Ryan Kessler Profile
Ryan Kessler

@mister_kessler

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450
Following
3K
Statuses
516

Economist with interests in public finance and applied econometrics

Seattle, WA
Joined March 2020
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@mister_kessler
Ryan Kessler
2 years
RT @jondr44: #EconTwitter I have created a new DiD Resources page on my website. It has links to all of my DiD teaching slides, coding exer…
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@mister_kessler
Ryan Kessler
2 years
@jakekohlhepp Thanks! Thanks these counterexamples are helpful! Now thinking of the special case where the signal is normally distributed with mean equal to the true state (Then the claim holds if for example the prior is normal)
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@mister_kessler
Ryan Kessler
2 years
@jakekohlhepp I'm interested in the posterior mean conditional on the signal being equal to some realization (so in that sense that signal is no longer random). I'm not interested in thinking about the posterior mean as being random due to the sampling variance of the signal
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@mister_kessler
Ryan Kessler
2 years
@jakekohlhepp To clarify: this holds when the prior is normal with mean zero and the sampling distribution is normal (because then the posterior mean is just the signal pulled toward zero by some positive shrinkage factor)
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@mister_kessler
Ryan Kessler
2 years
RT @katy_milkman: If you’re in or adjacent to the field of #BehavioralScience & aren’t talking about the new evidence of data fraud by ⁦@Ha
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@mister_kessler
Ryan Kessler
2 years
@c_r_walt @nberpubs Excellent. Thanks!
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@mister_kessler
Ryan Kessler
2 years
@Andrew___Baker At least in some languages merge/join calls check that the keys are as expected. In SQL it’s the Wild West, with 1:1, m:1, and 1:m joins executing without error even if join is truly m:m
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@mister_kessler
Ryan Kessler
2 years
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@mister_kessler
Ryan Kessler
2 years
@tyleransom You could use alternative math delimiters \( \)
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@mister_kessler
Ryan Kessler
2 years
@FairweatherPhD Travis Barker? Sure. But Paramore? This seems like a much bolder bet
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@mister_kessler
Ryan Kessler
2 years
Can anyone point me to papers on how best to formalize tradeoffs between type I and type II error? Hoping to formalize tradeoff via some objective function to make clear whether on net decrease in one error but increase in other error is "good"
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@mister_kessler
Ryan Kessler
2 years
@paulgp Think carefully about the economic content underlying identifying assumptions
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@mister_kessler
Ryan Kessler
2 years
@palapid @jenniferdoleac Makes sense! (But IMO is confusing Econ jargon that could be stated more clearly!)
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@mister_kessler
Ryan Kessler
2 years
@adamjnafa They’re often used as a diagnostic for AB tests. If we aim to allocate 50 percent of units to A and 50 percent of units to B but we can reject the null that the expectation of the observed shares is 50:50 then something is wrong. See for example
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@mister_kessler
Ryan Kessler
2 years
@jt_kerwin @GioCirco Just make sure you interact your treatment indicators with your included covariates. Otherwise precision gains (relative to no covariates) aren’t guaranteed!
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@mister_kessler
Ryan Kessler
2 years
RT @florianederer: Local governments are borderline criminal when auctioning off claims to homes with overdue property taxes. 1) Average t…
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