STATISTICS 265 - CAUSAL INFERENCE Winter Quarter 2010
Lecture: M W 11:00am-12:20pm in Bren 1423 instructor: Hal Stern office: 2216 Computer Science phone: 949-824-1568 email: sternh@uci.edu office hours: M 12:30-1:30pm
COURSE DOCUMENTS: Syllabus TEXTBOOK: Causal Inference in Statistics by Guido Imbens and Don Rubin (Cambridge Univ Press, forthcoming) Note: We are permitted to use this as a favor. Please do not distribute. LECTURE NOTES: Jan 4 (No class - instructor out of town) Jan 6 (Intro, Overview, Notation) -- by David Stenning Jan 11 (Assignment mechanisms, Missing data) -- by Clifford Anderson Jan 13 (Causal inference in experiments - Fisher, Neyman) -- by Jin Xu Jan 18 (No class - Martin Luther King Day) Jan 20 (Causal inference in experiments - Neyman, regression) -- By Charles Hardy Jan 25 (Causal inference in experiments - model-based; Intro to observational studies) -- by Joanne Song Jan 27 (Observational studies - matching) -- by Heidi Tucholski Feb 1 (Observational studies - matching) -- (Version 1 by Jing Liu; Version 2 by Daria Burnes) Feb 3 (Observational studies - Matching, propensity scores) -- (Version 1 by Yan He; Version 2 by Ashish Rajbhandari) Feb 8 (Observational studies - propensity scores) -- by Arshad Rahman Feb 10 (Observational studies - propensity scores) -- by Xu Tian Feb 15 (No class - Presidents Day) Feb 17 (Observational studies - regression analysis and regression for bias-reduction) -- by Shandong Min Feb 22 (Observational studies - variance estimation) -- by Payel Chowdhury Feb 24 (EXAM) Mar 1 (Observational studies - assessing unconfoundedness, evaluation of methods; Irregular assignment mechanisms - bounds) -- by Jian LIang Mar 3 (Irregular assignment mechanisms - instrumental variables for non-compliance) -- by Jie Shen Mar 8 (Irregular assignment mechanisms - instrumental variables) -- by Jie Shen Mar 10 (Project Presentations) Mar 15 (Project Presentations) -- extra session Mar 19 (Project Presentations) -- final exam week session HOMEWORK: Homework 1 (handed out Jan 20, due Feb 3) (sample R code) HW 1 solutions Also: Syllabi from similar courses with references that may be relevant to project (UCLA,UC Berkeley) Homework 2 (handed out Feb 3, due Feb 17) FL election data in Rdata format or csv format Sekhon technical report Angrist 1988 article (problem 3) Gilligan and Sergenti 2008 article (problem 3) HW 2 solutions with R code and output Homework 3 (handed out Feb 17, due Mar 3) Uses FL election data from 2004 (see above) Dehejia and Wahba 1999 article (problem 3) HW 3 solutions with R code and output Exam (Feb 24) and solutions ARTICLES: Statistics and Causal Inference by Paul Holland, JASA, 1986 (be careful printing ... big file) Causal Effects in Clinical and Epidemiological Studies Via Potential Outcomes by Rod Little and Don Rubin, Annual Review of Public Health, 2000 Causal Inference in Statistics: An Overview by Judea Pearl, Statistics Surveys, 2009 On the Application of Probability Theory to Agricultural Experiments. Essay on Principles. Section 9 by Jerzy Splawa-Neyman (translated by D. Dobrawska and T. Speed), Statistical Science, 1990 Comment: Neyman (1923) and Causal Inference in Experiments and Observational Studies by Donald Rubin, Statistical Science, 1990 Matching Methods for Causal Inference: A Review and a Look Forwardby Elizabeth Stuart, Statistical Science (to appear) Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review by Guidow Imbens, The Review of Economics and Statistics, 2004 Causal Inference without Counterfactuals by Phil Dawid, Journal of the American Statistical Association, 2000 (published with discussion by lots of famous folks) -- thanks to Jason Kramer for providing this Chapters 9 and 10 of Data Analysis Using Regression and Multilevel/Hierarchical Models by Andrew Gelman and Jennifer Hill, 2007 (Cambridge University Press) A Comparison of Methods for Estimating the Causal Effect of a Treatment in Randomized Clinical Trials Subject to Noncompliance by Roderick Little, Qi Long, and Xihong Lin, Biometrics, 2009 Identification of Causal Effects Using Instrumental Variables by Joshua Angrist, Guido Imbens and Donald Rubin, Journal of the American Statistical Association, 1996 Last updated March 10, 2010