Our statisticians have compiled a few useful technical notes on various topics. In addition, the following document organizes many of these notes by topic and provides further details:
- How to interpret coefficients for binary models and count data models. (pdf)
- An introduction to Arellano-Bond model. (pdf)
- An introduction to Heteroskedasticity and Autocorrelation Consistent estimators. (pdf)
- An introduction to mixed model. (pdf)
- An introduction to regressions when dependent variable is a proportion. (pdf)
- An introduction to endogeneity-related methods. (pdf)
- An introduction to Quasi-MLE Poisson. (pdf)
- An introduction to censored, truncated or selected data. (pdf)
- An introduction to survival analysis. (pdf)
- An introduction to count data models. (pdf)
- An introduction to GMM. (pdf)
- An introduction to Hausman-Taylor model. (pdf)
- An introduction to kernel regression. (pdf)
- How to calculate clustered standard errors using SAS. (pdf)
- An introduction to R. (pdf)
- The Cramer-Rao lower bound - derivation and examples. (pdf)
- Projection Matrices and Regression Sum of Squares. (pdf)
- The Frisch-Waugh-Lovell Theorem. (pdf)
- Matrix Derivaiton of the Frisch-Waugh-Lovell Theorem. (pdf)
- Delta Method. (docx)
Updated 7/30/19