[2021 Spring] POLS GA 1251 Quant II

Announcements

• Zoom link for lectures: https://nyu.zoom.us/j/96423991594
• Office hours sign-ups: here.
• No class on the following dates:
  • February 15 (Presidents’ Day, we will not use the make-up session Feb 18)
  • March 15 (prep for midterm)
  • April 19 (NYU break)

Resources

• syllabus
• readings
• coding resources: [RMarkdown] [Stata Markdown]

Sessions

Feb 1, 3

• 1 causal identification
  • [test your “causation” intuitions]
• 2 estimation and inference for a randomized experiment
  • [covariate adjustment simulation]
  • [great blog post pt 1] [pt 2]
  • [tight estimates of conditional variance]

Feb 8, 10

• 3 agnostic regression
• 4 regression and causal effects

Feb 17

• 5 conditioning to identify causal effects

Feb 22, 24

• 6 conditioning via matching and weighting
• 7 robust inference I
  • [useful blog posts: I II III IV V VI VII]
  • [degrees of freedom adjustments for clustering & panel data]

Mar 1, 3

• 8 robust inference II
  • [bootstrap demos]
  • [bootstrap lecture notes from Wasserman]
  • [bootstrap blog post from Wasserman] [part 2]
  • [notes on how to use and implement bootstrap]
• 9 instrumental variables I
  • [how to think about IV when you’re confused]
  • [IV then and now]
  • [a lament on crappy IV]
  • [don’t do IV] [do IV]

Mar 8, 10

• 10 instrumental variables II
  • [classic simultaneous equations]
• 11 front door criterion (lecture notes coming)

Mar 17

• midterm exam

Mar 22, 24

• 12 repeated observations I
  • [nice triple diffs video]
• 13 repeated observations II

Mar 29, 31

• 14 regression discontinuity I
• 15 regression discontinuity II

Apr 5, 7

• 16 mediators, moderators, and causal explanation I
• 17 mediators, moderators, and causal explanation II

Apr 12, 14

• 18 distributional effects
• 19 multiple endpoints

Apr 21

• 20 missing data and attrition

Apr 26, 28

• 21 interference and spillover effects
• 22 limited dependent variable effects

May 3, 5

• 23 machine learning and causal inference
• 24 generalization and external validity

May 10

• 25 structure and identification

May 12-18

• take-home final exam

Homework

homework 1 (due Wed, 10-Feb-2021):

• [assignment]
• [data]
• [CLT notes with example simulation in R]

homework 2 (due Wed, 24-Feb-2021):

• [assignment]

homework 3 (due Wed, 10-Mar-2021):

• [assignment]
• [replication materials]

homework 4 (due Wed, 31-Mar-2021):

• [assignment]
• [replication materials]

homework 5 (due Wed, 14-Apr-2021):

• [assignment]
• [paper]
• [replication materials]

homework 6 (due Wed, 28-Apr-2021):

• [assignment]
• rep materials