About this Course
This course offers a rigorous mathematical survey of causal inference at the Master’s level.
Inferences about causation are of great importance in science, medicine, policy, and business. This course provides an introduction to the statistical literature on causal inference that has emerged in the last 35-40 years and that has revolutionized the way in which statisticians and applied researchers in many disciplines use data to make inferences about causal relationships.
We will study methods for collecting data to estimate causal relationships. Students will learn how to distinguish between relationships that are causal and non-causal; this is not always obvious. We shall then study and evaluate the various methods students can use — such as matching, sub-classification on the propensity score, inverse probability of treatment weighting, and machine learning — to estimate a variety of effects — such as the average treatment effect and the effect of treatment on the treated. At the end, we discuss methods for evaluating some of the assumptions we have made, and we offer a look forward to the extensions we take up in the sequel to this course.
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2 Reviews
By Max Buckley
•Nov 26, 2018
Great course. Really interesting and condensed content. A perfect course for analysts and data scientists. I will be recommending this to a few of my colleagues.
For some reason there are no slides in week 1 but don't worry there are slides from week 2 onwards
By Byron Smith
•Oct 30, 2018
Not having access to slides and materials negates any interest in proceeding with this course.
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