Causal inference Part II is a 4-day workshop in design based causal inference series. It will cover three contemporary research designs in causal inference -- difference-in-differences, synthetic control and matching/weighting methods -- as well as introduce participants to causal graphs developed by Judea Pearl and others. Each day is 8 hours with 15 minute breaks on the hour plus an hour for lunch. We will review the theory behind each design, go into detail on the intuition of the estimation strategies and identification itself, as well as explore code in R and Stata and applications using these methods. The goal as always is that participants leave the workshop with competency and confidence. This class will be a sequel to the 4-day workshop on Causal Inference Part I.

Basic Difference-in-Differences

Slides

Introducing the fundamentals of DiD

Code

Google Spreadsheet for simple DiD Calculations

Readings

Causal Inference: the Mixtape (ch. 9)

Difference-in-Differences Estimation with and without Covariates

Slides

Introducing OLS and various estmators with covariate adjustments

Code

did in R;

drdid in Stata

Readings

Cunningham (2021 ch. 9),

Outcome regression (Heckman, Ichimura and Todd 1997),

Inverse probability weight estimator (Abadie 2005),

Doubly robust (Sant'anna and Zhao 2020)

Twoway Fixed Effects and Bacon-Decomposition

Slides

Bacon decomposition

Code

Fixed effects and Pooled OLS example,

bacondecomp in Stata,

bacondecomp in R,

ddtiming in Stata,

Shiny App for Bacon Decomposition

Readings

Causal Inference: the Mixtape (chapter 8 and 9),

Goodman-Bacon (2021)

Callaway and Sant'Anna

Slides

Callaway and Sant'anna (2020)

Code

did in R,

csdid in Stata

Readings

Callaway and Sant'anna (2020)

Sun and Abraham

Slides

Sun and Abraham (2020)

Code

eventstudyinteract in Stata,

fixest in R,

Shiny App for Event Study

Readings

Sun and Abraham (2020)

Imputation Estimators

Slides

Various imputation estimators

Code

Two-stage DID

did2s in Stata

did2s in R

Robust efficient imputation estimator

did_imputation in Stata

didimputation in R

Readings

Borusyak, et al. (2022)

Gardner (2021)

Stacking

Slides

Cengiz, et al. (2019)

Code

stackdev in Stata (under development)

Readings

Cengiz, et al. (2019)

Continuous Treatment Diff-in-Diff

Slides

Callaway, Goodman-Bacon and Sant'anna (2021)

Code

Readings

Callaway, Goodman-Bacon and Sant'anna (2021)

Synthetic Control

Slides

Abadie, Diamond and Hainmueller (2010)

Code

synth in Stata

synth in R

Readings

Abadie and Gardeazabal (2003)

Abadie, Diamond and Hainmueller (2010)