Interactive apps
Hands-on econometrics tools that run in your browser
Each app runs live on shinyapps.io and is embedded below. If an app has been idle it may take a few seconds to wake up on first load. You can also open any app full-screen or view its R source on GitHub.
Basic OLS
Six modules on the mechanics of OLS and where it goes wrong: covariance and regression, Monte-Carlo convergence of the OLS slope estimate under endogeneity, interactions and squared terms, omitted-variable bias (two and three regressors), and attenuation bias from measurement error. Use the sidebar inside the app to switch between modules.
Treatment, Fixed Effects, and Inference
Modules on identification and inference: average treatment effects (ATE / ATT / ATU) versus the simple difference in outcomes under selection and heterogeneity, and randomization inference for Fisher's sharp null. Use the sidebar inside the app to switch between modules.