Statistical Studies

Bayesian Analysis & Causal Inference | hel1

mcbayes: R&D and GDP Growth in Europe

PyMC 5.10 Statistical Rethinking Eurostat 2010-2024 N=96
Hierarchical Bayesian analysis investigating the causal effect of R&D expenditure on GDP growth across 7 European countries (2010-2024, N=96 observations). Extended comprehensive analysis uses Student-t likelihoods for robustness, varying slopes for country-specific effects, and explicit crisis modeling (2009 financial crisis, 2020 COVID-19). Results show substantial heterogeneity: Germany shows positive effect (β = +0.15), while aggregate effects remain uncertain. COVID-19 crisis effect (-1.6 SD) dwarfs all R&D effects by 10x.

Original study (2016-2022, N=49): β = -0.023 [-0.297, 0.284]

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Additional Bayesian causal inference studies to be added here.

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"The simplest graphical causal model is a directed acyclic graph, usually called a DAG."
— McElreath (2020), Statistical Rethinking, Chapter 6
mcelreath2020statistical:para-1388
"Hierarchical modeling automatically partially pools estimates of different θj's towards their common mean."
— Gelman et al. (2013), Bayesian Data Analysis, Chapter 5
gelman2013bayesian:para-7725

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