Data Science for Economics
Tilburg U 2021

INTRODUCTION

Prediction models -- Week 1

Video: Prediction vs. Inference
Quiz: Prediction or Inference?
Simple example of how Prediction \(\neq\) Inference
Video: The prediction routine
Video: Bias-Variance trade-off
Video: Test vs Cross-Validation MSE
Tutorial: Ridge and Lasso
Links: Ridge and Lasso in Python
TIPS: How to automate your project?
Zoom-lecture: March 12, 10:45

Prediction models -- Week 2

Video: Decision trees
Video: Pruning technique, Classification trees
Video: Bagging, Random Forest, Boosting
Tutorial: Tree-based methods
Tutorial: Tree-based and ensemble models in Python
Tutorial: Tree-based and ensemble models in Python (ANSWERS)
TIPS: Sublime project and git integration
Links: Unix shell
Zoom-lecture: March 19, 10:45

Inference models -- Week 3

Tutorial: Post-lasso and Post-double-selection inference
Video: Why ML fails for inference (recap)
Video: Double selection
Video: Double Machine Learning
Tutorial: Double Machine Learning
Links: SQL
Zoom-lecture: March 26, 10:45

Inference models -- Week 4

Video: GRF (intro)
Video: Causal Trees
Video: GRF random effects model
Tutorial: Generalized Random Forest
Zoom-lecture: April 1, 10:45

Other

Textbooks and papers
Lecture slides

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Video: GRF random effects model¶

Further reading:

Generalized Random Forests

Video: Causal Trees Tutorial: Generalized Random Forest

By Madina Kurmangaliyeva
© Copyright 2021.