Replicate STATA Robust Errors

Overview In STATA, it’s good practice to estimate your OLS model with “robust” standard errors. For example, in STATA you type: reg y x1 x2, r And magic happens. As it turns out, it’s not complete magic - it’s math. This post will recreate the robust standard error calculation using...

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Docker for Managing Code Versions

Introduction If you’re here, you either want to learn Docker, or find a better way to manage various programming languages and their versions. For this use case, we explore Docker in the context of providing a “clean” way to install multiple versions of your favorite language (e.g. Python), or experiment...

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A blog on data, prediction, and causal inference.