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xiii | |
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xv | |
Acknowledgments |
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xvii | |
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1 | (11) |
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2 Descriptive Statistics: Data and Information |
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12 | (57) |
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14 | (7) |
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14 | (3) |
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17 | (2) |
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2.1.3 Measurement Validity |
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19 | (2) |
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2.2 Univariate Distributions |
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21 | (12) |
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2.2.1 Sample Central Tendency |
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22 | (5) |
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27 | (3) |
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2.2.3 Graphical Summaries: Histograms |
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30 | (3) |
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2.3 Bivariate Distributions |
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33 | (28) |
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2.3.1 Graphical Summaries: Scatterplots |
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34 | (2) |
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2.3.2 Numerical Summaries: Crosstabs |
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36 | (2) |
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2.3.3 Conditional Sample Mean |
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38 | (2) |
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2.3.4 Association between Variables: Covariance and Correlation |
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40 | (3) |
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43 | (9) |
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2.3.6 Multiple Regression |
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52 | (4) |
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2.3.7 Specifying Regression Models |
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56 | (5) |
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61 | (8) |
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3 Observable Data and Data-Generating Processes |
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69 | (14) |
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3.1 Data and Data-Generating Processes |
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70 | (3) |
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73 | (1) |
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3.3 Theoretical Uncertainty |
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74 | (3) |
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3.4 Fundamental Uncertainty |
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77 | (1) |
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3.5 Randomness in DGPs and Observation of Social Events |
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78 | (1) |
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3.6 Stochastic DGPs and the Choice of Empirical Methodology |
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79 | (3) |
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82 | (1) |
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4 Probability Theory: Basic Properties of Data-Generating Processes |
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83 | (33) |
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4.1 Set-Theoretic Foundations |
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84 | (6) |
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84 | (2) |
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4.1.2 Probability Measures and Probability Spaces |
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86 | (1) |
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4.1.3 Ontological Interpretations of Probability |
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87 | (2) |
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4.1.4 Further Properties of Probability Measures |
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89 | (1) |
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4.2 Independence and Conditional Probability |
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90 | (8) |
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4.2.1 Examples and Simple Combinatorics |
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92 | (4) |
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96 | (2) |
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98 | (2) |
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4.4 Distribution Functions |
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100 | (6) |
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4.4.2 Cumulative Distribution Functions |
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101 | (1) |
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4.4.2 Probability Mass and Density Functions |
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102 | (4) |
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4.5 Multiple Random Variables |
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106 | (1) |
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4.6 Multivariate Probability Distributions |
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107 | (7) |
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4.6.1 Joint Distributions |
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107 | (2) |
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4.6.2 Marginal Distributions |
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109 | (1) |
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4.6.3 Conditional Distributions |
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110 | (3) |
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4.6.4 Independence of Random Variables |
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113 | (1) |
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114 | (2) |
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5 Expectation and Moments: Summaries of Data-Generating Processes |
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116 | (21) |
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5.1 Expectation in Univariate Distributions |
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116 | (8) |
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5.1.1 Properties of Expectation |
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118 | (2) |
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120 | (2) |
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5.1.3 The Chebyshev and Markov Inequalities |
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122 | (1) |
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5.1.4 Expectation of a Function of X |
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123 | (1) |
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5.2 Expectation in Multivariate Distributions |
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124 | (11) |
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5.2.1 Conditional Mean and Variance |
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126 | (1) |
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5.2.2 The Law of Iterated Expectations |
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127 | (1) |
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128 | (2) |
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130 | (5) |
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135 | (2) |
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6 Probability and Models: Linking Positive Theories and Data-Generating Processes |
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137 | (50) |
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6.2 DGPs and Theories of Social Phenomena |
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138 | (4) |
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138 | (2) |
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6.1.2 Parametric Families of DGPs |
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140 | (2) |
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6.2 The Bernoulli and Binomial Distribution: Binary Events |
