Rohit Aggarwal

November 20, 2007

Some of the courses I took during the Ph.D. program

Filed under: Econometrics,Research,Teaching — Rohit Aggarwal @ 11:35 pm

Advanced Statistical Methods
Distribution and density functions of random variables , conditional probability and independence, moment generating functions and moments, common families of distributions, multi-parameter exponential family, multiple random variables, change-of-variable techniques, models of convergence, central limit theorem, distribution of order statistics, sufficiency principle, minimal sufficiency, ancillarity, completeness, likelihood principle, point estimation, interval estimation, hypothesis testing, evaluation of estimators and tests.


Applied Statistics

Statistics from a data analytic viewpoint incorporating parametric and nonparametric methods, exploratory data analysis, graphical methods, one-sample problems, jackknifing, bootstrapping, robustness, two-sample problems, k-sample problems including one-way ANOVA, randomized block designs, two-way ANOVA, additivity, simple linear regression, multiple linear regression, analysis of covariance, categorical data.


Analysis of Experiments

Straight-line regression, multiple regression, regression diagnostics, transformations, dummy variables, one-way and two-way analysis of variance, analysis of covariance, stepwise regression.


Applied Multivariate Analysis
Multinormal techniques with applications, topics covered: Hotelling’s T2 test, multivariate analysis of variance, discriminant analysis, principal components, factor analysis, cluster analysis, introduction to and use of SAS computer package.


Decision Theory

Game theory, statistical decision, Bayesian statistics


Econometrics 2

Review of conditional expectations and basic asymptotic theory, Ordinary least squares and instrumental variables, Generated regressors and specification testing, Generalized method of moments (GMM), Systems of equations, Linear unobserved e®ects panel data models


Econometrics 3

I. Basic asymptotic theory

II. General approaches to estimation and testing: M-estimation, Maximum likelihood, Generalized method of moments and Minimum distance

III. Applications of II: Systems of equations, Instrumental variables, Simultaneous equations, Discrete response, Censoring and truncation, Selection models


Nonparametric Methods in Econometrics
Density estimation, Nonparametric regression, Some technical issues (edge effects, mixed regressors, etc),  Partially linear regression, General conditional moment restriction models, Specification testing, Nonparametric regression with endogenous regressors (Time permitting)


Causal Modeling

The analysis of data to test causal theories, the use of factor analysis to test models of measurement, and the comparison of alternative models is discussed.


Research Methods for Operations and Information Management

Linear Programming, Integer Programming, a litte bit of Non-linear Programming


Seminar in Operations Management

Dynamic Programming, Applications of Markov Decision Processes

November 16, 2007

Just for fun- Hardwork, Knowledge, Attitude, Bullshit & Ass kissing from mathematical point of view

Filed under: Interesting — Rohit Aggarwal @ 6:49 pm

Mathematical Point of view  is posted by Dr. Zvi Goldstein on his website. This is an interesting read. To summarize:

Hardwork= 8+1+18+4+23+15+18+11 = 98%

Knowledge= 11+14+15+23+12+5+4+7+5 = 96%

Attitude= 1+20+20+9+20+21+4+5 = 100%

Bullshit= 2+21+12+12+19+8+9+20 = 103%

Ass kissing= 1+19+19+11+9+19+19+9+14+7 = 118%

“So, one can conclude with mathematical certainty that While
Hard work and Knowledge will get you close, and Attitude will get you there, it’s the Bullshit and Ass kissing that will put you over the top.”  

November 7, 2007

My paper got cited

Filed under: Econometrics,Research — Rohit Aggarwal @ 4:12 pm

Conde Nast Portfolio cited (Blogonomics: The upside of transparency) my study and I came to know this through my University news site. is a nice blog and it has decent ranking of 13000 something on Alexa.This paper is doing well in the publication aspect. It got accepted in WITS’06 and received funding from NET Institute. It received “Revise and resubmit” from MIS Quarterly and the comments are positive and doable. My advisors are very positive about the comments and about the paper’s chances to finally get published. BTW, you can find my paper here. Following is the abstract of the paper:Weblogs or blogs have recently received a lot of attention, especially in the business community, with a number of firms encouraging their employees to publish blogs to reach out and connect to a wider audience. It is beginning to be recognized that employee blogs can cast a firm in either a positive or a negative light, thereby enhancing or harming the firm’s reputation. Paradoxically, under certain conditions negative postings by employees can actually help the overall reputation of the firm. The rationale for this is that negative posts raise the credibility of an employee blog and attract more readers, who then will also be exposed to the positive posts on the blog. Drawing from the literature on customer advocacy and the stage model theory of information processing in cognitive psychology, we develop a model to decipher the relationship between the extent of negative posts and the overall positive Word of Mouth (WOM) generated by the employee blogs for the firm. An empirical model is developed to account for the inherent non-linearities, endogeneity and unobserved heterogeneity concerns, and potential alternative specifications. Our results suggest that negative posts act as a catalyst to increase the readership of an employee blog, with readership increasing exponentially in the initial stages and then stabilizing. The empirical findings are used to generate an analytical framework that firms can use to formulate employee blogging policies. We illustrate the application of the framework using blogging data from Sun Microsystems.

November 2, 2007

API for Online Social Networks

Filed under: Interesting,Reference,Social Networking — Rohit Aggarwal @ 3:34 am

API domain for social networks is getting hotter now. Google has come up with ‘Open Social’, which enables developers to write API across social networks. You can find an excellent discussion about it here from Marc. Current partners of Open Social are MySpace, Orkut, LinkedIn, Hi5, Friendster,, Oracle, iLike, Flixster, RockYou, Slide, Bebo and SixApart.

Following is an interesting post from TechCrunch  (via Techmeme) :

Checkmate?  MySpace, Bebo and SixApart To Join Google OpenSocial (confirmed)  —  Google may have just come out of nowhere and checkmated Facebook in the social networking power struggle.  —  MySpace and Six Apart will announce that they are joining Google’s OpenSocial initiative.

Some interesting thoughts about API for social networks by Dare Obasanjo aka Carnage4Life:

“Full APIs for Extracting and Creating Content on the Social Network: With the growth in popularity and valuations of social networking sites, some companies have come to the conclusion that the there is an opportunity for making money by becoming meta-social network sites which aggregate a user’s profiles and content from multiple social networking sites. There are literally dozens of Social Network Profile aggregators today and it is hard to imagine social networking sites viewing them as anything other than leeches trying to steal their page views by treating them as dumb storage systems. This is another reason why most social network services primarily focus on building widget platforms or APIs that enable you to create content or applications hosted within the site but don’t give many ways to programmatically get content out.  

Counter examples to this kind of thinking are Flickr and YouTube which both provide lots of ways to get content in and out of their service yet became two of the fastest growing and most admired websites in their respective categories. It is clear that a well-thought out API strategy that drives people to your site while not restricting your users combined with a great user experience on your website is a winning combination. Unfortunately, it’s easier said than done. ”

Another interesting read:

Why So Many Want to Create Facebook Applications  —  Site’s Growing Ranks  —  Seen as Potential Source  —  Of Revenue, Customers  —  Another online gold rush is on.  Entrepreneurs are scrambling to create small software programs for Facebook Inc.’s social-networking site and grab footholds in its emerging economy.

Source:   Wall Street Journal
Author:   Riva Richmond

Rohit Aggarwal

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