ArchiveSeptember 7, 2015

Understanding weight calculations in Stata’s psmatch2

If you’ve ever used psmatch2 in Stata, you know that it has one of the least useful help files ever created. I’ve always been frustrated with not understanding how the weights in psmatch2 are calculated, so I decided to sit down and figure it out. After running psmatch2 in Stata, the program creates a variable called _weight. This indicates which observations are used in matching, and...

Science isn’t broken

If you follow the headlines, your confidence in science may have taken a hit lately. Peer review? More like self-review. An investigation in November uncovered a scam in which researchers were rubber-stamping their own work, circumventing peer review at five high-profile publishers. Scientific journals? Not exactly a badge of legitimacy, given that the International Journal of Advanced Computer...

About me


Professor and quant guy. Libertarian turned populist Republican. Trying to learn Japanese and play Spanish Baroque music on the ukulele.

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