MIT SLOAN SCHOOL OF MANAGEMENT

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15.034: Videos for each of the Metrics Classes (With Links)…

Instructions:

Prevideos: You are supposed to watch these videos before the class

Assignment: This is the video that describes the assignment. It can be watched at any time

Solution: At the beginning of the class (where the solution video appears) the assignment is due

R.program: This video goes over the program used in the class for the simulations

Extra: additinal material if you want to go deeper.

Videos

Pre-Video

Assignment

Solution

R.program

Extra

Estimation and Approximation

OLS: under the hood

OLS: statistical properties

OLS: model selection

OLS: omitted variable bias

Multivariate Analysis

R.program

Dimensionality Reduction:

principal components

Dimensionality Reduction:

LASSO

Solution

ML Introduction

Data Collection: Sampling

Data Collection:

big and small data

Identification

Assignments (all)

Assignment

Data

OLS. Sensitivity

OLS: Omitted Variable Bias

Multivariate Analysis: Partialling out

Multivariate Analysis: Hospital

Dimensionality Reduction: Principal Components

Dimensionality Reduction: LASSO

Neural Network, Decision Tree: Misspecification

Neural Network, Decision Tree: Heteroskedasticity

Neural Network, Decision Tree: Omitted Variable Bias

Randomized Control Trials: Confusion Matrix

Randomized Control Trials: False Discovery Rate