Instrumental variables I

Content for week of Monday, March 29, 2021–Friday, April 2, 2021

Readings

Chapter 5 in Impact Evaluation in Practice¹
Chapter 3 in Mastering ’Metrics²
Chapter 7, “Instrumental variables” in Causal Inference: The Mixtape³

Instrumental variables

The example page on instrumental variables shows how to use R to analyze and estimate causal effects with instrumental variables

Slides

The slides for today’s lesson are available online as an HTML file. Use the buttons below to open the slides either as an interactive website or as a static PDF (for printing or storing for later). You can also click in the slides below and navigate through them with your left and right arrow keys.

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Fun fact: If you type ? (or shift + /) while going through the slides, you can see a list of special slide-specific commands.

Videos

Videos for each section of the lecture are available at this YouTube playlist.

You can also watch the playlist (and skip around to different sections) here:

Paul J. Gertler et al., Impact Evaluation in Practice, 2nd ed. (Inter-American Development Bank; World Bank, 2016), https://openknowledge.worldbank.org/handle/10986/25030. ↩︎
Joshua D. Angrist and Jörn-Steffen Pischke, Mastering ’Metrics: The Path from Cause to Effect (Princeton, NJ: Princeton University Press, 2015). ↩︎
Scott Cunningham, Causal Inference: The Mixtape (New Haven, CT: Yale University Press, 2021), https://mixtape.scunning.com/. ↩︎

Last updated on March 29, 2021

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