EPI 268: Econometric Methods for Causal Inference (Fall 2017)
Section outline
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Forum
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Epi 268 Empirical Paper Guidelines, fall 2017 File
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Lecture: Causal Inference and Regression
Topics: course introduction, RCTs as gold standard, potential outcomes framework, conditional expectation function, regression notation, regression mechanics, interpreting coefficients and effect sizes
Faculty: Justin White
Location: MH 1407-
Week1 Slides Epi268 Fa2017 File
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Required Reading:
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Lecture: Selection on Observables Designs and Stata Programming
Topics: regression adjustment, omitted variable bias, nonparametric regression, introduction to Stata, Monte Carlo simulation (bias analysis)
Faculty: Justin White
Location: MH 1407-
Week2 Slides Epi268 Fa2017 File
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Epi268 Week2 Fall2017 update File
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Lecture: Difference-in-Differences I
Topics: introduction to panel data, difference-in-differences analysis, DiD assumptions, clustering standard errors in DiD
Faculty: Justin White
Location: MH 1407-
Week3 Slides Epi268 Fa2017 File
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Optional Reading:
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Lecture: Difference-in-Differences II
Topics: DiD analyses in Stata, triple differences estimator, case studies with synthetic controls
Faculty: Justin White
Location: MH 1407-
Week4 Slides Epi268 Fa2017 File
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Optional Reading:
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Epi268 Week4 Fall2017 update File
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Epi268 Week4 Fall2017.do File
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example DID data nhanesIII, 19Oct2017.dta File
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smoking.dta File
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Lecture: Fixed Effects
Topics: dummy variable version, first difference estimator, deviations from means estimator, FE vs. random effects, specification tests
Faculty: Justin White
Location: MH 1407-
Week5 Slides Epi268 Fa2017 File
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Optional Reading:
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Epi268 PS1 fall2017 update File
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ps1.dta File
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Epi268 PS1 Solutions Fall2017 File
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Epi268 Week5 Fall2017.do File
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Lecture: Instrumental Variables
Topics: IV intuition, IV assumptions, two-stage least squares, local average treatment effects, IV specification testing
Faculty: Justin White
Location: MH 1407-
Week6 Slides Epi268 Fa2017 File
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Optional Reading:
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Epi268 Week6 Fall2017.do File
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mus06data.dta File
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No Class -- Veteran's Day
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Lecture: Regression Discontinuity Designs I
Topics: RD graphical intuition, forcing variable, sharp RD, sharp RD estimation
Faculty: Justin White
Location: MH 1407-
Week7 Slides Epi268 Fa2017 File
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No Class -- Thanksgiving
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Lecture: Regression Discontinuity Designs II
Topics: Fuzzy RD, fuzzy RD estimation, RD specification testing, RD in Stata
Faculty: Justin White
Location: MH 1407-
Week8 Slides Epi268 Fa2017 File
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Required Reading:
- MM, Ch. 4.2 (linked above in RD 1 required reading list)
- Lee DS, Lemieux T (2010). Regression discontinuity designs in economics. Journal of Economic
Literature 48: 281–355. - NEW: Miller G, Pinto, D, Vera-Hernández M. (2013). Risk Protection, Service Use,
and Health Outcomes under Colombia’s Health Insurance Program for the Poor. American Economic Journal: Applied Economics. 5(4): 61–91.
- MM, Ch. 4.2 (linked above in RD 1 required reading list)
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Epi268 PS2 fall2017 File
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allsites.dta File
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allcovariates.dta File
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sitecovariates.dta File
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2miledata.dta File
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Epi268 PS2 Solutions Fall2017 File
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Epi268 Week8 Fall2017.do File
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Lecture: Student Presentations
Faculty: Justin White
Location: MH 1407
