Doug McKee
Doug McKee
  • 12
  • 997 754
Introduction to Randomized Experiments
This is an introduction to randomized experiments that I recorded for my probability and stats students when we had a big snow storm and classes were canceled. It draws heavily from a lecture Lanier Benkard gave when he was at Yale many years ago--Thanks Lanier!
Переглядів: 1 357

Відео

iPad Unleashed
Переглядів 2,1 тис.6 років тому
Teaching (or presenting) with an iPad Pro with George Orlov and Doug McKee. Learn more at teachbetter.co/
Combining data files in Stata
Переглядів 47 тис.7 років тому
In this short video I explain how to combine Stata data files and why you would ever want to do such a thing. Specifically, I show how to use Stata's append and merge commands.
Fisher's Exact Test
Переглядів 35 тис.7 років тому
Suppose you want to test whether multiple samples of a categorical variable come from the same distribution. The Chi-Square Test is great if your samples are large enough, but if they aren't, you might be able to use the Fisher's Exact Test. In this video I talk about where this test comes from and derive it for the simplest case: Two groups and a variable with two possible values.
Doing Chi-Square Tests and Fisher’s Exact Tests in Stata
Переглядів 13 тис.7 років тому
Chi-Square tests and Fisher's Exact tests are very powerful ways of determining whether whether a sample comes from a particular distribution or if multiple samples come from the same distribution. In this video I show you how to implement these tests in Stata.
An intuitive introduction to Propensity Score Matching
Переглядів 212 тис.9 років тому
Propensity score matching is a common technique used to estimate the effects of a treatment or program when you don't have a randomized controlled experiment. In particular, it's used when you have observational data that includes pre-program characteristics that determine whether or not each individual received the treatment. In this video, I work through a simple example of how it works and g...
An Intuitive Introduction to the Multinomial Logit
Переглядів 133 тис.9 років тому
This hour long video explains what the multinomial logit model is and why you might want to use it. I also explain how to interpret coefficients and how to estimate it in Stata. At the end, you are encouraged to use Stata to analyze some data on alligators: teachbetter.co/assets/alligators.dta Intended audience: Folks who have had some exposure to linear regression models, but want to learn mor...
An intuitive introduction to Regression Discontinuity
Переглядів 110 тис.9 років тому
When the circumstances are right, regression discontinuity can be an excellent way to extract causal estimates from observational data. In this video I give you a prototypical situation where RD is applicable and explain how it works. I also describe situations where the method fails and say a few words about fuzzy discontinuities. Intended audience: Folks who have had some exposure to linear r...
An intuitive introduction to Difference-in-Differences
Переглядів 233 тис.9 років тому
Difference-in-Differences is one of the most widely applied methods for estimating causal effects of programs when the program was not implemented as a randomized controlled trial. In this video I describe the situations where the method is applicable and give you the intuition behind it. I also explain how and why you might want to use regression to estimate diff-in-diff effects. Throughout, I...
Evaluating Social Policy in Latin America
Переглядів 8449 років тому
I gave this talk on January 23, 2015 to high school students attending the Yale Model United Nations. Latin America is a diverse and growing region that has been at the forefront of experimentation with innovative social policies. I presented five important examples: School vouchers in Colombia, supplementing children’s diets in Guatemala, health insurance in Costa Rica, paying mothers for keep...
An intuitive introduction to Instrumental Variables
Переглядів 88 тис.9 років тому
An intuitive introduction to instrumental variables and two stage least squares I teach an advanced undergraduate seminar on the economics of human capital where most of my students have taken just one econometrics or statistics course, but we have to read research articles that use more advanced methods. This video gives my students just enough about instrumental variables to read, interpret, ...
How to interpret regression tables
Переглядів 122 тис.9 років тому
This video is for students who have had some exposure to regression methods, but need a refresher on how to interpret regression tables.

КОМЕНТАРІ

  • @RightAIopen
    @RightAIopen 2 місяці тому

    Really good

  • @pricillajeyapaul
    @pricillajeyapaul 3 місяці тому

    Thanks a lot bro 🎉

  • @FrankChibwe-gx6nb
    @FrankChibwe-gx6nb 4 місяці тому

    Why is exp squared added to the equation ? Please someone to explain

  • @Run4un
    @Run4un 5 місяців тому

    In this EX, are y-scores the post-scores or the pre-post differences? I`m guessing just post scores? Thanks for clarifying!

  • @Potencyfunction
    @Potencyfunction 5 місяців тому

    😃 What an interesting score.

  • @shamayladurrin3224
    @shamayladurrin3224 5 місяців тому

    Amazing Video Prof!!

  • @alihussien7935
    @alihussien7935 6 місяців тому

    Thanks for your videos. I have a problem with merge I won't to merge 1:1 sam key variable . At all I have 7 dataset I like to merge. I get error says variable _merge already defined stata. How can we solve that problem?

