons The sequental gnorablty assumpton (Ima et al. 2010a; 2010b; 2011). (1) The treatment s assumed to be ndependent of potental outcomes and potental medators, so that t s gnorable, gven the observed pretreatment covarates. (2) The medator s assumed to be ndependent of potental outcomes, so that t s gnorable, gven the observed pretreatment covarates and the gnorable treatment. Perfect complance wth treatment assgnment. SUTVA (stable unt treatment value assumpton): Non-nterference and excluson restrcton. Park (Wash U.) Methods Lunch Aprl 9, / 1
17 The potental outcomes approach to medaton analyss Estmaton procedure (Three steps): 1. Fttng models 2. Smulatng potental values of the medator and the outcome 3. Computng the medaton effect and the drect effect 1. Fttng models: Runnng two regressons. A regresson model for the medator as a functon of the treatment and pretreatment covarates f θm (M T, X ) A regresson model for the outcome as a functon of the treatment, medator and pretreatment covarates f θy (Y T, M, X ) That s, M = α 2 + δt + ɛ M Y = α 3 + βt + γm + ɛ Y Park (Wash U.) Methods Lunch Aprl 9, / 1
18 The potental outcomes approach to medaton analyss 2. Smulatng potental values of the medator and the outcome. Use the estmated parameters from the two regresson models (ˆθ M and ˆθ Y ) to smulate potental values of the medator and the outcome. M (k) Y (k) Y (k) (t X ) from fˆθ(k) (M t, X ) for k = 1, 2,..., K (t, M (k) (t X ) X ) from fˆθ (k) (t, M (k) (t X ) X ) from fˆθ (k) M Y Y (Y t, M (k) (t), X ) for k = 1, 2,..., K (Y t, M (k) (t ), X ) for k = 1, 2,..., K Example: t = 0 or 1 K copes of M (0 X ) and M (1 X ) K copes of Y (0, M (k) (0 X ) X ) and Y (0, M (k) (1 X ) X ) for condton t = 0 K copes of Y (1, M (k) (0 X ) X ) and Y (1, M (k) (1 X ) X ) for condton t = 1 Park (Wash U.) Methods Lunch Aprl 9, / 1
19 The potental outcomes approach to medaton analyss 3. Computng the medaton and drect effects ÂME = nk 1 n K [Y (k) t=0 =1 k=1 (t, M (k) (1 X ) X ) Y (k) (t, M (k) (0 X ) X )] 1 2 [{Y (0, M (1 X ) X ) Y (0, M (0 X ) X )} + {Y (1, M (1 X ) X ) Y (1, M (0 X ) X )}] How much the outcome would change f the medator changes whle the treatment remans constant. Park (Wash U.) Methods Lunch Aprl 9, / 1
20 The potental outcomes approach to medaton analyss 3. Computng the medaton and drect effects ÂDE = nk 1 n K [Y (k) t=0 =1 k=1 (1, M (k) (t X ) X ) Y (k) (0, M (k) (t X ) X )] How much the outcome would change f the treatment changes whle the medator remans constant. ÂTE = 1 nk n K [Y (k) =1 k=1 (1, M (k) (1 X ) X ) Y (k) (0, M (k) (0 X ) X )] The total effect of the treatment on the outcome. Park (Wash U.) Methods Lunch Aprl 9, / 1
21 Emprcal Applcaton Local economc condtons Presdental electons n the U.S.? Hypothess: Voters observe local economc condtons (gas prces, foreclosures, etc) shape subjectve evaluatons of the natonal economy use these evaluatons to cast a presdental vote at the ballot box. Subjectve evaluatons of the economy: the medatng role. M: Evaluatons Medaton effect T: Local economy Y: Vote choce Drect effect Park (Wash U.) Methods Lunch Aprl 9, / 1
22 Emprcal Applcaton How to mplement causal medaton analyss? Use medaton package (STATA, R). Wrte your own code. Contnuous treatment, ordered categorcal medator, bnary outcome wth multlevel data structure. Want to run a fully Bayesan multlevel model. Park (Wash U.) Methods Lunch Aprl 9, / 1
23 Emprcal Applcaton Predcted Effects of Gas Prce on John McCan's Vote Share n ADE AME ATE [Fgures enlarged: The dotted lnes ndcate the predcted ATE and AME due to an $1 ncrease n gas prce] ATE AME Change n Gas Prce Park (Wash U.) Methods Lunch Aprl 9, / 1
24 Emprcal Applcaton Predcted Effects of Foreclosure on John McCan's Vote Share n ATE AME ADE Number of Foreclosures per 1000 Households [Fgures enlarged: The dotted lnes ndcate the predcted ATE and AME due to a 70 unts ncrease n foreclosures per 1000 households] ATE AME Park (Wash U.) Methods Lunch Aprl 9, / 1
