The causal-inference tag has no wiki summary.
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Causal stats with one event and multiple time series?
I've worked with certain causal/predictive techniques when handling two time series, but this problem is different from what I am used to and I'm not sure how to proceed.
I would like to see the ...
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1answer
173 views
Inverse probability of treatment weighted (IPTW) estimator for a binary outcome
Recently, there are several estimators have been proposed to estimate the average treatment effect (ATE) in observation studies, such as IPTW, doubly-robust estimator, etc. It fully makes senses to me ...
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205 views
Implication / Interpretation of long term equilibrium VECM
I want to test the influence of exchange rates on a price index and struggle with the interpretations. My variables are I(1)
First, I ran an OLS on first differenced variables which indicated a ...
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90 views
Difference in Differences: id switches between treatment and control group
In my difference in differences model firms $> x$ belong to the treatment group whereas firms$< x$ act as control.
I have a two period model:
In $t_1$ firm $i$ is $> x$ and thus ...
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109 views
Matched Analysis with Complex Survey Data
Complex survey data is that typically found produced by the National Center for Health Statistics (NCHS) or the NSLY; it typically contains information on PSU, strata, and weights. To make nationally ...
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25 views
Causal identification and penalized splines
I just got a rejection from an economics journal. Among the reasons cited for rejection were:
the benefits of using the semi-parametric method are not clearly
brought out compared to ...
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0answers
34 views
Counterfactuals for Variables with Negative Values
Lets imagine I have estimated the following simple linear regression model:
$y_{i} = 10 + 0.5x_{i} + \varepsilon_{i} $, and want to work out the counter-factual, or what would $ y_{i}$ be in the ...
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169 views
An alternative to “Granger Causality” test when (short) time series are not stationary?
I have two short time series (x and y), and I wish to find out if x "effects" (is correlated with) y. Obviously, since the two are time series, using a simple correlation is the wrong way to go.
I ...
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161 views
Inductive vs deductive Inference
I am curious to know exactly, what are the (possible) differences between inductive and deductive statistical inferences in applied statistics.
Suggestions for some good resources to learn their ...
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8 views
How to quantify mis-specification bias and compare against smoothing bias for a non-parametric estimate of a randomly allocated continuous treatment?
Suppose that there is a data-generating process
$$
y = \alpha + g(x) + \epsilon
$$
which is to say that an outcome is some function of $x$. Suppose that $x$ is randomly assigned, so ...
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12 views
Relative efficiency of matching versus adjustment to handle confounding effects in highly disproportionate populations
I am reviewing a paper where the authors compare cancer outcomes (binary) between two groups, one having a small sample size of 200 and the other having over 55,000.
The authors then claim that, due ...
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181 views
Estimating treatment on treated (TOT) effect
Suppose I am interested in the effects of maternal smoking during pregnancy on infant birth weight.
However, instead of data on maternal smoking during pregnancy, I have a natural experiment for ...
