Good clues from Twitter

A secret subtitle for this publication is “Can you learn econometrics from Twitter and Stack Overflow alone without distracting yourself to data science tutorials”.

Links collcted in no particular order, some will show in other sections of the Navigator.

OLS interactively exposed

R language guide is an econometrics guide

OLS, MML, Bayes and MCMC(!) for linear regression

https://peterroelants.github.io/posts/linear-regression-four-ways/

Very true on R2

Instrumental variables

Interpreting coefficients 1

Interpreting coefficients 2

Doing PCA approach

OLS explained for social scientists

Suggested stat excercises

Coding a tree

Consumer demand modelling

Scott Cameron learning method

Model evaluation compendium (on classifier)

Causality by Judea Pearl

A thesis turned tutorial on probabilistic programming and MC inference by Tom Rainforth

Value of logit

Traditional statistics vs ML

Program evaluation by John Holbein

## Which estimator are you?

218 pages on probabilistic programming

## Reviewing Lucas critique ## MCMC recommendation by Neil Shepard

A4 econometric art

## CLT matters

A 1910 must-read

Amazing statistics animation

Undergrad econometrics condensed to 3 pages

Microeconometrics refresher course wanted

ML tricks

ML methods in perspective

Trouble with R2 (again)

Writing 101

Writing 102

A what of economists

Shady sites

THE master plan

Brownian motions

Also here: https://github.com/IlievskiV/Amusive-Blogging-N-Coding/blob/master/Random%20Processes/geometric_brownian_motion.ipynb