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Measurement, Latent Factors and the Garden of Forking Paths

Confirmatory Factor Analysis and Structural Equations in PyMC
cfa
sem
measurment
Choices are made as we step down the garden of forking paths in the course of any analysis. Often, in the process of frantic search we cling too strongly to the first…

58 min

Freedom, Hierarchies and Confounded Estimates

TWFE
mundlak
hierarchical models
DiD
Two Way Fixed Effects (TWFE) regression models are often used in Differences-in-Differences designs to estimate treatment effects while accounting for variation due to group…
Jul 1, 2024
43 min

GAMs and GPs: Flexibility and Calibration

probability
generalised additive models
gaussian processes
Flexible Spline models risk overfit and need to be carefully calibrated against real data. Hierarchical models impose structure and aid calibration. We combine them.
Apr 7, 2024
40 min
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