Douglas L Miller
Dados Biográficos
| ID | 3960559 |
|---|---|
| NOME | Douglas L Miller |
| PRENOMES | Douglas L |
| SOBRENOME | Miller |
| ASSINATURA | MILLER D L |
| AFILIAÇÕES | University of California, Davis |
| ORCID | 0000-0003-0707-0637 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 12 |
| TOTAL DE CITAÇÕES | 90 |
| TOTAL COMO AUTOR | 12 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2003 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2026 |
| ÍNDICE H | 3 |
Testing Sign Congruence Between Two Parameters
We test the null hypothesis that two parameters have the same sign, assuming that (asymptotically) normal estimators are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced‐form estimands, meta‐studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all oth…
An Introductory Guide to Event Study Models
The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior. Another value of the picture is the estimated pre-event pseudo-"effects," which provide a type of placebo test. In this essay I aim to provide a framework for a shared understanding of these mode…
Caution, Drivers! Children Present
We investigate the effects of automobile congestion on ambient air pollution and local infant mortality rates using data from California spanning 2002 to 2007. Constructing instrumental variables (IV) using the relationship of traffic, weather conditions, and pollutants, we show that particulate matter, even at modern levels, has large marginal effects on weekly infant mortality rates, especially for premature or low birthweight infants. We also …
A Practitioner’s Guide to Cluster-Robust Inference
We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and state-year differences-in-differences studies with clustering on state. In such settings default standard errors can greatly overstate estimator precision. Inste…
Who Suffers During Recessions
In this paper, we examine how business cycles affect labor market outcomes in the United States. We conduct a detailed analysis of how cycles affect outcomes differentially across persons of differing age, education, race, and gender, and we compare the cyclical sensitivity during the Great Recession to that in the early 1980s recession. We present raw tabulations and estimate a state panel data model that leverages variation across U.S. states i…
Robust Inference With Multiway Clustering
In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance estimator enables cluster-robust inference when there is two-way or multiway clustering that is nonnested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for one-way clustering (e.g., Liang and Zeger 1986; Arellano 1987) and relies on similar re…
Why Are Recessions Good for Your Health?
Why Are Recessions Good for Your Health? by Douglas L. Miller, Marianne E. Page, Ann Huff Stevens and Mateusz Filipski. Published in volume 99, issue 2, pages 122-27 of American Economic Review, May 2009
Bootstrap-Based Improvements for Inference with Clustered Errors
Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but presume that the number of clusters is large. Standard asymptotic tests can over-reject, however, with few (five to thirty) clusters. We investigate inference …
The Urban Built Environment and Obesity in New York City
PURPOSE: To examine whether urban form is associated with body size within a densely-settled city. DESIGN: Cross-sectional analysis using multilevel modeling to relate body mass index (BMI) to built environment resources. SETTING: Census tracts (n = 1989) within the five boroughs of New York City. SUBJECTS: Adult volunteers (n = 13,102) from the five boroughs of New York City recruited between January 2000 and December 2002. MEASURES: The depende…
Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design
Social capital and health in Indonesia
Exploring the health–wealth nexus
Who Suffers During Recessions
In this paper, we examine how business cycles affect labor market outcomes in the United States. We conduct a detailed analysis of how cycles affect outcomes differentially across persons of differing age, education, race, and gender, and we compare the cyclical sensitivity during the Great Recession to that in the early 1980s recession. We present raw tabulations and estimate a state panel data model that leverages variation across U.S. states i…
An Introductory Guide to Event Study Models
The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior. Another value of the picture is the estimated pre-event pseudo-"effects," which provide a type of placebo test. In this essay I aim to provide a framework for a shared understanding of these mode…
Social capital and health in Indonesia
Exploring the health–wealth nexus
Social capital and health in Indonesia
The Urban Built Environment and Obesity in New York City
PURPOSE: To examine whether urban form is associated with body size within a densely-settled city. DESIGN: Cross-sectional analysis using multilevel modeling to relate body mass index (BMI) to built environment resources. SETTING: Census tracts (n = 1989) within the five boroughs of New York City. SUBJECTS: Adult volunteers (n = 13,102) from the five boroughs of New York City recruited between January 2000 and December 2002. MEASURES: The depende…
Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design
Bootstrap-Based Improvements for Inference with Clustered Errors
Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but presume that the number of clusters is large. Standard asymptotic tests can over-reject, however, with few (five to thirty) clusters. We investigate inference …
Why Are Recessions Good for Your Health?
Why Are Recessions Good for Your Health? by Douglas L. Miller, Marianne E. Page, Ann Huff Stevens and Mateusz Filipski. Published in volume 99, issue 2, pages 122-27 of American Economic Review, May 2009
Robust Inference With Multiway Clustering
In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance estimator enables cluster-robust inference when there is two-way or multiway clustering that is nonnested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for one-way clustering (e.g., Liang and Zeger 1986; Arellano 1987) and relies on similar re…
Who Suffers During Recessions
In this paper, we examine how business cycles affect labor market outcomes in the United States. We conduct a detailed analysis of how cycles affect outcomes differentially across persons of differing age, education, race, and gender, and we compare the cyclical sensitivity during the Great Recession to that in the early 1980s recession. We present raw tabulations and estimate a state panel data model that leverages variation across U.S. states i…
A Practitioner’s Guide to Cluster-Robust Inference
We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and state-year differences-in-differences studies with clustering on state. In such settings default standard errors can greatly overstate estimator precision. Inste…
Caution, Drivers! Children Present
We investigate the effects of automobile congestion on ambient air pollution and local infant mortality rates using data from California spanning 2002 to 2007. Constructing instrumental variables (IV) using the relationship of traffic, weather conditions, and pollutants, we show that particulate matter, even at modern levels, has large marginal effects on weekly infant mortality rates, especially for premature or low birthweight infants. We also …
An Introductory Guide to Event Study Models
The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior. Another value of the picture is the estimated pre-event pseudo-"effects," which provide a type of placebo test. In this essay I aim to provide a framework for a shared understanding of these mode…
Testing Sign Congruence Between Two Parameters
We test the null hypothesis that two parameters have the same sign, assuming that (asymptotically) normal estimators are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced‐form estimands, meta‐studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all oth…
Econometrics (7 obras) · Economics (7 obras) · Mathematics (6 obras) · Statistics (5 obras) · Computer Science (4 obras) · Demographic economics (4 obras) · Medicine (4 obras) · Psychology (4 obras) · Sociology (4 obras) · Demography (3 obras)