Course material to "Advanced Applied Statistics", 2015
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README.md
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README.md

Advanced Applied Statistics, 2015

Course and repository description

Advanced Applied Statistics provide students with the tools and knowledge required to conduct empirical analyses with relevance for academic as well as practical work.

The course is teached together with Sune Welling Hansen and Robert Klemmensen. This folder containts material related to the four lectures on experiments, matching, RDD and IV estimation.

The content of the repository:

  • A detailed description of the course (coursedescription.pdf)
  • Teaching material (and .Rmd files needed to reproduce the slides)
  • Assignments provided to the students prior to the lectures
  • Lab session material on R (lab 6) and matching (lab 7)
  • Material for mandatory assignment 4
  • An overview of the required and recommended readings (with links to gated and ungated versions when accessible)

Slides

Readings

Lecture 10: Experiments and Causal Inference

Required readings:

Gelman, A. & J. Hill. 2007. Data Analysis Using Regression and Multilevel/Hierarchical Models. New York: Cambridge University Press. (Chapter 9.1, 9.2, 9.3 and 9.6) (13 pages)

Druckman, J. N. & A. Lupia. 2012. Experimenting with Politics. Science 335(6073): 1177-1179 (3 pages) (gated, ungated)

Gerber, A. S. & D. P. Green. 2012. Field Experiments: Design, Analysis, and Interpretation. New York: W. W. Norton & Company, Inc. (Chapter 2) (compendium, 30 pages)

Recommended readings:

Holland, P. W. 1986. Statistics and Causal Inference. Journal of the American Statistical Association 81(396): 945-960. (gated, ungated)

Morgan, S. L. & C. Winship. 2007. Counterfactuals and Causal Inference: Methods and Principles for Social Research. New York: Cambridge University Press.

Morton, R. B. & K. C. Williams. 2010. Experimental Political Science and the Study of Causality: From Nature to the Lab. New York: Cambridge University Press.

Mutz, D. 2011. Population-Based Survey Experiments. New Jersey: Princeton University Press.

Rubin, D. B. 2008. For Objective Causal Inference, Design Trumps Analysis. The Annals of Applied Statistics 2(3): 808-840. (gated, ungated)

Recommended reading in Danish:

Blom-Hansen, J. & S. Serritzlew. 2014. Endogenitet og eksperimenter – forskningsdesignet som løsning. politica 46(1):5-23. (ungated)

Lecture 11: Matching and Propensity Scores

Required readings:

Gelman, A. & J. Hill. 2007. Data Analysis Using Regression and Multilevel/Hierarchical Models. New York: Cambridge University Press. (Chapter 10.1, 10.2 and 10.3) (5 pages)

Kam, C. D. & C. L. Palmer. 2008. Reconsidering the Effects of Education on Political Participation. Journal of Politics 70(3): 612-631. (19 pages) (gated, ungated)

Sekhon, J. S. 2009. Opiates for the Matches: Matching Methods for Causal Inference. Annual Review of Political Science 12: 487-508. (21 pages) (gated, ungated)

Recommended readings:

Henderson, J. & S. Chatfield. 2011. Who Matches? Propensity Scores and Bias in the Causal Effects of Education on Participation. Journal of Politics 73(3): 646-658. (gated, ungated)

Mayer, A. K. 2011. Does Education Increase Political Participation? Journal of Politics 73(3): 633-645. (gated, ungated)

Ho, D. E., K. Imai, G. King & E. A. Stuart. 2007. Matching as Nonparametric Preprocessing for Reducing Model Dependence in Parametric Causal Inference. Political Analysis 15(3): 199-236. (gated, ungated)

Guo, S. & M. W. Fraser. 2010. Propensity Score Analysis: Statistical Methods and Applications. Thousand Oaks: SAGE Publications.

Recommended reading in Danish:

Justesen, M. K. & R. Klemmensen. 2014. Sammenligning af sammenlignelige observationer: kausalitet, matching og observationsdata. politica 46(1): 60-78. (ungated)  

Lecture 12: Regression Discontinuity Designs

Required readings:

Gelman, A. & J. Hill. 2007. Data Analysis Using Regression and Multilevel/Hierarchical Models. New York: Cambridge University Press. (Chapter 10.4) (3 pages)

Dunning, T. 2012. Natural Experiments in the Social Sciences: A Design-Based Approach. New York: Cambridge University Press. (Chapter 3 and 5.2) (compendium, 35 pages)

Recommended readings:

Imbens, G. W. & T. Lemieux. 2008. Regression discontinuity designs: A guide to practice. Journal of Econometrics 142(2): 615-635. (gated, ungated)

Lee, D. S. & T. Lemieux. 2010. Regression Discontinuity Designs in Economics. Journal of Economic Literature 48(2): 281-355. (gated, ungated)

Shadish, W. R., T. D. Cook & D. T. Campbell. 2002. Experimental and Quasi-Experimental Designs for Generalized Causal Inference. Belmont, CA: Wadsworth Cengage learning. (Chapter 7)

Recommended reading in Danish:

Olsen, A. L. 2014. Tærskelvariable og tærskelværdier: en introduktion til regressions-diskontinuitetsdesignet. politica 46(1): 42-59. (ungated)  

Lecture 13: Instrumental Variable Regression

Required readings:

Gelman, A. & J. Hill. 2007. Data Analysis Using Regression and Multilevel/Hierarchical Models. New York: Cambridge University Press. (Chapter 10.5 and 10.6) (11 pages)

Dunning, T. 2012. Natural Experiments in the Social Sciences: A Design-Based Approach. New York: Cambridge University Press. (Chapter 4) (compendium, 15 pages)

Sovey, A. J. & D. P. Green. 2011. Instrumental Variables Estimation in Political Science: A Readers’ Guide. American Journal of Political Science 55(1): 188-200. (13 pages) (gated, ungated)

Recommended readings:

Angrist, J. D. & Pischke, J. 2009. Mostly Harmless Econometrics: An Empiricist’s Companion. New Jersey: Princeton University Press.

Bollen, K. A. 2012. Instrumental Variables in Sociology and the Social Sciences. Annual Review of Sociology 38: 37-72. (gated, ungated)

Dunning, T. 2012. Natural Experiments in the Social Sciences: A Design-Based Approach. New York: Cambridge University Press.

Dunning, T. 2008. Model Specification in Instrumental-Variables Regression. Political Analysis 16(3):290-302. (gated, ungated)

Angrist, J. D. & A. B. Krueger. 2001. Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments. Journal of Economic Perspectives 15(4): 69-85. (gated, ungated)

Recommended reading in Danish:

Hariri, J. G. 2014. Statskundskabens sammenfiltrede virkelighed og et bud på en løsning: IV-estimation. politica 46(1): 79-94. (ungated)