Statistics, econometrics, experiment and survey methods, data science: Notes
2021-08-06
Abstract
This ‘book’ organizes my/our notes and helps others engage, understand, learn, and respond1 Introduction
My goal in putting this resource is to focus on the practical tools I use and the challenges I (David Reinstein) face. But I am open to collaboration with others on this. (Other contributors so far include Gerhard Riener, Oska Fentem, and Scott Dickerson.)
My focus: Microeconomics, behavioral economics, focus on charitable giving and ‘returns to education’ type of straightforward problems. (Minimal focus on structural approaches.)
What I care about: Where we can add value to real econometric (and statistical, experimental, survey design, and data science) practice?
The data I focus on:
Observational (esp. web-scraped and API data and national surveys/admin data)
Experimental: esp. with multiple crossed arms, and where the ‘cleanest design’ may not be possible
I will assume familiarity with most basic statistical concepts like ‘bias,’ ‘consistency,’ and ‘null hypothesis testing.’ However, I will focus on some concepts that seem to often be misunderstood and mis-applied, and I will give and link definitions as time permits.
If you are involved with this project, you can find a brief guide (somewhat WIP) on how to add content (HERE)[https://daaronr.github.io/ea_giving_barriers/bookdown-appendix.html]. This is from a different project but the setup is basically the same.
Basic statistical approaches and frameworks
- Bayesian vs. frequentist approaches
Folder: bayesian Notes: bayes_notes
- Causal vs. descriptive; ‘treatment effects’ and the potential outcomes causal model
- Theory, restrictions, and ‘structural vs reduced form’