Blog
-
{fetwfe} is now available on CRAN! You can now install {fetwfe} by simply using You can always access the latest development version using In the process of preparing the package for CRAN, I also fixed a couple little bugs and…
-
New R {fetwfe} Package Implementing Fused Extended Two-Way Fixed Effects
I’m excited to announce that an R package {fewtfe} implementing fused extended two-way fixed effects is now available on my GitHub! To install it, simply use The function fetwfe() in the package takes in a panel data set and does…
-
Causal Inference Notation and Concepts
In this post, I’m going to expand on the basics I laid out more informally here. I’m going to define some commonly used notation and key terms that I plan to use as other posts, so that this post can…
-
Explaining vs. Predicting
I came across two nice written pieces recently. These and other closely related points have been made for a long time, and I’ve made related points before. I think it’s an underappreciated and somewhat counterintuitive point, so I like to…
-
Confidence Intervals
On Friday, I responded to a prompt on the platform formerly known as Twitter asking for controversial statistics opinions. I offered one of my own: This take did prove controversial—I saw people some people I consider very smart who agreed…
-
Causal Inference Basics
The goal of causal inference is to understand the effect of an intervention. We want to estimate the difference between what happens if people receive a treatment compared to what would have happened if they hadn’t been treated. Some examples…
-
Workshop for Ukraine: Conducting Synthetic Data Experiments in R
On Thursday, I led a workshop on conducting synthetic data experiments (simulation studies) in R to raise money to support Ukraine. It was a lot of fun walking through what simulations studies are, why you might want to conduct one,…
-
New Draft of “Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions”
I’m excited to share that I posted an update to “Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions” on arXiv. Mainly what’s new in this draft is added theory, but there are some other minor changes. The most…
-
Presentation on Fused Extended Two-Way Fixed Effects
On Thursday, I was lucky to present Fused Extended Two-Way Fixed Effects to the causal inference reading group at USC. I’m very grateful to Angela Zhou, Zijun Gao, and Dennis Shen for hosting me, Jacob Bien for putting me in…
-
New Paper: “Fused Extended Two-Way Fixed Effects for Difference-in-Differences with Staggered Adoptions”
I have a new paper on arXiv (link) that proposes a novel machine learning estimator for difference-in-differences with staggered adoptions, fused extended two-way fixed effects (FETWFE). Its main advantage over existing methods is that it is more efficient. Unlike existing…
Join 900+ subscribers
Stay in the loop with everything you need to know.