2SLS Two-stage least squares, an instrumental variables (IV) estimator.
ACR Average causal response, the weighted average causal response to an ordered treatment.
ANOVA Analysis of variance, a decomposition of total variance into the variance of the conditional expectation function (CEF) and the average conditional variance.
BRL Biased reduced linearization estimator, a bias-corrected covariance matrix estimator for clustered data.
CDF Cumulative distribution function, the probability that a random variable takes on a value less than or equal to a given number.
CEF Conditional expectation function, the population average of Yi with Xi held fixed.
CIA Conditional independence assumption, a core assumption that justifies a causal interpretation of regression and matching estimators.
COP Conditional on positive effect, the treatment-control difference in means for a non-negative random variable looking at positive values only.
CQF Conditional quantile function, defined for each quantile τ, the τ-quantile of Yi, holding Xi fixed.
DD Differences-in-differences estimator. In its simplest form, a comparison of changes over time in treatment and control groups.
GLS Generalized least squares estimator, a regression estimator for models with heteroskedasticity and/or