distribution theory

2SLS standard errors and the delta-method

I just covered instrumental variables in my course on causal inference, and so I have two-stage least squares (2SLS) estimation on the brain. In this post I’ll share something I realized in the course of prepping for class: that standard errors from 2SLS estimation are equivalent to delta method standard errors based on the Wald IV estimator.

Alternative formulas for the standardized mean difference

The standardized mean difference (SMD) is surely one of the best known and most widely used effect size metrics used in meta-analysis. In generic terms, the SMD parameter is defined as the difference in population means between two groups (often this difference represents the effect of some intervention), scaled by the population standard deviation of the outcome metric.

The sampling distribution of sample variances

A colleague and her students asked me the other day whether I knew of a citation that gives the covariance between the sample variances of two outcomes from a common sample.

Standard errors and confidence intervals for NAP

Parker and Vannest (2009) proposed non-overlap of all pairs (NAP) as an effect size index for use in single-case research. NAP is defined in terms of all pair-wise comparisons between the data points in two different phases for a given case (i.

Correlations between standardized mean differences

Several students and colleagues have asked me recently about an issue that comes up in multivariate meta-analysis when some of the studies include multiple treatment groups and multiple outcome measures.