25 Senstvty Analyss (1) An objectve local economc condton s ndependent of potental outcomes for vote choce and subjectve evaluatons of the economy gven the observed pretreatment covarates. tem (2) A subjectve economc evaluaton s ndependent of potental outcomes for vote choce gven the observed pretreatment covarates and the observed values for objectve economc condtons. To see how much a volaton of the requred assumpton would affect the estmates If nference s senstve, a slght volaton of the assumpton may lead to substantvely dfferent conclusons (Ima et al. 2011). ρ = Corr(ɛ M, ɛ Y ) Non-zero values of ρ mply departures from (2). Use medaton package to fgure out the value of ρ that makes our estmates equal to zero or nsgnfcant. Park (Wash U.) Methods Lunch Aprl 9, / 1
Chapter 9: Statistical Inference and the Relationship between Two Variables
Chapter 9: Statstcal Inference and the Relatonshp between Two Varables Key Words The Regresson Model The Sample Regresson Equaton The Pearson Correlaton Coeffcent Learnng Outcomes After studyng ths chapter,
More informationStatistics for Economics & Business
Statstcs for Economcs & Busness Smple Lnear Regresson Learnng Objectves In ths chapter, you learn: How to use regresson analyss to predct the value of a dependent varable based on an ndependent varable
More informationDepartment of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6
Department of Quanttatve Methods & Informaton Systems Tme Seres and Ther Components QMIS 30 Chapter 6 Fall 00 Dr. Mohammad Zanal These sldes were modfed from ther orgnal source for educatonal purpose only.
More informationStatistics for Business and Economics
Statstcs for Busness and Economcs Chapter 11 Smple Regresson Copyrght 010 Pearson Educaton, Inc. Publshng as Prentce Hall Ch. 11-1 11.1 Overvew of Lnear Models n An equaton can be ft to show the best lnear
More informationHeterogeneous Treatment Effect Analysis
Heterogeneous Treatment Effect Analyss Ben Jann ETH Zurch In cooperaton wth Jenne E. Brand (UCLA) and Yu Xe (Unversty of Mchgan) German Stata Users Group Meetng Berln, June 25, 2010 Ben Jann (ETH Zurch)
More informationDO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR. Introductory Econometrics 1 hour 30 minutes
25/6 Canddates Only January Examnatons 26 Student Number: Desk Number:...... DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR Department Module Code Module Ttle Exam Duraton
More informationThe Ordinary Least Squares (OLS) Estimator
The Ordnary Least Squares (OLS) Estmator 1 Regresson Analyss Regresson Analyss: a statstcal technque for nvestgatng and modelng the relatonshp between varables. Applcatons: Engneerng, the physcal and chemcal
More informationJanuary Examinations 2015
24/5 Canddates Only January Examnatons 25 DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR STUDENT CANDIDATE NO.. Department Module Code Module Ttle Exam Duraton (n words)
More informationThe Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction
ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also
More informationComparison of Regression Lines
STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence
More informationEcon107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)
I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes
More informationStandardized Simple Mediation Model: A Numerical Example
World Appled Scences Journal (8): 35-39, 03 ISSN 88-495 IDOSI Publcatons, 03 DOI: 0.589/dos.was.03..08.68 Standardzed Smple Medaton Model: A Numercal Example,,3, Anwar Ftranto and Habshah Md Department
More informationStatistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation
Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 13 The Smple Lnear Regresson Model and Correlaton 1999 Prentce-Hall, Inc. Chap. 13-1 Chapter Topcs Types of Regresson Models Determnng the Smple Lnear
More informationPsychology 282 Lecture #24 Outline Regression Diagnostics: Outliers
Psychology 282 Lecture #24 Outlne Regresson Dagnostcs: Outlers In an earler lecture we studed the statstcal assumptons underlyng the regresson model, ncludng the followng ponts: Formal statement of assumptons.
