Causal Inference
Syllabus, Master's level, 2ST124
- Code
- 2ST124
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1N
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 10 September 2019
- Responsible department
- Department of Statistics
Entry requirements
120 credits including 90 credits in statistics.
Learning outcomes
A student who has taken this course will:
show an in-depth knowledge of the potential outcomes framework and use of directed acyclic graphs for causal inference,
show an in-depth understanding of assumptions underlying causal analyses with experimental and observational data,
master theory presented for estimation of causal parameters in randomized experiments and observational studies,
master the application of parametric and non/semiparametric estimators of causal effects presented in the course,
be able to perform sensitivity analyses on estimates of a causal effect.
Content
Potential outcomes, theory and assumptions
Fisher's exact test and Neymans approach to completely randomized experiments
Causal effect estimators, propensity score - model building, stratification and matching
Variance estimation
Instrumental variable methods
Directed acyclic graphs (causal DAGs), construction, application and interpretation
Mediation analysis - parameters - estimatorsSensitivity analysis and boundsUndervisning
Instruction
Instruction is given in the form of in-class lectures and computer exercises.
Assessment
The examination takes place through a written examination and/or through written and/or oral presentation of take-home assignments.
Other directives
The course is included in the Master´s programme in statistics