Noah Greifer

@noahgreifer.bsky.social

Statistical consultant and programmer at Harvard IQSS. Author/maintainer of the #Rstats packages 'MatchIt', 'WeightIt', and 'cobalt' for causal inference, among many others | He/him ngreifer.github.io

I'm so happy to announce version 2.0.0 of my #Rstats package WeightIt is out on CRAN! New features: censoring weights, multilevel propensity scores, improved weights for continuous treatments, bias-reduced ordinal and multinomial models, M-estimation in subgroups Check out the website below!

Weighting for Covariate Balance in Observational Studies

Generates balancing weights for causal effect estimation in observational studies with binary, multi-category, or continuous point or longitudinal treatments by easing and extending the functionality ...

ngreifer.github.io

New version of #Rstats {fwb} is out! {fwb} implements the fractional weighted bootstrap, aka the Bayesian bootstrap, which is an alternative to the traditional bootstrap that draws a set of weights for each bootstrap replication instead of sampling with replacement from the original sample.

Fractional Weighted Bootstrap

An implementation of the fractional weighted bootstrap to be used as a drop-in for functions in the boot package. The fractional weighted bootstrap (also known as the Bayesian bootstrap) involves draw...

ngreifer.github.io

arg! I wish R packages had better error messages! Now they can, thanks to my newest #Rstats package, {arg}! 😉 {arg} produces clean, simple, error messages for checking function arguments, similar to {checkmate}, {dreamerr}, and {chk}, using {cli} formatting.

Clean and Simple Argument Checking

Checks function arguments, ideally for use in R packages. Uses a simple interface and produces clean, informative error messages using cli.

ngreifer.github.io

🚨Replication alert🚨 I'm pleased to announce that my replication of Moretti (2021) is now accepted as a comment at AER. I find ten issues in the paper. My comment focuses on two major problems; in the appendix, I document eight (relatively) minor problems. 1/

Some more details on the omnibus test for whether the ADRF is flat, as I mention in this test. We have an estimate for the ADRF at each treatment value `a`, and jointly they have a multivariate normal distribution. This makes the ADRF estimate a Gaussian Process. 1/8

Noah Greifer@noahgreifer.bsky.social · 6mo ago

I developed a new test for whether the ADRF is flat. If H0 is rejected, we can claim there is an effect of the treatment on the outcome. This test can be used with any model because it doesn't test any parameters in the model; it tests the difference between the ADRF itself and a flat line: 6/10

Omnibus test for whether the ADRF is flat.

A new paper I worked on is out in Justice Quarterly! I won't speak on the substantive nature of the paper as I worked solely as the methodologist, but I developed a new matching method not otherwise described in the literature, and I want to tell you about it! #statssky #casualsky

The Effects of a Place-Based Intervention on Resident Reporting of Crime and Service Needs: A Frontier Matching Approach

Prior research has found that reporting of crime incidents and service needs remain low in many U.S. cities. This study employs a matching strategy using observational data from a large public repo...

doi.org

I recently updated my #Rstats package {optweight} for the first time in 6 years(!), and I want to give it the attention it deserves with an announcement and mini thread. In short, {optweight} uses optimization to estimate balancing weights in observational studies. #episky #statssky #causalsky 1/

Optimization-Based Stable Balancing Weights

Use optimization to estimate weights that balance covariates for binary, multi-category, continuous, and multivariate treatments in the spirit of Zubizarreta (2015) <doi:10.1080/01621459.2015.1023805>...

ngreifer.github.io