  • @mattiasmalmgren8723
    @mattiasmalmgren8723 7 місяців тому

    # Clear all rm(list = ls()) cat("\f") library(dplyr) # Needed for %>% to work # This R program follows the example given by ua-cam.com/video/ACVyPp1Fy6Y/v-deo.html # demonstrating how to work with propensity score matching. # In the example there are 9 villages. A non governmental help organisation has built # health care centers in 4 of them where they thought it was most needed. So the treatment # "health care center" was not randomly chosen. Now we want to find the causal effect of # a new health care center on infant mortality rate. # Vectors with the data T=c(1,1,1,1,0,0,0,0,0) # Treated or not (treatment is a new health care center in the village) imrate=c(10,15,22,19,25,19,4,8,6) # infant mortality rate povrate=c(0.5, 0.6, 0.7, 0.6, 0.6, 0.5, 0.1, 0.3, 0.2) # poverty rate pcdocs=c(0.01,0.02,0.01,0.02,0.01,0.02,0.04,0.05,0.04) # pcdocs # combine the vectors into a data frame called "imdata" imdata=data.frame(T ,imrate ,povrate, pcdocs) # Do a logistic regression logistic_reg_model = glm(T ~ povrate + pcdocs , family=binomial, data=imdata) summary(logistic_reg_model) # Show the results of the logistic regression # Predict the propencity score propencity_score = predict(logistic_reg_model, type="response") imdata$PS = propencity_score # Add the propencity score to a new column in the dataframe # Create separate data frames for treated and control treated = imdata %>% filter(imdata$T==1) control = imdata %>% filter(imdata$T==0) paste("Average imrate in treatment group", mean(treated$imrate)) paste("Average imrate in control group", mean(control$imrate)) paste("Effect on imrate if treatment is compared to control", mean(treated$imrate)-mean(control$imrate)) # Last line show print 4.1, meaning that a health care center should increase morality rate by 4.1. # This is of course wrong, we are not estimating the causal effect because we are not # taken the pre-treatment characteristics into account. # Now instead create a new control group consisting of villages with as similar pre-treatment # characteristics as possible by using the method of precocity score matching. # Now do the matching in a "manual way" by looping though the treated villages and then find the # row with the closest propensity score among the not treated villages. for ( i in 1:nrow(treated) ) { min=Inf # set the minimum to positive infinity for ( j in 1:nrow(control) ) { if ( abs(treated[i, "PS"] - control[j, "PS"]) < min ) { # We have now found a row with less difference in propensity score, so # update the match to this row min=abs(treated[i, "PS"] - control[j, "PS"]) treated[i, "match"]=nrow(treated)+j } } } treated # List the data so we can see the matching # Finally calculate the average infant mortality rate among the treated # and compare it with the average infant mortality rate among the matched control villages imrate_sum_treated=0 imrate_sum_matched_control=0 for ( i in 1:nrow(treated) ) { imrate_sum_treated=imrate_sum_treated+treated[i,"imrate"] imrate_sum_matched_control=imrate_sum_matched_control + imdata[ treated[i,"match"] ,"imrate"] } avg_imrate_treated=imrate_sum_treated/nrow(treated) avg_matched_control=imrate_sum_matched_control/nrow(treated) diff_treated_vs_matched_control=avg_imrate_treated-avg_matched_control paste("avg_imrate_treated =",avg_imrate_treated) paste("avg_matched_control =",avg_matched_control) # should now display -7, meaning that the effect of building a health care center i # a reduction of 7 in infant mortality rate paste("diff_treated_vs_matched_control =",diff_treated_vs_matched_control)

  • @FandomCanon
    @FandomCanon 7 місяців тому

    Why does every tutorial I look up for this test not actually compute the answer. I don't know what "n choose m" means (or whatever you're saying). Plug in the values and show me the math!

  • @paolo4401
    @paolo4401 Рік тому

    mi problem is: how I do interpretate the new dataset generated after PSM? how do I create a table showing percentages of each categorical covariate I've chosen for matching?

  • @toobaahmedalvi7008
    @toobaahmedalvi7008 Рік тому

    How did you summarize the infant mortality rate lowering 7 deaths per 1000?was 1000 your sample population among treated and non treated infants??

  • @ronnyzhu2465
    @ronnyzhu2465 Рік тому

    This is great! Thank you so much

  • @tomz6327
    @tomz6327 Рік тому

    wish me luck boys, tomorrow final boss of my educational career, exam in econometrics. thanks a lot mr. McKee, your videos are so helpful in getting that helicopter view of these concepts. Good luck to anyone still struggeling, we're all gonna make it!

  • @roraaa11
    @roraaa11 Рік тому

    Great explanation!