More informationChapter 11: Simple Linear Regression and Correlation
Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests
More informationTests of Exclusion Restrictions on Regression Coefficients: Formulation and Interpretation
ECONOMICS 5* -- NOTE 6 ECON 5* -- NOTE 6 Tests of Excluson Restrctons on Regresson Coeffcents: Formulaton and Interpretaton The populaton regresson equaton (PRE) for the general multple lnear regresson
More informationLecture 6: Introduction to Linear Regression
Lecture 6: Introducton to Lnear Regresson An Manchakul amancha@jhsph.edu 24 Aprl 27 Lnear regresson: man dea Lnear regresson can be used to study an outcome as a lnear functon of a predctor Example: 6
More informationIntroduction to Regression
Introducton to Regresson Dr Tom Ilvento Department of Food and Resource Economcs Overvew The last part of the course wll focus on Regresson Analyss Ths s one of the more powerful statstcal technques Provdes
More informationChapter 5 Multilevel Models
Chapter 5 Multlevel Models 5.1 Cross-sectonal multlevel models 5.1.1 Two-level models 5.1.2 Multple level models 5.1.3 Multple level modelng n other felds 5.2 Longtudnal multlevel models 5.2.1 Two-level
More informationContinuous vs. Discrete Goods
CE 651 Transportaton Economcs Charsma Choudhury Lecture 3-4 Analyss of Demand Contnuous vs. Dscrete Goods Contnuous Goods Dscrete Goods x auto 1 Indfference u curves 3 u u 1 x 1 0 1 bus Outlne Data Modelng
More information1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands
Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of
More informationBasic Business Statistics, 10/e
Chapter 13 13-1 Basc Busness Statstcs 11 th Edton Chapter 13 Smple Lnear Regresson Basc Busness Statstcs, 11e 009 Prentce-Hall, Inc. Chap 13-1 Learnng Objectves In ths chapter, you learn: How to use regresson
More informationAndreas C. Drichoutis Agriculural University of Athens. Abstract
Heteroskedastcty, the sngle crossng property and ordered response models Andreas C. Drchouts Agrculural Unversty of Athens Panagots Lazards Agrculural Unversty of Athens Rodolfo M. Nayga, Jr. Texas AMUnversty
More informationLinear regression. Regression Models. Chapter 11 Student Lecture Notes Regression Analysis is the
Chapter 11 Student Lecture Notes 11-1 Lnear regresson Wenl lu Dept. Health statstcs School of publc health Tanjn medcal unversty 1 Regresson Models 1. Answer What Is the Relatonshp Between the Varables?.
