Because of Brigham Frandsen for this weeks workshop on machine studying, AI and causal inference. Mixtape periods is indebted to him. He has taught that workshop for us 5 occasions since October 2022, not counting the thrice he’s taught his workshop on machine studying and heterogeneous therapy results (which he’ll train once more November tenth). So thanks Brigham!
The following two workshops are additionally value a lot of your time. The primary one is by Jeff Gortmaker on demand estimation and the BLP mannequin. Ariel Pakes made an look final time and I must study if that’s nonetheless the case this time. However should you’re in industrial group, or trade, or authorities, I extremely suggest you try Jeff’s workshop. Final time, it was an enormous hit — as in, it’s up to now the most well-liked workshop we’ve run on mixtape periods. And given the recognition of BLP not simply in IO, however trade extra typically, I feel at these costs, it’s value your time. This workshop will begin October twentieth and run for 3 evenings, subsequent week. Attain out should you suppose qualify for a reduction!
And the opposite one is my causal inference 2 workshop beginning Saturday, November 1st on difference-in-differences. That is the workshop that I feel will carry you to a degree of the frontier of diff-in-diff — not the bleeding edge, which continues evolving at a clip, however you’ll get this least:
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the basics of diff in diff and rooted in pragmatic and utilized design rules
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targeted consideration on the occasion examine and correct (and improper) specs
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The function of covariates within the parallel developments assumption and correct specs strong to unrestricted heterogeneous therapy results
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Extra complicated designs like estimation with repeated cross sections and differential timing
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A reasonably in depth give attention to the Callaway and Sant’Anna estimator, the function of weights in aggregation, an in depth consideration to interpretation, and inference
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Coding coding coding!
So come one, come all! Once more, attain out should you suppose you qualify. In case your potential to pay is beneath value, please attain out and if we will work one thing out, we are going to. Our aim is at mixtape periods to assist folks study these necessary instruments.
Replace on Boston and Harvard
Each of those entities proceed to win my coronary heart over. The scholars are sweethearts. Final night time after our assessment session for tomorrow’s examination, a pupil spent 10 minutes with me explaining the correct use of the brand new slang “low key”. Low key’s low key most likely my absolute favourite new slang, partly as a result of it’s practically inconceivable to make use of it incorrectly.
I like the scholars loads. I’ve held to daye met with 55 college students in workplace hours since I acquired right here. Every time is a brand new expertise, and I like asking them what it was like opening their acceptance letter. With out exception, they all the time share the enjoyment and gratitude and amazement they felt after they opened their acceptance letter. As a dad with children in school, I really feel so happy with all of them.
Gov 50 continues to be an thrilling journey and problem for me. I’ve managed to delay introducing regression. I targeted to this point on “easy comparisons” as the easy distinction in imply outcomes. And for unconfoundedness, I opened up as I all the time do with graphs after which backdoor criterion, however for the primary time, college students gave precisely two shits about it. And I feel I do know why.
Roughly 100-120 of my 190 college students are sophomores and freshmen. Round 120 have but to declare their main (“focus” right here is the nomenclature, not main, although). And this class is each required for the federal government focus however it’s also a basic schooling requirement. I usually meet college students removed from STEM, like historical past, artwork and philosophy.
And the rationale I feel that issues is that that is typically their first empirical challenge. It’s their first time to code and even lay palms on actual information. So ask your self — if that have been you, would you see the worth of selecting covariates? Of avoiding others? When unconfoundedness is their first non-experimental methodology?
I feel most likely the returns to graphs is far greater when the researcher has had extra expertise — that or the professor is more proficient at introducing it. Anyway, level is, it burnt every week, and I want I hadn’t completed it, however hindsight is 20/20.
So, to my level. I’ve managed to delay introducing OLS. The reason being as a result of I feel I can train OLS on the tail finish simpler than at the beginning as a result of the examination actually emphasised a number of issues:
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Calculating the easy distinction in imply outcomes.