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142 | (9) |
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6.2.1 Introducing a Covariate |
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144 | (5) |
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6.2.2 Other Flavors of Logit and Probit |
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149 | (2) |
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6.3 The Poisson Distribution: Event Counts |
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151 | (4) |
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155 | (4) |
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6.4.1 Exponential Distribution |
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155 | (2) |
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6.4.2 Exponential Hazard Rate Model |
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157 | (1) |
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6.4.3 Weibull Distribution |
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158 | (1) |
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6.5 The Uniform Distribution: Equally Likely Outcomes |
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159 | (1) |
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6.6 The Normal Distribution: When All Else Fails |
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160 | (8) |
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161 | (2) |
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6.6.2 Z Scores and the Standard Normal Distribution |
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163 | (1) |
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6.6.3 Models with a Normal DGP |
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164 | (2) |
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6.6.4 Bivariate Normal Distribution |
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166 | (2) |
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6.7 Specifying Linear Models |
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168 | (4) |
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6.7.1 Interaction Effects |
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168 | (2) |
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6.7.2 Exponential Effects |
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170 | (1) |
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171 | (1) |
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6.8 Beyond the Means: Comparisons of DGPs |
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172 | (4) |
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6.8.1 DGP Comparisons by First-Order Stochastic Dominance |
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173 | (1) |
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6.8.2 DGP Comparisons by Variance and Second-Order Stochastic Dominance |
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174 | (2) |
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176 | (8) |
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6.9.1 Attitudes toward High- and Low-Skilled Immigration |
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176 | (5) |
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6.9.2 Protest Movements in the Former Soviet Union |
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181 | (3) |
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184 | (3) |
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7 Sampling Distributions: Linking Data-Generating Processes and Observable Data |
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187 | (49) |
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7.1 Random Sampling and iid Draws from a DGP |
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188 | (1) |
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7.2 Sample Mean with iid Draws |
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189 | (8) |
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7.2.1 Expectation of the Sample Mean |
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190 | (2) |
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7.2.2 The Standard Error of X: Standard Deviation of the Sample Mean |
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192 | (2) |
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7.2.3 The Shape of the Sampling Distribution of X |
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194 | (2) |
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7.2.4 Sampling Distribution of a Difference in Means from Two Samples |
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196 | (1) |
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7.3 Sums of Random Variables and the CLT |
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197 | (6) |
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7.4 Sample Variance with iid Draws |
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203 | (4) |
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7.4.1 Expected Value of Sample Variance S2 |
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204 | (1) |
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7.4.2 Sampling from a Normal Distribution and the X2 Distribution |
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205 | (2) |
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7.5 Sample Regression Coefficients with iid Draws |
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207 | (13) |
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7.5.1 Expected Value of the OLS Regression Coefficient |
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208 | (4) |
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7.5.2 Exogeneity of Covariates |
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212 | (3) |
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7.5.3 Omitted Variable Bias |
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215 | (1) |
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7.5.4 Sample Selection Bias from "Selecting on the Dependent Variable" |
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216 | (1) |
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7.5.5 Standard Error of β under Random Sampling |
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217 | (2) |
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7.5.6 The CLT and the Sampling Distribution of β under Random Sampling |
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219 | (1) |
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7.6 Derived Distributions: Sampling from Normal DGPs When 2 Must Be Estimated |
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220 | (6) |
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7.6.1 Student's t Distribution |
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221 | (3) |
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224 | (2) |
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7.7 Failures of iid in Sampling |
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226 | (7) |
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7.7.1 Expectation and Standard Error of X and β under Nonindependent Sampling |
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227 | (2) |
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7.7.2 Heteroskedasticity and Issues for Regression Modeling |
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229 | (1) |
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7.7.3 OLS with "Robust" Standard Errors |
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230 | (2) |
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7.7.4 OLS versus Generalized Least Squares |
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232 | (1) |
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233 | (3) |
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8 Hypothesis Testing: Assessing Claims about the Data-Generating Process |
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236 | (54) |
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237 | (2) |
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8.2 Concepts of Hypothesis Testing |
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239 | (12) |
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8.2.1 Hypotheses and Parameter Space |
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240 | (1) |
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241 | (1) |
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8.2.3 Decision Rules and Ex Post Errors |