More informationIII. Econometric Methodology Regression Analysis
Page Econ07 Appled Econometrcs Topc : An Overvew of Regresson Analyss (Studenmund, Chapter ) I. The Nature and Scope of Econometrcs. Lot s of defntons of econometrcs. Nobel Prze Commttee Paul Samuelson,
More informationStatistical tools to perform Sensitivity Analysis in the Context of the Evaluation of Measurement Uncertainty
Statstcal tools to perform Senstvty Analyss n the Contet of the Evaluaton of Measurement Uncertanty N. Fscher, A. Allard Laboratore natonal de métrologe et d essas (LNE) MATHMET PTB Berln nd June Outlne
More informationMaximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models
ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Maxmum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models
More informationChapter 15 - Multiple Regression
Chapter - Multple Regresson Chapter - Multple Regresson Multple Regresson Model The equaton that descrbes how the dependent varable y s related to the ndependent varables x, x,... x p and an error term
More informationOn Outlier Robust Small Area Mean Estimate Based on Prediction of Empirical Distribution Function
On Outler Robust Small Area Mean Estmate Based on Predcton of Emprcal Dstrbuton Functon Payam Mokhtaran Natonal Insttute of Appled Statstcs Research Australa Unversty of Wollongong Small Area Estmaton
More informationLimited Dependent Variables and Panel Data. Tibor Hanappi
Lmted Dependent Varables and Panel Data Tbor Hanapp 30.06.2010 Lmted Dependent Varables Dscrete: Varables that can take onl a countable number of values Censored/Truncated: Data ponts n some specfc range
More informationMaximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models
ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Mamum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models for
More informationPredictive Analytics : QM901.1x Prof U Dinesh Kumar, IIMB. All Rights Reserved, Indian Institute of Management Bangalore
Sesson Outlne Introducton to classfcaton problems and dscrete choce models. Introducton to Logstcs Regresson. Logstc functon and Logt functon. Maxmum Lkelhood Estmator (MLE) for estmaton of LR parameters.
More informationUncertainty as the Overlap of Alternate Conditional Distributions
Uncertanty as the Overlap of Alternate Condtonal Dstrbutons Olena Babak and Clayton V. Deutsch Centre for Computatonal Geostatstcs Department of Cvl & Envronmental Engneerng Unversty of Alberta An mportant
More informationA Simple Inventory System
A Smple Inventory System Lawrence M. Leems and Stephen K. Park, Dscrete-Event Smulaton: A Frst Course, Prentce Hall, 2006 Hu Chen Computer Scence Vrgna State Unversty Petersburg, Vrgna February 8, 2017
More informationA Robust Method for Calculating the Correlation Coefficient
A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal
More informationHomework Assignment 3 Due in class, Thursday October 15
Homework Assgnment 3 Due n class, Thursday October 15 SDS 383C Statstcal Modelng I 1 Rdge regresson and Lasso 1. Get the Prostrate cancer data from http://statweb.stanford.edu/~tbs/elemstatlearn/ datasets/prostate.data.
More informationMotion Perception Under Uncertainty. Hongjing Lu Department of Psychology University of Hong Kong
Moton Percepton Under Uncertanty Hongjng Lu Department of Psychology Unversty of Hong Kong Outlne Uncertanty n moton stmulus Correspondence problem Qualtatve fttng usng deal observer models Based on sgnal
More informationMultivariate Ratio Estimator of the Population Total under Stratified Random Sampling
Open Journal of Statstcs, 0,, 300-304 ttp://dx.do.org/0.436/ojs.0.3036 Publsed Onlne July 0 (ttp://www.scrp.org/journal/ojs) Multvarate Rato Estmator of te Populaton Total under Stratfed Random Samplng
More informationAdvances in Longitudinal Methods in the Social and Behavioral Sciences. Finite Mixtures of Nonlinear Mixed-Effects Models.
Advances n Longtudnal Methods n the Socal and Behavoral Scences Fnte Mxtures of Nonlnear Mxed-Effects Models Jeff Harrng Department of Measurement, Statstcs and Evaluaton The Center for Integrated Latent
More informationDECADAL DECLINE ( )OF LOGGERHEAD SHRIKES ON CHRISTMAS BIRD COUNTS IN ALABAMA, MISSISSIPPI, AND TENNESSEE
DEPARTMENT OF MATHEMATICS TECHNICAL REPORT DECADAL DECLINE (1992-22)OF LOGGERHEAD SHRIKES ON CHRISTMAS BIRD COUNTS IN ALABAMA, MISSISSIPPI, AND TENNESSEE DR. STEPHEN J. STEDMAN AND DR. MICHAEL ALLEN AUGUST
More informationThe Relationship between Factor Analytic and Item Response Models
The Relatonshp between Factor Analytc and Item Response Models Akhto Kamata Department of Educaton Polcy and Leadershp Department of Psychology Center on Research and Evaluaton Southern Methodst Unversty
More informationLOGIT ANALYSIS. A.K. VASISHT Indian Agricultural Statistics Research Institute, Library Avenue, New Delhi
LOGIT ANALYSIS A.K. VASISHT Indan Agrcultural Statstcs Research Insttute, Lbrary Avenue, New Delh-0 02 amtvassht@asr.res.n. Introducton In dummy regresson varable models, t s assumed mplctly that the dependent
More informationChapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise.
Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where y + = β + β e for =,..., y and are observable varables e s a random error How can an estmaton rule be constructed for the
More informatione i is a random error
Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where + β + β e for,..., and are observable varables e s a random error How can an estmaton rule be constructed for the unknown
More informationx i1 =1 for all i (the constant ).
Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by
More informationβ0 + β1xi and want to estimate the unknown
SLR Models Estmaton Those OLS Estmates Estmators (e ante) v. estmates (e post) The Smple Lnear Regresson (SLR) Condtons -4 An Asde: The Populaton Regresson Functon B and B are Lnear Estmators (condtonal
More informationComputation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models
Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,
More information1 Introduction. Mediation Analysis for Count and Zero-inflated Count Data
Medaton Analyss for Count and Zero-nflated Count Data Jng Cheng* 1, Nancy F. Cheng*, Zjan Guo**, Steve Gregorch***, Amd I. Ismal**** and Stuart A. Gansky* * Dvson of Dental Publc Health & Epdemolgy, Unversty
More informationNon-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT
Malaysan Journal of Mathematcal Scences 8(S): 37-44 (2014) Specal Issue: Internatonal Conference on Mathematcal Scences and Statstcs 2013 (ICMSS2013) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal
More informationKernel Methods and SVMs Extension
Kernel Methods and SVMs Extenson The purpose of ths document s to revew materal covered n Machne Learnng 1 Supervsed Learnng regardng support vector machnes (SVMs). Ths document also provdes a general
More informationPhillippe G Leite, HDNSP-SSN team Anna Fruttero, LCSHS
Phllppe G Lete, HDNSP-SSN team Anna Fruttero, LCSHS Knowledge and Learnng forum PSIA March 5 th,2010 Introducton Can we generate a meanngful analyss of the lkely effect of a program before ts mplementaton?
More informationSee Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition)
Count Data Models See Book Chapter 11 2 nd Edton (Chapter 10 1 st Edton) Count data consst of non-negatve nteger values Examples: number of drver route changes per week, the number of trp departure changes
More informationThis column is a continuation of our previous column
Comparson of Goodness of Ft Statstcs for Lnear Regresson, Part II The authors contnue ther dscusson of the correlaton coeffcent n developng a calbraton for quanttatve analyss. Jerome Workman Jr. and Howard
More informationECONOMETRICS II (ECO 2401S) University of Toronto. Department of Economics. Winter 2017 Instructor: Victor Aguirregabiria
ECOOMETRICS II ECO 40S Unversty of Toronto Department of Economcs Wnter 07 Instructor: Vctor Agurregabra SOLUTIO TO FIAL EXAM Tuesday, Aprl 8, 07 From :00pm-5:00pm 3 hours ISTRUCTIOS: - Ths s a closed-book
More informationBasically, if you have a dummy dependent variable you will be estimating a probability.
