The Cosmic Allness of OVB
Michael Wolf from the University of Zurich asks the following brilliant OVB question: Say the long regression of interest is (1) yi =α+ρsi +γ1MOi +γ2IQi +vi . (1) Here, MO stands for motivation and IQ...
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Colin Vance asks: A brief question about statistical significance: taking a “population first” approach to econometrics, you note on page 36 that “the regression coefficients defined in this section...
View Articlewhoops
Eagle-eyed Robson Santos notes: In the last paragraph of p. 55, the expectations of $f_{i}(s−4)$ is taken and the expectation of $f_{i}(s−1)$ is not. The text reads: Conditional on $X_{i}$, the average...
View ArticleLDV, two ways
Celia writes: I have a question about including LDV in a model with FE. Will the problem of inconsistent estimates also arise if my DV is measured in year t+3 while my LDV is measured--for economic...
View Articleregression: BLP not BLUE!
Scott Cunningham asks a big picture question regarding pedagogy in MHE: In chapter 3, you emphasize early on the important property of prediction. For example, Theorem 3.1.2 and 3.1.5. In my...
View ArticleMHE p. 13 t-stats
How many have asked, you ask? Too many! Here’s the data and a program to do ‘em. http://economics.mit.edu/faculty/angrist/data1/mhe/mhe
View ArticleRandom Thoughts
Lauren Jones from U Toronto asks I have a question about semantics. You use the word "random" to describe both the treatment assignment variables D in RCTs, and also to describe the outcome variables Y...
View ArticleJust a little off
Careful reader John Bullock writes: I think that there may be a small error on page 185 of Mostly Harmless Econometrics. It lies with the y-axes for the panels of Figure 4.5.1. Those panels are from...
View ArticleA Fundamentally Sensible Question
Awesomely attentive reader Deepti Goel writes: I am enjoying your book ‘Mostly Harmless Econometrics’. Thanks for writing it. I have a question pertaining to the FUQ you define in Chapter 1. I think I...
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MHE Wins the Fama Prize!
The second Fama Prize has been awarded to Joshua Angrist (Massachusetts Institute of Technology) and Jörn-Steffen (Steve) Pischke (London School of Economics) for their book Mostly Harmless...
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