  • @omarfrikhat5191
    @omarfrikhat5191 Рік тому

    Interesting (y)

  • @cjspear
    @cjspear Рік тому

    Excellent video, thank you

  • @isurusenevirathne
    @isurusenevirathne Рік тому

    Thanks , it is well explained

  • @xb2856
    @xb2856 Рік тому

    way more intuative than previously thought, well put thanks

  • @paulinavazquezquintana5662

    Which program do you use to calculate this analysis? Are there some code packages, which can be used and upload data? Thanks!

  • @unicornsandrainbowsandchic2336

    8 years later and you are still saving lives. Thank you, sir.

  • @emeraldwei6672
    @emeraldwei6672 Рік тому

    Thank you! I would like to know, if there isn't a comparable group, like Rio, then how can one figure out the effect of this programme?

  • @jacksheng7650
    @jacksheng7650 Рік тому

    God, this is so good!

  • @chris6925
    @chris6925 Рік тому

    Awesome!

  • @maxinvests7788
    @maxinvests7788 Рік тому

    eh

  • @anmolpardeshi3138
    @anmolpardeshi3138 Рік тому

    why are you considering weights when calculating effect size. eg 0.25*() - 0.25*() - where did this 0.25 came from and why?

  • @nikol7601
    @nikol7601 Рік тому

    I'm speechless how a video of 20 min explained to me everything I was struggling with for a half of year Thank you a lot for making it so simple and clear. I would love more teachers to explain the basics like this.

  • @szai6068
    @szai6068 Рік тому

    Okay the second time watching this I finally understood. Thank you!

  • @szai6068
    @szai6068 Рік тому

    It sucks being stupid because I understood nothing

  • @kellermartinezsolis5926
    @kellermartinezsolis5926 2 роки тому

    Thanks for the video! It is very clear, just a quick question: how did you compute in Stata the column "ps1"?

  • @masudparvez9133
    @masudparvez9133 2 роки тому

    Its really helpful, but can you please tell how you calculated ps1? How can I do it in Stata?

  • @someguy1169
    @someguy1169 2 роки тому

    At 16:11, can we also say that someone with a low ses, is 4.84 time more likely to like ice cream? Meaning if this data was regressed for *only* dummy variable ses=1, would that be the odds ratio?

  • @n.m.c.5851
    @n.m.c.5851 2 роки тому

    decent vid

  • @shastagupta7144
    @shastagupta7144 2 роки тому

    Amazing explanation of 2sls

  • @BeyondtheClassroom
    @BeyondtheClassroom 2 роки тому

    Great video

  • @farooqahmed2234
    @farooqahmed2234 2 роки тому

    thanks for important efforts

  • @timte5924
    @timte5924 2 роки тому

    Excellent video, thank you very much! Can you maybe quickly explain how you calculated and displayed PS1 in Stata? I understand how to run the regression but I struggle to find the PS1 outputs per line, so I can actually match one line to another

  • @melodydaccache4189
    @melodydaccache4189 2 роки тому

    This is excellent

  • @sumitmandal3901
    @sumitmandal3901 2 роки тому

    amazingly explained! Thanks

  • @AnonymousIguana
    @AnonymousIguana 2 роки тому

    26:30 "being female seems to have the odds of preferring chocolate to strawberry relative to male, but it's not significantly different from no effect at all". Are you suggesting that being female increases the odds of picking the chocolate flavour relative to being male? I think that it's the opposite here.

  • @AnonymousIguana
    @AnonymousIguana 2 роки тому

    11:54 "that's the predicted probability...". Shouldn't it be a "odds" rather than "probability"?

  • @popo-je8ze
    @popo-je8ze 2 роки тому

    great explanation

  • @DrSteelerNation
    @DrSteelerNation 2 роки тому

    Sorry, hard to follow

  • @niveditasrivastava654
    @niveditasrivastava654 2 роки тому

    where is the 0.25 in the equation coming from not ?

  • @nithyashreevenkataraman3
    @nithyashreevenkataraman3 2 роки тому

    This is really helpful, thank you! :)

  • @digray6732
    @digray6732 2 роки тому

    Thank you for this! I didn't quite understand the very last point, i.e. the difference between the points made for when DD is 'ok' (appropriate) and 'not ok'

  • @christopherzimmer
    @christopherzimmer 2 роки тому

    Among the dozens of PSM videos, this stands out as simply the best. The central example, shown clearly with the intuitive elements highlighted, and the discussion at the end regarding what PSM does *not* do- are crucial and critical! One suggestion: insert a slide showing the logit regression model to really highlight where the probabilities are coming from.

  • @saraly2
    @saraly2 2 роки тому

    Thank you!

  • @Littlesparrow988
    @Littlesparrow988 2 роки тому

    Loads of thanks for such simple explanation

  • @leopan54321
    @leopan54321 2 роки тому

    Dude. This saved me thanks :)

  • @ion5964
    @ion5964 2 роки тому

    I found this video very helpful.