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Full Description
This textbook provides a practical guide to the Bayesian framework for data modeling and causal inference, focusing on model interpretation, diagnostics, and uncertainty quantification. Central to the book is a "learning-by-doing" approach, using concrete examples in R with real-world datasets spanning diverse fields, including education, psychology, medicine, behavioral science, and environmental science.
The book is structured into three parts:
· Part I: Linear Regression - Learn the basics of Bayesian linear regression, model diagnostics, and uncertainty quantification through a probabilistic lens.
· Part II: Generalized Linear Models - Extend your modeling toolkit to handle binary and count data, zero-inflated models, and clustered data structures common in longitudinal studies.
· Part III: Causal Inference - Learn to identify treatment effects from non-experimental data. This section explores classical techniques—including inverse probability weighting, doubly robust estimation, instrumental variables, and difference-in-differences—alongside advanced techniques like synthetic control, doubly robust DiD, and synthetic DiD.
Contents
Part 1 Linear regression.- Chapter 1 The First Linear Model.- Chapter 2 Parameter estimation in linear regression.- Chapter 3 Prediction and Bayesian inference.- Chapter 4 Linear regression with multiple predictors.- Chapter 5 Model diagnostics.- Chapter 6 Comparing regression models.- Part 2 Generalized linear models.- Chapter 7 Logistic regression.- Chapter 8 Logistic regression diagnostics.- Chapter 9 Logistic regression model selection.- Chapter 10 Generalized linear models.- Chapter 11 Models with group-level effects.- Part 3 Causal inference.- Chapter 12 Introduction to causal inference.- Chapter 13 Causal inference with regression.- Chapter 14 Causal inference with observational data.- Chapter 15 Matching with propensity scores.- Chapter 16 Doubly Robust Estimators.- Chapter 17 Instrumental variables.- Chapter 18 Regression discontinuity.- Chapter 19 Difference-in-differences.- Chapter 20 Panel data.- Chapter 21 Synthetic control.



