Glossary¶
- ANCOVA¶
Analysis of covariance is a simple linear model, typically with one continuous predictor (the covariate) and a catgeorical variable (which may correspond to treatment or control group). In the context of this package, ANCOVA could be useful in pre-post treatment designs, either with or without random assignment. This is similar to the approach of difference in differences, but only applicable with a single pre and post treatment measure.
- Average treatment effect¶
- ATE¶
The average treatement effect across all units.
- Average treatment effect on the treated¶
- ATT¶
The average effect of the treatment on the units that recieved it. Also called Treatment on the treated.
- Change score analysis¶
A statistical procedure where the outcome variable is the difference between the posttest and protest scores.
- Comparative interrupted time-series¶
- CITS¶
An interrupted time series design with added comparison time series observations.
- Confound¶
Anything besides the treatment which varies across the treatment and control conditions.
- Counterfactual¶
A hypothetical outcome that could or will occur under specific hypothetical circumstances.
- Difference in differences¶
- DiD¶
Analysis where the treatment effect is estimated as a difference between treatment conditions in the differences between pre-treatment to post treatment observations.
- Endogenous Variable¶
An endogenous variable is a variable in a regression equation such that the variable is correlated with the error term of the equation i.e. correlated with the outcome variable (in the system). This is a problem for OLS regression estimation techniques because endogeniety violates the assumptions of the Gauss Markov theorem.
- Instrumental Variable regression¶
- IV¶
A quasi-experimental design to estimate a treatment effect where the is a risk of confounding between the treatment and the outcome due to endogeniety.
- Interrupted time series design¶
- ITS¶
A quasi-experimental design to estimate a treatment effect where a series of observations are collected before and after a treatment. No control group is present.
- Non-equivalent group designs¶
- NEGD¶
A quasi-experimental design where units are assigned to conditions non-randomly, and not according to a running variable (see Regression discontinuity design).
- One-group posttest-only design¶
A design where a single group is exposed to a treatment and assessed on an outcome measure. There is no pretest measure or comparison group.
- Panel data¶
Time series data collected on multiple units where the same units are observed at each time point.
- Pretest-posttest design¶
A quasi-experimental design where the treatment effect is estimated by comparing an outcome measure before and after treatment.
- Quasi-experiment¶
An empirical comparison used to estimate the effects of a treatment where units are not assigned to conditions at random.
- Random assignment¶
Where units are assigned to conditions at random.
- Randomized experiment¶
An emprical comparison used to estimate the effects of treatments where units are assigned to treatment conditions randomly.
- Regression discontinuity design¶
A quasi–experimental comparison to estimate a treatment effect where units are assigned to treatment conditions based on a cut-off score on a quantitative assignment variable (aka running variable).
- Sharp regression discontinuity design¶
A Regression discontinuity design where allocation to treatment or control is determined by a sharp threshold / step function.
- Synthetic control¶
The synthetic control method is a statistical method used to evaluate the effect of an intervention in comparative case studies. It involves the construction of a weighted combination of groups used as controls, to which the treatment group is compared.
- Treatment effect¶
The difference in outcomes between what happened after a treatment is implemented and what would have happened (see Counterfactual) if the treatment had not been implemented, assuming everything else had been the same.
- Treatment on the treated effect¶
- TOT¶
The average effect of the treatment on the units that recieved it. Also called the average treatment effect on the treated (ATT).
- Two Stage Least Squares¶
- 2SLS¶
An estimation technique for estimating the parameters of an IV regression. It takes its name from the fact that it uses two OLS regressions - a first and second stage.
- Wilkinson notation¶
A notation for describing statistical models 1.
References¶
- 1
GN Wilkinson and CE Rogers. Symbolic description of factorial models for analysis of variance. Journal of the Royal Statistical Society Series C: Applied Statistics, 22(3):392–399, 1973.