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9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs-4.pdf20 Feb 2017: Tests of homogeneity, and connections to confidence intervals 10.1. Tests of homogeneity. ... Lecture 10. Tests of homogeneity, and connections to confidence intervals 2 (1–9). -
Markov Chains Course Blog
www.statslab.cam.ac.uk/~rrw1/markov/blog.html4 Sep 2012: statistics, economics and finance, social sciences, mathematical biology, games, music, baseball and text generation. ... can test your intuition and make good guesses about what might or might not be true. -
Causal Inference
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/slides.pdf22 Jul 2024: Randomization inference: General tests. Randomization provides the “reasoned basis” for Fisher’s exact test. ... Randomization inference: F-test. Setting: Neyman-Rubin model, A = {0,1,. ,k 1}. -
Will competition-winning methods for causal inference also succeed in …
www.statslab.cam.ac.uk/~qz280/publication/acic-competition-comment/paper.pdf22 Jul 2024: REFERENCES. Angrist, J. D. and Krueger, A. B. (1999). Empirical strategies in labor economics. ... TheAmerican Economic Review Papers and Proceedings 93 126-132. Keele, L. and Small, D. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=2224 Jul 2024: Statistical Science. (2019). 34,. 169. (doi: 10.1214/18-sts678). Falsification Tests for Instrumental Variable Designs With an Application to Tendency to Operate. ... LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. -
Sensitivity analysis for observational studies: Looking back and…
www.statslab.cam.ac.uk/~qz280/talk/yale-biostats-2020-2/slides.pdf22 Jul 2024: The Reviewof Economics and Statistics, 92(4):882–898, 2010. doi:10.1162/REST a 00036. C. ... Biometrics, 69:803–811, 2013. G. W. Imbens. Sensitivity to exogeneity assumptions in program evaluation.American Economic Review, 93:126–132, 2003. -
Curriculum Vitae
www.statslab.cam.ac.uk/~qz280/files/cv.pdf20 Mar 2024: arXiv: 2208.13871 [stat.ME]. 49. Y. Zhang and Q. Zhao, “Multiple conditional randomization tests,” 2021. ... 15. Journal of the Americal Statistical Association. 16. Journal of Business & Economic Statistics. -
Confounder adjustment in large-scale linear structural models
www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf22 Jul 2024: I In R, run summary(lm(YX)).I Equivalent to a two-sample t-test with equal variance. ... Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1). -
CAUSAL INTERPRETATIONS OF BLACK-BOX MODELS QINGYUAN ZHAO AND TREVOR…
www.statslab.cam.ac.uk/~qz280/publication/pdp/paper.pdf22 Jul 2024: ICE is first introduced to discover. interaction between the predictor variables and visually test if the function g is additive. ... Journal of Economic Perspectives, 31(2):87–106, 2017. Judea Pearl. Comment: Graphical models, causality and -
Correlation scenarios and correlation stress testing
www.statslab.cam.ac.uk/~mike/QF2023/Packham.pdf14 Apr 2023: covariance matrix Σ.I For correlation stress test, need to consider portfolio variance. ... Natalie Packham. Professor of Mathematics and Statistics. Berlin School of Economics and Law.
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