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vikjam / Mostly Harmless Replication

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

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Mostly Harmless Replication

Synopsis

A bold attempt to replicate the tables and figures from the book Mostly Harmless Econometrics in the following languages:

  • Stata
  • R
  • Python
  • Julia

Why undertake this madness? My primary motivation was to see if I could replace Stata with either R, Python, or Julia in my workflow, so I tried to replicate Mostly Harmless Econometrics in each of these languages.

Chapters

  1. Questions about Questions
  2. The Experimental Ideal
  3. Making Regression Make Sense
  4. Instrumental Variables in Action
  5. Parallel Worlds
  6. Getting a Little Jumpy
  7. Quantile Regression
  8. Nonstandard Standard Error Issues

Getting started

Check out Getting Started in the Wiki for tips on setting up your machine with each of these languages.

Contributions

Feel free to submit pull requests!

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