ECON 497: Lecture Notes 13 Page 1 of 1 Metropoltan State Unversty ECON 497: Research and Forecastng Lecture Notes 13 Dummy Dependent Varable Technques Studenmund Chapter 13 Bascally, f you have a dummy
More information4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA
4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected
More information2016 Wiley. Study Session 2: Ethical and Professional Standards Application
6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton
More informationMultilevel Logistic Regression for Polytomous Data and Rankings
Outlne Multlevel Logstc Regresson for Polytomous Data and Rankngs 1. Introducton to Applcaton: Brtsh Electon Panel 2. Logstc Models as Random Utlty Models 3. Independence from Irrelevant Alternatves (IIA)
More informationEmpirical Methods for Corporate Finance. Identification
mprcal Methods for Corporate Fnance Identfcaton Causalt Ultmate goal of emprcal research n fnance s to establsh a causal relatonshp between varables.g. What s the mpact of tangblt on leverage?.g. What
More informationExplaining the Stein Paradox
Explanng the Sten Paradox Kwong Hu Yung 1999/06/10 Abstract Ths report offers several ratonale for the Sten paradox. Sectons 1 and defnes the multvarate normal mean estmaton problem and ntroduces Sten
More informationSemiparametric Estimation of Treatment Effect in a Pretest-Posttest Study
Semparametrc Estmaton of Treatment Effect n a Pretest-Posttest Study Mare Davdan Department of Statstcs North Carolna State Unversty Based on: Avalable on my web page Leon, S., Tsats, A.A., and Davdan,
More informationLecture 16 Statistical Analysis in Biomaterials Research (Part II)
3.051J/0.340J 1 Lecture 16 Statstcal Analyss n Bomaterals Research (Part II) C. F Dstrbuton Allows comparson of varablty of behavor between populatons usng test of hypothess: σ x = σ x amed for Brtsh statstcan
More informationParametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010
Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton
More informationT E C O L O T E R E S E A R C H, I N C.
T E C O L O T E R E S E A R C H, I N C. B rdg n g En g neern g a nd Econo mcs S nce 1973 THE MINIMUM-UNBIASED-PERCENTAGE ERROR (MUPE) METHOD IN CER DEVELOPMENT Thrd Jont Annual ISPA/SCEA Internatonal Conference
More informationChapter 3. Two-Variable Regression Model: The Problem of Estimation
Chapter 3. Two-Varable Regresson Model: The Problem of Estmaton Ordnary Least Squares Method (OLS) Recall that, PRF: Y = β 1 + β X + u Thus, snce PRF s not drectly observable, t s estmated by SRF; that
More informationLinear Regression Analysis: Terminology and Notation
ECON 35* -- Secton : Basc Concepts of Regresson Analyss (Page ) Lnear Regresson Analyss: Termnology and Notaton Consder the generc verson of the smple (two-varable) lnear regresson model. It s represented
More informationChapter 13: Multiple Regression
Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to
More informationMultinomial logit regression
07/0/6 Multnomal logt regresson Introducton We now turn our attenton to regresson models for the analyss of categorcal dependent varables wth more than two response categores: Y car owned (many possble
More informationECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics
ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott
More informationPolynomial Regression Models
LINEAR REGRESSION ANALYSIS MODULE XII Lecture - 6 Polynomal Regresson Models Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Test of sgnfcance To test the sgnfcance
More informationNegative Binomial Regression
STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...
More informationOutline. Zero Conditional mean. I. Motivation. 3. Multiple Regression Analysis: Estimation. Read Wooldridge (2013), Chapter 3.
Outlne 3. Multple Regresson Analyss: Estmaton I. Motvaton II. Mechancs and Interpretaton of OLS Read Wooldrdge (013), Chapter 3. III. Expected Values of the OLS IV. Varances of the OLS V. The Gauss Markov
More informationa. (All your answers should be in the letter!
