Heterogeneous effects Flashcards
Heterogeneous effects
Varying effects from the treatment between the subjects.
Bonferroni correction
If you conduct h hypothesis tests, divide your target p-value by h.
Multiple comparisons problem
If the researcher compares enough subgroups, odds are good that statistically significant interactions with a least one covariate will pop up merely by chance.
Systematic heterogeneity
Variation in the error term that can be predicted by observed covariates or other experimental factors
Idiosyncratic heterogeneity
Residual variation in the error term that is not predicted by covariates or other experimental factors.
Marginal effects
For a level of a variable Z, is the effect of X on Y different from zero?
Interaction effects
Is the effect of X on Y different across levels of a variable Z?