Quantitative Methods Notes
Notes prepared for comprehensive exams covering topics in statistics, econometrics, causal inference, and experiments.
Econometrics Notes (PDF below)
Covers: the disturbance term; estimates and estimators; Gauss-Markov/Classical Linear Model assumptions, violations, consequences, and what to do about them; hypothesis testing (t, F, and chi^2 tests); sampling distributions; dependent variable types; interactions; estimator comparison of OLS, GLS, WLS, and MLE estimators.
Summarizes content of Kennedy (2003), Gujarati and Porter (2009), and Wooldridge (2013).
Covers: the disturbance term; estimates and estimators; Gauss-Markov/Classical Linear Model assumptions, violations, consequences, and what to do about them; hypothesis testing (t, F, and chi^2 tests); sampling distributions; dependent variable types; interactions; estimator comparison of OLS, GLS, WLS, and MLE estimators.
Summarizes content of Kennedy (2003), Gujarati and Porter (2009), and Wooldridge (2013).
Causal Inference Notes (PDF below)
Describes the potential outcome framework and the fundamental problem of causal inference. Explains the assumptions justifying the use of various estimators for causal inferences, as well as common violations and limitations, including:
Describes the potential outcome framework and the fundamental problem of causal inference. Explains the assumptions justifying the use of various estimators for causal inferences, as well as common violations and limitations, including:
- experiments
- linear regression without covariates
- regression control designs
- matching
- instrumental variables
- regression discontinuity designs
- fixed effects models
- difference-in-differences designs
- synthetic control designs
Experiments Notes (PDF below)
Overview of experimental design and measures, treats to internal and external validity, advantages and disadvantages of experiments, and types of experiments: lab, lab-in-field, field, and natural.
Summarizes McDermott (2002); Dunning Ch 1-2; Gerber and Green (2012) Ch 1-13.
Overview of experimental design and measures, treats to internal and external validity, advantages and disadvantages of experiments, and types of experiments: lab, lab-in-field, field, and natural.
Summarizes McDermott (2002); Dunning Ch 1-2; Gerber and Green (2012) Ch 1-13.