Econ 301 Blkent Unversty Taskn Econometrcs Department of Economcs Md Term Exam I November 8, 015 Name For each hypothess testng n the exam complete the followng steps: Indcate the test statstc, ts crtcal
More informationCokriging Partial Grades - Application to Block Modeling of Copper Deposits
Cokrgng Partal Grades - Applcaton to Block Modelng of Copper Deposts Serge Séguret 1, Julo Benscell 2 and Pablo Carrasco 2 Abstract Ths work concerns mneral deposts made of geologcal bodes such as breccas
More informationChapter 8 Indicator Variables
Chapter 8 Indcator Varables In general, e explanatory varables n any regresson analyss are assumed to be quanttatve n nature. For example, e varables lke temperature, dstance, age etc. are quanttatve n
More informationUsing Multivariate Rank Sum Tests to Evaluate Effectiveness of Computer Applications in Teaching Business Statistics
Usng Multvarate Rank Sum Tests to Evaluate Effectveness of Computer Applcatons n Teachng Busness Statstcs by Yeong-Tzay Su, Professor Department of Mathematcs Kaohsung Normal Unversty Kaohsung, TAIWAN
More informationHomework 9 STAT 530/J530 November 22 nd, 2005
Homework 9 STAT 530/J530 November 22 nd, 2005 Instructor: Bran Habng 1) Dstrbuton Q-Q plot Boxplot Heavy Taled Lght Taled Normal Skewed Rght Department of Statstcs LeConte 203 ch-square dstrbuton, Telephone:
More informationY = β 0 + β 1 X 1 + β 2 X β k X k + ε
Chapter 3 Secton 3.1 Model Assumptons: Multple Regresson Model Predcton Equaton Std. Devaton of Error Correlaton Matrx Smple Lnear Regresson: 1.) Lnearty.) Constant Varance 3.) Independent Errors 4.) Normalty
More informationA Comparative Study for Estimation Parameters in Panel Data Model
A Comparatve Study for Estmaton Parameters n Panel Data Model Ahmed H. Youssef and Mohamed R. Abonazel hs paper examnes the panel data models when the regresson coeffcents are fxed random and mxed and
More informationLecture 19. Endogenous Regressors and Instrumental Variables
Lecture 19. Endogenous Regressors and Instrumental Varables In the prevous lecture we consder a regresson model (I omt the subscrpts (1) Y β + D + u = 1 β The problem s that the dummy varable D s endogenous,.e.
More informationChapter 7 - Modeling Issues
Chapter 7 - Modelng Issues 7.1 Heterogenety 7. Comparng fxed and random effects estmators 7.3 Omtted varables Models of omtted varables Augmented regresson estmaton 7.4 Samplng, selectvty bas, attrton
More informationLimited Dependent Variables
Lmted Dependent Varables. What f the left-hand sde varable s not a contnuous thng spread from mnus nfnty to plus nfnty? That s, gven a model = f (, β, ε, where a. s bounded below at zero, such as wages
More informationDiagnostics in Poisson Regression. Models - Residual Analysis
Dagnostcs n Posson Regresson Models - Resdual Analyss 1 Outlne Dagnostcs n Posson Regresson Models - Resdual Analyss Example 3: Recall of Stressful Events contnued 2 Resdual Analyss Resduals represent
More informationEconometrics of Panel Data
Econometrcs of Panel Data Jakub Mućk Meetng # 8 Jakub Mućk Econometrcs of Panel Data Meetng # 8 1 / 17 Outlne 1 Heterogenety n the slope coeffcents 2 Seemngly Unrelated Regresson (SUR) 3 Swamy s random
More informationEffective plots to assess bias and precision in method comparison studies
Effectve plots to assess bas and precson n method comparson studes Bern, November, 016 Patrck Taffé, PhD Insttute of Socal and Preventve Medcne () Unversty of Lausanne, Swtzerland Patrck.Taffe@chuv.ch
More informationOnline Appendix to: Axiomatization and measurement of Quasi-hyperbolic Discounting
Onlne Appendx to: Axomatzaton and measurement of Quas-hyperbolc Dscountng José Lus Montel Olea Tomasz Strzaleck 1 Sample Selecton As dscussed before our ntal sample conssts of two groups of subjects. Group
More informationsince [1-( 0+ 1x1i+ 2x2 i)] [ 0+ 1x1i+ assumed to be a reasonable approximation
Econ 388 R. Butler 204 revsons Lecture 4 Dummy Dependent Varables I. Lnear Probablty Model: the Regresson model wth a dummy varables as the dependent varable assumpton, mplcaton regular multple regresson
More informationASYMPTOTIC PROPERTIES OF ESTIMATES FOR THE PARAMETERS IN THE LOGISTIC REGRESSION MODEL
Asymptotc Asan-Afrcan Propertes Journal of Estmates Economcs for and the Econometrcs, Parameters n Vol. the Logstc, No., Regresson 20: 65-74 Model 65 ASYMPTOTIC PROPERTIES OF ESTIMATES FOR THE PARAMETERS
More informationChapter 14 Simple Linear Regression Page 1. Introduction to regression analysis 14-2
Chapter 4 Smple Lnear Regresson Page. Introducton to regresson analyss 4- The Regresson Equaton. Lnear Functons 4-4 3. Estmaton and nterpretaton of model parameters 4-6 4. Inference on the model parameters
More informationEconometrics: What's It All About, Alfie?
