We are sometimes forced to use the Interrupted Time Series (ITS) design as an identification strategy for potential policy change, such as when we only have a single treated unit and cannot obtain comparable controls. For example, with recent county- and state-wide criminal justice reform efforts, where judicial bodies have changed bail setting…

Survival analysis is an important analytic method in the social and medical sciences. Also known under the name time-to-event analysis, this method provides parameter estimation and model fitting commonly conducted via maximum-likelihood. Bayesian survival analysis offers multiple advantages over the frequentist approach for measurement…

In this digital ITEMS module, Dr. Roy Levy describes Bayesian approaches to psychometric modeling. He discusses how Bayesian inference is a mechanism for reasoning in a probability-modeling framework and is well-suited to core problems in educational measurement: reasoning from student performances on an assessment to make inferences about their…

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the…

Compared to parametric models, nonparametric and semiparametric approaches to modeling nonlinearity between latent variables have the advantage of recovering global relationships of unknown functional form. Bauer (2005) proposed an indirect application of finite mixtures of structural equation models where latent components are estimated in the…

Rectifies the unsatisfactory textbook treatment of the finite-sample proprieties of estimators of regression models with a lagged dependent variable and autocorrelated disturbances. Maintains that the bias of the ordinary least squares estimator is determined by the dynamic and correlation effects. (MJP)