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title: Week 8 | ||
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Feb 27 | ||
: **Lecture**{: .label .label-green } Unobserved Confounding and Instruments | ||
: [[PPTX]](https://github.com/stanford-msande228/winter24/raw/main/assets/presentations/MSANDE228_Lecture14_Unobserved_Confounding.pptx) | ||
: [[PDF]](https://github.com/stanford-msande228/winter24/raw/main/assets/presentations/MSANDE228_Lecture14_Unobserved_Confounding.pdf) | ||
: Omitted Variable Bias; Instrumental variables; | ||
: ***Reading Materials*** | ||
- Chapter 11 of [Textbook](https://canvas.stanford.edu/courses/184879/files/) | ||
: ***Coding Materials*** | ||
- [DML for Impact of 401(K) Eligibility on Financial Wealth](https://colab.research.google.com/github/CausalAIBook/MetricsMLNotebooks/blob/main/CM4/python-dml-401k.ipynb) | ||
- [Sensitivity Analysis in 401k: Omitted Variable Bias Bounds](https://colab.research.google.com/github/stanford-msande228/winter24/blob/main/assets/code/python-dml-401k-Sensitivity.ipynb) | ||
- [DML IV for Impact of 401(K) on Financial Wealth](https://colab.research.google.com/github/stanford-msande228/winter24/blob/main/assets/code/python-dml-401k-IV.ipynb) | ||
: ***Further Reading*** | ||
- [Making Sense of Sensitivity: Extending Omitted Variable Bias](https://carloscinelli.com/files/Cinelli%20and%20Hazlett%20(2020)%20-%20Making%20Sense%20of%20Sensitivity.pdf) | ||
- [Long Story Short: Omitted Variable Bias in Causal Machine Learning](https://arxiv.org/abs/2112.13398) | ||
- [Wright 1928, The tariff on animal and vegetable oils](https://scholar.harvard.edu/files/stock/files/tariff_appendixb.pdf) | ||
- [Identification and Estimation of Local Average Treatment Effects](https://www.jstor.org/stable/2951620) | ||
- [Using Geographic Variation in College Proximity to Estimate the Return to Schooling](https://www.nber.org/papers/w4483) | ||
- [Does compulsory school attendance affect schooling and earnings?](https://www.jstor.org/stable/2937954) | ||
: ***Further Coding Materials*** | ||
- [Git Repo for Omitted Variable Bias with ML](https://colab.research.google.com/github/vsyrgkanis/omvb) | ||
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Feb 29 | ||
: **Lecture**{: .label .label-green } Unobserved Confounding and Instruments | ||
: [[PPTX]](https://github.com/stanford-msande228/winter24/raw/main/assets/presentations/MSANDE228_Lecture15_Unobserved_Confounding_and_Instruments.pptx) | ||
: [[PDF]](https://github.com/stanford-msande228/winter24/raw/main/assets/presentations/MSANDE228_Lecture15_Unobserved_Confounding_and_Instruments.pdf) | ||
: Local Average Treatment Effect (LATE); Debiased ML inference in partially linear and non-linear IV models; inference with weak instruments; DML with weak identification | ||
: ***Reading Materials*** | ||
- Chapter 11 of [Textbook](https://canvas.stanford.edu/courses/184879/files/) | ||
: ***Coding Materials*** | ||
- [DML IV for Impact of 401(K) on Financial Wealth](https://colab.research.google.com/github/CausalAIBook/MetricsMLNotebooks/blob/main/CM4/python-dml-401k-IV.ipynb) | ||
- [DML IV for Recommendation A/B Tests](https://colab.research.google.com/github/stanford-msande228/winter24/blob/main/assets/code/Case%20Study%20-%20Recommendation%20AB%20Testing%20at%20An%20Online%20Travel%20Company.ipynb#Get-Causal-Effects-with-EconML.ipynb) | ||
- [Proxy Controls with DML](https://colab.research.google.com/github/stanford-msande228/winter24/blob/main/assets/code/Proxy_Controls.ipynb) |