ECON 351* -- Introducton (Page 1) Econometrcs: What's It All About, Ale? Usng sample data on observable varables to learn about economc relatonshps, the unctonal relatonshps among economc varables. Econometrcs
More informationSome basic statistics and curve fitting techniques
Some basc statstcs and curve fttng technques Statstcs s the dscplne concerned wth the study of varablty, wth the study of uncertanty, and wth the study of decsonmakng n the face of uncertanty (Lndsay et
More informationLinear Approximation with Regularization and Moving Least Squares
Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...
More informationexperimenteel en correlationeel onderzoek
expermenteel en correlatoneel onderzoek lecture 6: one-way analyss of varance Leary. Introducton to Behavoral Research Methods. pages 246 271 (chapters 10 and 11): conceptual statstcs Moore, McCabe, and
More informationMLE and Bayesian Estimation. Jie Tang Department of Computer Science & Technology Tsinghua University 2012
MLE and Bayesan Estmaton Je Tang Department of Computer Scence & Technology Tsnghua Unversty 01 1 Lnear Regresson? As the frst step, we need to decde how we re gong to represent the functon f. One example:
More informationSTAT 3008 Applied Regression Analysis
STAT 3008 Appled Regresson Analyss Tutoral : Smple Lnear Regresson LAI Chun He Department of Statstcs, The Chnese Unversty of Hong Kong 1 Model Assumpton To quantfy the relatonshp between two factors,
More informationLab 4: Two-level Random Intercept Model
BIO 656 Lab4 009 Lab 4: Two-level Random Intercept Model Data: Peak expratory flow rate (pefr) measured twce, usng two dfferent nstruments, for 17 subjects. (from Chapter 1 of Multlevel and Longtudnal
More informationDurban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications
Durban Watson for Testng the Lack-of-Ft of Polynomal Regresson Models wthout Replcatons Ruba A. Alyaf, Maha A. Omar, Abdullah A. Al-Shha ralyaf@ksu.edu.sa, maomar@ksu.edu.sa, aalshha@ksu.edu.sa Department
More informationDiscussion of Extensions of the Gauss-Markov Theorem to the Case of Stochastic Regression Coefficients Ed Stanek
Dscusson of Extensons of the Gauss-arkov Theorem to the Case of Stochastc Regresson Coeffcents Ed Stanek Introducton Pfeffermann (984 dscusses extensons to the Gauss-arkov Theorem n settngs where regresson
More informationOutline. EEC 686/785 Modeling & Performance Evaluation of Computer Systems. Lecture k r Factorial Designs with Replication
EEC 66/75 Modelng & Performance Evaluaton of Computer Systems Lecture 3 Department of Electrcal and Computer Engneerng Cleveland State Unversty wenbng@eee.org (based on Dr. Ra Jan s lecture notes) Outlne
More informationApplications of GEE Methodology Using the SAS System
Applcatons of GEE Methodology Usng the SAS System Gordon Johnston Maura Stokes SAS Insttute Inc, Cary, NC Abstract The analyss of correlated data arsng from repeated measurements when the measurements
More information