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242 | (1) |
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243 | (1) |
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244 | (2) |
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246 | (3) |
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8.2.7 False Positives in Multiple Tests |
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249 | (1) |
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8.2.8 Publication Bias and the File-Drawer Problem |
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250 | (1) |
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8.3 Tests about Means Based on Normal Sampling Distributions |
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251 | (12) |
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8.3.1 z Test for a Single DGP Mean |
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251 | (4) |
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8.3.2 t Test for a Single DGP Mean |
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255 | (2) |
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8.3.3 z Test for a Population Proportion |
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257 | (2) |
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8.3.4 Difference in Means t Test |
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259 | (2) |
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8.3.5 Difference in Proportions z Test |
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261 | (1) |
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8.3.6 Matched Pairs t Test |
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262 | (1) |
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8.4 Tests Based on a Normal DGP |
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263 | (3) |
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8.4.1 Single Variance X2 Test |
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264 | (1) |
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8.4.2 Difference in Variance F Test |
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264 | (2) |
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8.5 Tests about Regression Coefficients |
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266 | (8) |
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8.5.1 z and t Tests for Regression Coefficients |
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266 | (4) |
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8.5.2 Comparing Regression Slopes |
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270 | (2) |
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8.5.3 F Tests in Regression |
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272 | (2) |
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8.6 Example: Public Debt and Gross Domestic Product Growth |
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274 | (4) |
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278 | (9) |
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8.7.1 Contingency Tables: X2 Test of Association |
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279 | (3) |
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8.7.2 Mann-Whitney-Wilcoxon U Test |
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282 | (2) |
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8.7.3 Kolmogorov-Smirnov Test for Difference in Distribution |
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284 | (3) |
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287 | (3) |
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9 Estimation: Recovering Properties of the Data-Generating Process |
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290 | (45) |
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291 | (7) |
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9.1.1 Confidence Intervals for Normal Sampling Distributions |
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293 | (2) |
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9.1.2 Confidence Intervals with Estimated Standard Errors |
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295 | (1) |
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9.1.3 Confidence Intervals and Hypothesis Tests |
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296 | (1) |
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9.1.4 Confidence Intervals and Opinion Polls |
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297 | (1) |
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9.2 Point Estimation and Criteria for Evaluating Point Estimators |
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298 | (12) |
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300 | (1) |
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301 | (1) |
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9.2.3 Variance, Precision, and Efficiency |
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302 | (2) |
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304 | (3) |
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9.2.5 The Cramer-Rao Theorem |
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307 | (3) |
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9.3 Maximum Likelihood Estimation |
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310 | (11) |
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9.3.1 Maximum Likelihood Estimation of Regression Models |
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314 | (4) |
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9.3.2 Likelihood Ratio Tests |
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318 | (1) |
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319 | (2) |
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321 | (4) |
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325 | (6) |
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9.5.1 Attitudes toward High-and Low-Skilled Immigration |
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325 | (2) |
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9.5.2 Protest Movements in the Former Soviet Union |
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327 | (4) |
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331 | (4) |
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10 Causal Inference: Inferring Causation from Correlation |
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335 | (23) |
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10.1 Treatments and Counterfactuals: The Potential Outcomes Model |
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336 | (5) |
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10.2 Causal Inference in Regression: The Problem |
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341 | (3) |
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10.2.1 Endogeneity Critiques in Applied Research |
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343 | (1) |
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10.3 Causal Inference and Controlled Experiments |
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344 | (3) |
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10.4 Solutions by Controlling for Selection Based on Observable Covariates |
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347 | (3) |
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10.4.1 Confounding Variables and Conditional Independence in Regression |
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347 | (1) |
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348 | (1) |
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10.4.3 Regression Discontinuity |
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349 | (1) |
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10.5 Solutions with Selection on Unobservables |
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350 | (5) |
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10.5.1 Difference-in-Differences and Fixed Effects Regression Models |
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350 | (3) |
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10.5.2 Instrumental Variables Regression |
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353 | (2) |
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355 | (3) |
Afterword: Statistical Methods and Empirical Research |
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358 | (3) |
Bibliography |
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361 | (6) |
Index |
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367 | |