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Actual matching (widespread help)
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Nearest neighbor matching (widespread help considerably violated)
I feel I can initially with #1 present them the regression specification that estimates the easy distinction in imply end result with out covariates utilizing Rebecca Thorntons Malawi paper. I’ll most likely comply with it up with instructing them her new AER: Insights paper too, which illustrates I feel the worth of a really glorious designed experiment on the service of a really necessary scientific and social coverage questions. Which, as I’ve emphasised all semester to those children, is the hallmark of Rebecca’s complete profession.
So, I’ll give attention to the regression specification first with a binary therapy, after which lead into the properties of OLS. Which I’ll then transfer into multivariate regressions as a substitute for matching (versus the opposite method round) when widespread help breaks down. I simply felt that I wanted to imprint “easy comparisons” of their minds since OLS comparisons are hardly easy (eg bizarre variance weights, counter intuitive interpretation below heterogenous therapy results). So I’ll be telling them that commonplace OLS fashions with covariates would require they assume fixed therapy results as a result of I refuse to point out them regression adjustment. I’ve to save lots of one thing for Gov 51.
My PhD course for subsequent semester is coming collectively. I’ve determined it’ll be chance and statistics utilizing Bruce Hansen’s new guide, and utilized regression utilizing his different econometrics guide. I’ll even be assigning articles in order that I can sprinkle in some causal inference.
I’ll most likely cowl some fundamental stuff from Angrist, Tymon, possibly Bacon, simply to emphasise a number of issues like unconfoundedness, fixed versus heterogenous therapy results, and FWL, in addition to variance weighting in regression fashions. I feel I may cowl sensitivity evaluation by Taber, et al, Emily Oster, Carlos Cinelli.
In order that’s the newest.
Stunning Boston
On the Boston entrance, I proceed to have a stunning time. I’ve determined Boston is my favourite metropolis on this planet — anyplace. It’s such a stunning place with actually pretty folks. I actually don’t perceive it when somebody says they detest town. I feel it’s most likely due to the climate, however I’m trying ahead to the climate. I hope it’s a as soon as in a century blizzard, and I’m cuddled up below a blanket ingesting sizzling cocoa and watching NFL video games.
Talking of, I’m going to see the Eagles play the Bears in Philly over thanksgiving. I’m an enormous Eagles fan due to my love of the film Silver Linings Playbook. And I due to this fact additionally love Philly. In order that’s a visit I’m enthusiastic about. And I’m going to see the Pats play the Payments on December 14th with my buddy. Given they beat the Payments and pulled out one other win, this could possibly be turning out to be a really thrilling sport. Me and my buddy from school, who lives right here, are going. I hope I see one other struggle.
Listed below are some pics. A good friend took me to a spot on the north aspect that bought sweets. They love sweets however I like carbs. I simply assumed there was symmetry between carb lovers and candy lovers such that one to at least one we every had our personal factor. However you already know what? I used to be completely mistaken. This candy place had probably the most thoughts blowing sweets. I then realized. All I can do if I need to give a good friend a style of nice carb snacks is open a bag of kettle chips for them. I’ve really by no means seen a retailer, I noticed, devoted simply to carbs however a spot that focuses on sweets — properly these exist right here. I acquired every kind of stuff, however then I additionally couldn’t cease myself from getting some actual trash. Right here’s a fortunate charms deal with. It was implausible.
The above was a mesmerizing fountain I noticed that night time when out strolling round city with a good friend. It was choreographed and the lighting continuously modified. I simply couldn’t consider how enchanting it was. Right here’s additionally a video of these dancing, watery lights.
The climate is beginning to change already. I wore my coat the opposite day, as a result of I wakened and it was within the 30s, however the temperature rose and it was then uncomfortable. Nevertheless it’s shut, and I can’t wait.
I proceed to like my house in again bay. I like again bay. I like this metropolis. I like all the things about it. I’m grateful to the federal government dept, Harvard and town for letting me crash right here for a yr.
