0 Topics Sorting used

Topics - Sorting used

(a rough TOC for "folders")

• GMM/IV
  used for implementation

• diagnostic + testing theory
  used for score, LM, cm tests

• penalized
  used for implementation

  • LASSO, SCAD and variable selection
  • ultra-high screening
  • Ridge

• GLM general and GEE

• panel data

  • fixed effects, absorb (used)

• mixed models

  • computation for linear model
  • numerical integration for GLM and nonlinear models

• discrete choice, multinomial

  • conditional logit
  • ordinal
  • nested

• cov, robust sandwiches

  • sandwiches not sorted ?
  • general estimation for cov, large, robust, ... psd-approximation

• Splines and GAM unsorted

• nonparametric, kernel, series, ...
  currently misplaced

  • kde,
  • kernel regression, ...
  • series estimators, semi-nonparametric
  • differencing based estimators
  • binned estimators, kde, kernel regression

• proportion, rates, ... no subcategories, not sorted

• treatment effect, imputation, matching, IPW, double robust incomplete implementation, not sorted

  • TE-GMM
  • MICE and imputation,
  • missing values in longitudinal
  • more causal, mediation, fixed effects/D.i.D.

• TSA - ???

  • VAR/VECM
  • count time series, GLM time series
  • outliers

• survival - parametric

• other MLE, beta regression

• sample selection, two part, hurdle and inflated models

  • ...

• robust estimation,

  • a lot, used for implementation

• multiple testing, multiple comparison misplaced articles, (old topic, not touched in a while)

• GOF

  • Stephens, misplaced articles, (old topic, not touched in a while)

• distributions, other than gof
  (old topic, not touched in a while)

• misc ???
  topics spread out not sorted

  • theory, general, various specific topics, ...
  • inequality constraints, inference

• heteroscedasticity and dispersion models

  • linear model
  • GLM

• transformation of endog

  • box-cox, log-linearized
  • retransformation, smearing

older topics, not implemented

• Bootstrap background, what and where???
• GARCH
• Copulas
• ...

missing

• big models, distributed
  models,
  algorithms

• power

• margins and prediction
  derived parameters of interest, effects, e.g. risk ratio