Course: Finite Sample and Asymptotic Estimators in Causal Inference
A self-contained course covering the theoretical and methodological foundations of causal inference estimators — from potential outcomes to doubly-robust methods — with finite-sample and asymptotic analyses.
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Chapter 1 — Statistical Introduction
— Definitions of statistical models, estimators, and asymptotic theory — the mathematical foundations for causal inference.
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Chapter 2 — Potential Outcomes
— The Neyman-Rubin potential outcomes framework and the fundamental problem of causal inference.
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Chapter 3 — Randomized Controlled Trials
— Key assumptions and setup for randomized controlled trials: no interference, SUTVA, and randomization.
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Chapter 4 — RCT Estimators
— Horvitz-Thomson, Hajek, regression-based and doubly-robust estimators for the ATE in RCTs, with finite-sample and asymptotic analyses.
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Chapter 5 — Observational Trials
— How observational studies differ from RCTs and the challenges of confounding in real-world data.
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Chapter 6 — Inverse Propensity Weighting
— Oracle and estimated IPW estimators, their asymptotic properties, and the role of propensity score estimation.
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Chapter 7 — Augmented Inverse Propensity Weighting
— The doubly-robust AIPW estimator: combining outcome modelling and propensity weighting with semiparametric efficiency.