Posts
43 articles I've posted.
Statistics | Power of Hypothesis Test
Posted on:May 10, 2024The power of a test is the probability that the test correctly rejects the H0 when alternative hypothesis H1 is true.
Method | Chi-square Test
Posted on:May 8, 2024Chi-square for distribution test, independence test, and trend analysis.
Method | Granger Causality Test
Posted on:May 1, 2024Granger causality testing is a statistical method used to assess whether one time series has forcasting or predictive power over another.
Method | Instrument Variables
Posted on:April 29, 2024If we find a variable Z that has a direct effect on X but not on Y, and does not indirectly affect Y through other paths, then if we observe an total effect of Z on Y, that effect can only be caused by X.
Method | Interrupted Time Series Analysis
Posted on:April 20, 2024To examine how the outcome variable changes after the intervention is implemented. Here, an intervention may be a policy, a program, or another treatment that is implemented at one specific time point.
Statistics | Robust Standard Errors
Posted on:April 7, 2024A brief recap about robust💪 standard errors.
NLP | Topic Modeling with BERTopic
Posted on:April 3, 2024Automatically determine the number of topics; Embeddings → Dimension Reduction → Clustering → Tokenization → Topic Representation → Fine-tuning.
Method | Fixed Effects Model & Random Effects Model
Posted on:March 20, 2024Fixed effects model aims to address a class of endogeneity issues, while random effects model aims to address the issue of autocorrelated errors.
Statistics | One-sided or Two-sided Test?
Posted on:March 19, 2024We should determine whether to use a one-sided test or a two-sided test based on the problem specification/form of the alternative hypothesis.
Method | Introduction About Time Series Regression
Posted on:March 18, 2024Note on ch. 10 to 12 of Wooldridge's Econometrics covering topics related to the classical and modern assumptions of time series regression, as well as the consequences, tests, and corrections of serial correlation problem.