Showing posts with label disney. Show all posts
Showing posts with label disney. Show all posts

Propensity Score Analysis: Statistical Methods and Applications (Advanced Quantitative Techniques in the Social Sciences) Review

Propensity Score Analysis: Statistical Methods and Applications (Advanced Quantitative Techniques in the Social Sciences)
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I am a fourth year PhD student at University of Toronto and this textbook has been a very useful source on estimating treatment effects as part of my research.
I think it is particularly good at (1) explaining the differences between Heckman-type selection models and matching models; and at (2) summarizing different matching approaches including propensity score, matching estimators, and non-parametric techniques. Moreover, it provides details on how to perform sensitivity analysis and perform diagnostics for each technique. I liked that each chapter explains briefly the theoretical foundations of every approach and provides detailed guidance using examples on how to run STATA or R code.


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Propensity Score Analysis provides readers with a systematic review of the origins, history, and statistical foundations of PSA and illustrates how it can be used for solving evaluation problems. With a strong focus on practical applications, the authors explore various types of data and evaluation problems related to, strategies for employing, and the limitations of PSA. Unlike the existing textbooks on program evaluation, Propensity Score Analysis delves into statistical concepts, formulas, and models underlying the application.Key Features
Presents key information on model derivations
Summarizes complex statistical arguments but omits their proofs
Links each method found in this book to specific Stata programs and provides empirical examples
Guides readers using two conceptual frameworks: the Neyman-Rubin counterfactual framework and the Heckman econometric model of causality
Contains examples representing real challenges commonly found in social behavioral research
Utilizes data simulation and Monte Carlo studies to illustrate key points
Presents descriptions of new statistical approaches necessary for understanding the four evaluation methods incorporated throughout the text

Intended AudienceThis text is appropriate for graduate and doctoral students taking Evaluation, Quantitative Methods, Survey Research, and Research Design courses across business, social work, public policy, psychology, sociology, and health/medicine disciplines.


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Principles of Three-Dimensional Computer Animation: Modeling, Rendering, and Animating With 3d Computer Graphics Review

Principles of Three-Dimensional Computer Animation: Modeling, Rendering, and Animating With 3d Computer Graphics
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I'm entirely new to 3D modeling and animation. I found this book to be exceptionally well written. The author provides a clear and concise explanation of the principles of 3D computer graphics, with easy-to-understand examples throughout. As stated in other reviews, it is not software specific. If you are looking for an introductory but thorough 3D primer, I recommend this book without reservation. It should provide a solid foundation for those who have little or no prior computer graphics experience.

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Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Review

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
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This book is an outstanding a clear presentation of non-Gaussian financial modeling. In financial markets, the Gaussian curve or bell curve, is not accurate in that most markets are skewed (a predisposition to grow on average, not zero) and fat-tailed (rare events such as market crashes happen more often than a Gaussian curve would suggest). Therefore, non-Gaussian modeling is essential to make money in the market or assess risk. This book goes through all the new techniques of non-Gaussian modeling. It does an exceptional job discussing the GARCH generalized autoregressive conditional heteroskedasticity. This is but a fancy word for fluctuations in volatility over time pretty much dependent on recent fluctuations. It works very well I must say empirically, and has tripled the rationality and profitability of my portfolio - especially one of the versions of the GARCH over the others reviewed - but which one I'd rather not say, for obvious reasons ;) The book is weakest at page 183 or so, with the models and I was rather disappointed with the exclusion of the market crash of the 80s in the empirical analysis - wouldn't rare events be the main reason for improving non-Gaussian modeling? Anyway it's rather poor, but thorough, with additive and multivariate GARCHes but the fault lies with the faultiness of the theories not the authors, at least they're encyclopedic. The book picks up at the end with copulas, and a complete discussion of non-Gaussian option pricing. The review of BSM is appreciated and actually well-done, and a nice reminder of what we are trying to improve on exactly. I think this is a most incredible book, very clearly written, and at times, quite an enjoyable read for such a topic. All it takes is multivariate calculus and basic statistics, but more math ability will make the implications and comments breathtaking at times. I often find myself inspired by a passage or footnote to create a whole subroutine in R or python. I think avoiding Bayesian topics and Monte Carlo was disappointing, but wise in terms of focus. A great book for graduate mathematics in applications of statistics or stochastic calculus, or a good book for modeling fundamentals in economics or business management at the post-graduate level.


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