Posts tagged panel data
- 20 September 2022
This notebook provides a brief overview of the difference in differences approach to causal inference, and shows a working example of how to conduct this type of analysis under the Bayesian framework, using PyMC. While the notebooks provides a high level overview of the approach, I recommend consulting two excellent textbooks on causal inference. Both The Effect [Huntington-Klein, 2021] and Causal Inference: The Mixtape [Cunningham, 2021] have chapters devoted to difference in differences.