Winston Lin
@linstonwin.bsky.social
I like this from @vamrhein.bsky.social et al. I assigned it to my class last semester and tried to explain that p-values measure how compatible (vs. surprising) the data are with the null, given our assumptions. But yeah, tests & CIs are hard to understand!
www.blakemcshane.com/Papers/natur...
www.blakemcshane.com/Papers/natur...
November 22, 2025 at 6:31 PM
I like this from @vamrhein.bsky.social et al. I assigned it to my class last semester and tried to explain that p-values measure how compatible (vs. surprising) the data are with the null, given our assumptions. But yeah, tests & CIs are hard to understand!
www.blakemcshane.com/Papers/natur...
www.blakemcshane.com/Papers/natur...
Orley Ashenfelter's papers often have good introductions. Here's Ashenfelter & Plant
www.journals.uchicago.edu/doi/abs/10.1...
www.journals.uchicago.edu/doi/abs/10.1...
Nonparametric Estimates of the Labor-Supply Effects of Negative Income Tax Programs | Journal of Labor Economics: Vol 8, No 1, Part 2
This article reports nonparametric estimates of the effect of labor-supply behavior on the payments to families enrolled in the Seattle/Denver Income Maintenance Experiment. The randomized assignment ...
www.journals.uchicago.edu
November 19, 2025 at 2:16 PM
Orley Ashenfelter's papers often have good introductions. Here's Ashenfelter & Plant
www.journals.uchicago.edu/doi/abs/10.1...
www.journals.uchicago.edu/doi/abs/10.1...
This is written for economists, but I think it’s very helpful more generally
www.aeaweb.org/articles?id=...
www.aeaweb.org/articles?id=...
How to Write an Effective Referee Report and Improve the Scientific Review Process
(Winter 2017) - The review process for academic journals in economics has grown vastly more extensive over time. Journals demand more revisions, and papers have become bloated with numerous robustness...
www.aeaweb.org
September 1, 2025 at 9:33 PM
This is written for economists, but I think it’s very helpful more generally
www.aeaweb.org/articles?id=...
www.aeaweb.org/articles?id=...
In case this is of interest, even ANCOVA I is consistent and asymptotically normal in completely randomized experiments (though II is asymptotically more efficient in imbalanced or multiarm designs)
May 5, 2025 at 7:31 PM
In case this is of interest, even ANCOVA I is consistent and asymptotically normal in completely randomized experiments (though II is asymptotically more efficient in imbalanced or multiarm designs)
Btw here's an email I sent Stata in 2012, suggesting a clarification to their descriptions of the "unequal" and "welch" ttest options. Got a polite reply but I don't think they changed it :)
April 6, 2025 at 4:59 PM
Btw here's an email I sent Stata in 2012, suggesting a clarification to their descriptions of the "unequal" and "welch" ttest options. Got a polite reply but I don't think they changed it :)
Reposted by Winston Lin
Here's some older, related stuff (from me) aimed at political scientists.
Related paper #1
"Arguing for a Negligible Effect"
Journal: onlinelibrary.wiley....
PDF: www.carlislerainey.c...
Related paper #1
"Arguing for a Negligible Effect"
Journal: onlinelibrary.wiley....
PDF: www.carlislerainey.c...
March 10, 2025 at 3:23 PM
Here's some older, related stuff (from me) aimed at political scientists.
Related paper #1
"Arguing for a Negligible Effect"
Journal: onlinelibrary.wiley....
PDF: www.carlislerainey.c...
Related paper #1
"Arguing for a Negligible Effect"
Journal: onlinelibrary.wiley....
PDF: www.carlislerainey.c...
Isn’t the Hausman approach likely to lead to undercoverage, similar to what @jondr44.bsky.social wrote about in a different context?
www.aeaweb.org/articles?id=...
www.aeaweb.org/articles?id=...
Pretest with Caution: Event-Study Estimates after Testing for Parallel Trends
(September 2022) - This paper discusses two important limitations of the common practice of testing for preexisting differences in trends ("pre-trends") when using difference-in-differences and relate...
www.aeaweb.org
March 9, 2025 at 4:40 AM
Isn’t the Hausman approach likely to lead to undercoverage, similar to what @jondr44.bsky.social wrote about in a different context?
www.aeaweb.org/articles?id=...
www.aeaweb.org/articles?id=...
For RCTs, another reference with simulation evidence on the robustness of OLS is Judkins & Porter (2016). But average marginal effects from logit are also robust
doi.org/10.1002/sim....
doi.org/10.1002/sim....
Robustness of ordinary least squares in randomized clinical trials
There has been a series of occasional papers in this journal about semiparametric methods for robust covariate control in the analysis of clinical trials. These methods are fairly easy to apply on cu....
doi.org
March 8, 2025 at 9:06 PM
For RCTs, another reference with simulation evidence on the robustness of OLS is Judkins & Porter (2016). But average marginal effects from logit are also robust
doi.org/10.1002/sim....
doi.org/10.1002/sim....
In the '90s when I worked at Abt and MDRC, I wrote an email that initially had the subject header "OLS without apology". I shared a later version with Freedman, who cited it as "Lim (1999)" in his "Randomization does not justify logistic regression"
March 8, 2025 at 8:39 PM
In the '90s when I worked at Abt and MDRC, I wrote an email that initially had the subject header "OLS without apology". I shared a later version with Freedman, who cited it as "Lim (1999)" in his "Randomization does not justify logistic regression"
Clarification: my paper doesn’t advocate a specific estimator. That’s one of the meanings of “agnostic” in the title :)
March 8, 2025 at 5:16 PM
Clarification: my paper doesn’t advocate a specific estimator. That’s one of the meanings of “agnostic” in the title :)