Hi all,
Just a note to let you know that we will not be having an Applied
Statistics workshop this Wednesday, March 31st. We will return next
Wednesday, April 7th with Thomas Kane from the Graduate School of
Education.
Cheers,
matt.
Hello,
We hope you will join us this Wednesday, March 24th at the Applied
Statistics workshop when we will be happy to have Joe Blitzstein
(Department of Statistics). Details and an abstract are below. A light
lunch will be served. Thanks!
"Stability and Estimability of Centrality in Networks"
Joe Blitzstein
Harvard Department of Statistics
March 24th, 2010, 12 noon
K354 CGIS Knafel (1737 Cambridge St)
Abstract:
"Centrality" is one of the most widely-used notions network analysis,
attempting to measure the importance of a node. Yet despite being such
a central idea to the study of networks, there is no standard
definition; rather, there are many incompatible definitions, e.g.,
based on degrees, shortest paths, and eigenvectors of the adjacency
matrix. We will attempt to sort through this menagerie of definitions
of centrality from the perspective of stability and estimability. That
is, if the network is perturbed slightly or is measured with noise,
how much does centrality change? If -- as is usually the case -- only
a sample of the full network is observed, which of these notions can
be reliably estimated from the sample?
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
email: mblackwell(a)iq.harvard.edu
url: http://people.fas.harvard.edu/~blackwel/
Hello,
We hope you will join us this Wednesday, March 10th at the Applied
Statistics workshop when we will be happy to have Tristan Zajonc
(Harvard Kennedy School). Details and an abstract are below. A light
lunch will be served. Thanks!
"Bayesian Inference for Dynamic Treatment Regimes"
Tristan Zajonc
Harvard Kennedy School
March 10th, 2010, 12 noon
K354 CGIS Knafel (1737 Cambridge St)
Abstract:
Policies in health, education, and economics often unfold sequentially
and adapt to developing conditions. Doctors treat patients over time
depending on their prognosis, educators assign students to courses
given their past performance, and governments design social insurance
programs to address dynamic needs and incentives. I present the
Bayesian perspective on causal inference and optimal treatment choice
for these types of adaptive policies or dynamic treatment regimes. The
key empirical difficulty is dynamic selection into treatment:
intermediate outcomes are simultaneously pre-treatment confounders and
post-treatment outcomes, causing standard program evaluation methods
to fail. Once properly formulated, however, sequential selection into
treatment on past observables poses no unique difficulty for
model-based inference, and analysis proceeds equivalently to a
full-information analysis under complete randomization. I consider
optimal treatment choice as a Bayesian decision problem. Given data on
past treated and untreated units, analysts propose treatment rules for
future units to maximize a policymaker's objective function. When
policymaker’s have multidimensional preferences, the approach can
estimate the set of feasible outcomes or the tradeoff between equity
and efficiency. I demonstrate these methods through an application to
optimal student tracking in ninth and tenth grade mathematics. An easy
to implement optimal dynamic tracking regime increases tenth grade
mathematics achievement 0.1 standard deviations above the status quo,
with no corresponding increase in inequality. The proposed methods
provide a flexible and principled approach to causal inference for
sequential treatments and optimal treatment choice under uncertainty.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
email: mblackwell(a)iq.harvard.edu
url: http://people.fas.harvard.edu/~blackwel/
Hello,
We hope you will join us this Wednesday, March 3rd at the Applied
Statistics workshop when we will be happy to have Thomas Steenburgh
(Harvard Business School). Details, an abstract, and a link to the
paper are below. A light lunch will be served. Thanks!
"Substitution Patterns of the Random Coefficients Logit"
Thomas Steenburgh
Harvard Business School
March 3rd, 2010, 12 noon
K354 CGIS Knafel (1737 Cambridge St)
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1535329
Abstract:
Previous research suggests that the random coefficients logit is a
highly flexible model that overcomes the problems of the homogeneous
logit by allowing for differences in tastes across individuals. The
purpose of this paper is to show that this is not true. We prove that
the random coefficients logit imposes restrictions on individual
choice behavior that limit the types of substitution patterns that can
be found through empirical analysis, and we raise fundamental
questions about when the model can be used to recover individuals’
preferences from their observed choices.
Part of the misunderstanding about the random coefficients logit can
be attributed to the lack of cross-level inference in previous
research. To overcome this deficiency, we design several Monte Carlo
experiments to show what the model predicts at both the individual and
the population levels. These experiments show that the random
coefficients logit leads a researcher to very different conclusions
about individuals’ tastes depending on how alternatives are presented
in the choice set. In turn, these biased parameter estimates affect
counterfactual predictions. In one experiment, the market share
predictions for a given alternative in a given choice set range
between 17% and 83% depending on how the alternatives are displayed
both in the data used for estimation and in the counterfactual
scenario under consideration. This occurs even though the market
shares observed in the data are always about 50% regardless of the
display.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
email: mblackwell(a)iq.harvard.edu
url: http://people.fas.harvard.edu/~blackwel/