Fall 2007:
Stat 112:
Introductory Statistics II
Fall
2007: Stat
550: Mathematical Statistics
Fall 2007: Stat 921: Experimental Design and Observational Studies
Education and Professional Experience
2002-Present: Assistant Professor, Department of Statistics, The
Wharton School, University of Pennsylvania.
2004-Present: Associate Scholar, Biostatistics Unit, Center for Clinical
Epidemiology and Biostatistics, University of Pennsylvania School of
Medicine.
2002, Ph.D., Statistics, Stanford University.
1997, A.B., Mathematics, Harvard University.
Research Interests
Causal inference
Instrumental variables methods
Longitudinal data analysis
Psychometrics
Statistical methods for application to problems in public
health, economics and education
Publications
Lai, T., Small, D. and Liu, J. Statistical inference in dynamic panel
data models. Accepted for publication in the Journal of Statistical
Planning and Inference. Paper.
Entine, O. and Small, D. The role of rest
in the NBA home court
advantage. Accepted for publication in the Journal of Quantitative
Analysis in Sports.
Paper.
Joffe, M., Small, D., Brunelli, S., Ten Have, T.
and Feldman, H.
Extended instrumental variables estimation for overall effects. Accepted
for publication in the International Journal of Biostatistics. Paper.
Small, D. and Rosenbaum, P. War and wages: the strength of
instrumental variables and their sensitivity to unobserved biases.
Accepted for publication
in the Journal of the American Statisical Association.
Paper.
Small, D., Ten Have, T. and Rosenbaum, P. Randomization inference in
a group randomized trial of treatments for depression: covariate
adjustment, noncompliance and quantile effects. Journal of the
American Statistical Association, 103, 271-279. Paper.
Small, D. (2007). Sensitivity analysis for instrumental variables
regression with overidentifying restrictions. Journal of the
American Statistical Association, 102, 1049-1058.
Paper Errata
Joffe, M., Small, D. and Hsu, C.-Y. (2007). Defining and estimating
intervention effects for groups that will develop an auxiliary outcome.
Statistical Science, 22, 74-97. Paper. Software. Link to journal
Lai, T. and Small, D. (2007). Marginal regression analysis of
longitudinal data with time-dependent covariates: a generalized method of
moments approach. Journal of the Royal Statistical Society, Series
B, 69, 79-99.
Paper. Software
(Software Documentation).
Cheng, J. and Small, D. (2006). Bounds on causal
effects in three-arm
trials with noncompliance. Journal of the Royal Statistical
Society, Series B, 68, 815-836. Paper.
Software (Software Documentation).
Small, D., Gastwirth, J., Krieger, A. and Rosenbaum, P. (2006).
R-Estimates vs. GMM: A theoretical case study of validity and efficiency.
Statistical Science, 21, 363-375.
Paper. Link to journal
Small, D., Ten Have, T., Joffe, M. and Cheng, J. (2006). Random
effects
logistic models for analysing efficacy of a longitudinal
randomized treatment with non-adherence. Statistics in
Medicine, 25, 1981-2007. Paper
Apter, A., Cheng, J., Small, D., Bennett, I., Albert, C., Fein, D.,
George, M. and Van Horne, S. (2006). Asthma numeracy skill and health
literacy. Journal of Asthma, 43, 705-710. Abstract
Chen, Y. and Small, D. (2005). Exact tests for the Rasch model via
sequential importance sampling. Psychometrika, 70,
11-30. Abstract
Working Papers
Shirley, K., Small, D., Lynch, K., Maisto, S. and Oslin, D. (2007).
Hidden Markov models for
alcoholism treatment trial data.
Paper
Cheng, J., Small, D., Tan, Z. and Ten Have, T. (2006). Efficient
nonparametric estimation of causal effects in randomized trials with
noncompliance. Paper
(Revised version: July, 2007)
Small, D. and Tan, Z. (2007). A stochastic monotonicity assumption
for the instrumental variables method. Paper
Zhang, P. and Small, D. (2006). Bayesian inference
for random coefficient dynamic panel data models. Paper
