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Soc 8890 Advanced Topics in Research Methods: Causal Inferences in the Social Sciences
Course Syllabus (Seven week course.)
Reading list with hyperlinks where possible. Note that a subscription to JSTOR is often necessary. For UM students, enter JSTOR through the library portal to access the UM JSTOR subscription. Similar comments apply to other e-journal collections. See syllabus for details.
Week 2 – Some Basics of Causal Inference Holland, Paul W. 1986. “Statistics and Causal Inference.” Journal of the American Statistical Association 81:945-960. Sobel, Michael E. 1995. “Causal Inference in the Social and Behavioral Sciences.” In Handbook of Statistical Modeling for the Social and Behavioral Sciences. Gerhard Arminger, Clifford C. Clogg, and Michael E. Sobel eds. New York:Plenum. Sobel, Michael E. 1996. “An Introduction to Causal Inference.” Sociological Methods and Research 24:353-379.
Week 3 – General Overview of Different Estimators Winship, Christopher and Stephen L. Morgan. 1999. “The Estimation of Causal Effects from Observational Data” Annual Review of Sociology 25:659-706.
Week 4 – Propensity Score Matching Methods Theory Rosenbaum, Paul R. and Donald B. Rubin. 1983. “The Central Role of the Propensity Score in Observational Studies for Causal Effects.” Biometrika 70:41-55. Rubin, Donald B. and Neal Thomas. 1996. “Matching Using Estimated Propensity Scores: Relating Theory to Practice” Biometrics 52:249-264. Examples Smith, Herbert L. 1997. “Matching with Multiple Controls to Estimate Treatment Effects in Observational Studies.” Sociological Methodology 27:325-53. Morgan, Stephen L. 2001. “Counterfactuals, Causal Effect Heterogeneity, and the Catholic School Effect on Learning.” Sociology of Education 74:341-374. Becker, Sascha O. and Andrea Ichino. 2002. “Estimation of average treatment effects based on propensity scores.” The Stata Journal 2:358-377. (Note. The working paper version of this piece can be found at www2.dse.unibo.it/ichino/)
Stata Example - Obtaining ATE and ATT Estimates, with Bootstrapped Distributions Stata Example - Calculating Rosenbaum Bounds on Treatment Effects
Stata software to estimate various matching estimators can be found at http://ideas.repec.org/c/boc/bocode/s432001.html (PSMATCH2) www2.dse.unibo.it/ichino/ (ATT*) Accompanying sensitivity analysis software can be found at ideas.repec.org/c/boc/bocode/s456747.html (SENSATT) www.caliendo.de/publ_39.htm (MHBOUNDS) www.wz-berlin.de/ars/ab/people/gangl_wkp.de.htm (RBOUNDS)
Week 5 – Related Methods & Issues Angrist, Joshua D., Guido W. Imbens, and Donald B. Rubin. 1996. “Identification of Causal Effects Using Instrumental Variables.” Journal of the American Statistical Association 91:444-455. Hirano, Keisuke, Guido W. Imbens, Donald B. Rubin, and Xiao-Hua Zhou. 2000 “Assessing The Effect Of An Influenza Vaccine In An Encouragement Design.” Biostatistics 1,1:69–88. Imbens, Guido W. and Donald B. Rubin. 1997. “Bayesian Inference for Causal Effects in Randomized Experiments with Noncompliance.” The Annals of Statistics 25:305-327. Note. Accompanying SAS software to estimate Compliers Average Causal Effects with Bootstrapped Estimators can be found here.
Week 6 – Heckman’s Overview of the Causal Inference Problem Heckman, James J., Robert J. LaLonde, and Jeffrey A. Smith 1999. “The Economics and Econometrics of Active Labor Market Programs.” pp. 1865-2097 in Handbook of Labor Economics, Volume 111, edited by Orley Ashenfelter and David Card. New York: Elsevier.
Week 7 – Heckman’s View of Rubin’s Matching Estimator Heckman, James J., Hidehiko Ichimura, and Petra E. Todd. 1998. “Matching as an Econometric Evaluation Estimator.” The Review of Economic Studies, 65:261-294. Heckman, James J., Hidehiko Ichimura, and Petra E. Todd. 1997. “Matching as an Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme.” The Review of Economic Studies Volume 64:605-654. Note. Accompanying SAS software to estimate Heckman’s control function (index sufficient) estimator can be found here. Stata example to estimate ATE and (A)TT from Heckman’s control function (index sufficient) estimator can be found here.
Additional Useful Cites (obviously not exhaustive...feel free to suggest additions)... Dehejiaa, Rajeev. 2005. “Practical propensity score matching: a reply to Smith and Todd.” Journal of Econometrics 125:355–364. DiPrete, Thomas A. and Markus Gangl. 2004. “Assessing Bias in the Estimation of Causal Effects: Rosenbaum Bounds on Matching Estimators and Instrumental Variables Estimation with Imperfect Instruments.” Sociological Methodology 34:271-310. Harding, David J. 2003. “Counterfactual Models of Neighborhood Effects: The Effect of Neighborhood Poverty on Dropping Out and Teenage Pregnancy.” American Journal of Sociology 109:676–719.
...And Sites (also not exhaustive...feel free to suggest additions) Counterfactual Causal Analysis in Sociology web page www.wjh.harvard.edu/~cwinship/cfa.html Gangl, Markus, home page. www.wz-berlin.de/ars/ab/people/gangl_wkp.de.htm Ichino, Andrea, home page. www2.dse.unibo.it/ichino/ Imbens, Guido W., home page. elsa.berkeley.edu/~imbens/
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Current Research Projects The Welfare State, Gendered Labor Markets, Female Labor Force Participation, and Gendered Political Preferences Reconsidering the Role of Gender in Labor Market Attainments and Evaluating the Wage Gap Judicial Deference to Employment Institutions: The Endogenous Construction of Civil Rights The Life Course of Political Participation and Partisanship Social Differentiation in the Structure of the Life Course: Latent Life Paths in the Transition to Adulthood in the United States Goodness-of-Fit Tests and Descriptive Measures in Fuzzy-Set Analysis Bringing Statistical Power Back In: On the Empirical Support for Statistical Models Estimated by Maximum Likelihood and Related Methods in Sociological Research The Analysis of Categorical Variables
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