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Pop Quiz: If \(D^*\) and \(D\) are binary random variables and \(D\) is a noisy measure of \(D^*\), is it possible for the measurement error \(W \equiv D - D^*\) to be classical?

The F-statistic for a test of multiple linear restrictions is a staple of introductory econometrics courses. In the simplest case, it can be written as \[F \equiv \frac{(SSR_r - SSR_{u})/q}{SSR_{u} / (n - k - 1)}\] where \(SSR_r\) is the restricted sum of squared residuals, \(SSR_{u}\) is the unrestricted sum of squared residuals, \(q\) is the number of restrictions, and \((n - k - 1)\) is the degrees of freedom of the unrestricted model.

On a recent exam I asked students to extend the logic of propensity score weighting to handle a treatment that takes on three rather than two values: basically a stripped-down version of Imbens (2000).

The following is a piece I wrote for the LMH News, based on a general interest webinar that I gave in November of 2020. If this post inspires you to learn more about causal inference, you may enjoy browsing my teaching materials on treatment effects.

The simplest version of the central limit theorem (CLT) says that if \(X_1, \dots, X_n\) are iid random variables with mean \(\mu\) and finite variance \(\sigma^2\) \[ \frac{\bar{X}_n - \mu}{\sigma/\sqrt{n}} \rightarrow_d N(0,1) \] where \(\bar{X}_n = \frac{1}{n} \sum_{i=1}^n X_i\).

Some years back, I wrote a monologue for the Economics Department Skit Night at UPenn. It was a niche venue, granted, but the crowd seemed to enjoy my contribution. In honor of April Fool’s day I’ve posted a lightly-edited version below.

Since my previous post, the Office for National Statistics has posted updated data on weekly deaths, and we’ve updated rcovidUK accordingly. Here’s where things stand: Figure 1: Total Weekly Deaths in England & Wales.

In an earlier post I looked at regional differences in the effects of Covid-19 by calculating excess deaths in each week of 2020 relative to an average of the preceding five years.

To get a better idea of the impact of Covid19 in the UK, Dan Mead and put together an R package rcovidUK with weekly deaths in England and Wales, taken from the Office for National Statistics (ONS), allowing us to produce a plot of total deaths by region in 2020: Figure 1: Total Weekly Deaths in England & Wales.