POLI 506 Causal Inference, Fall 2019:

Introduction

Michelle Torres
smtorres@rice.edu

October 18, 2020

WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)
WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)

● ¡Disculpas de antemano!
WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)

● ¡Disculpas de antemano!
● Todo el material que tengo es en inglés
WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)

● ¡Disculpas de antemano!
● Todo el material que tengo es en inglés
● Los conceptos son difı́ciles de traducir
WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)

● ¡Disculpas de antemano!
● Todo el material que tengo es en inglés
● Los conceptos son difı́ciles de traducir
● Toda la literatura y aplicaciones relevantes son en inglés
WARNING

NIVELES ALTOS DE SPANIGLISH (más English que

Spanish)

● ¡Disculpas de antemano!
● Todo el material que tengo es en inglés
● Los conceptos son difı́ciles de traducir
● Toda la literatura y aplicaciones relevantes son en inglés
● Preguntas, explicaciones, aclaraciones: SUPER
BIENVENIDAS EN ESPAÑOL
W ELCOME !

● Me: Michelle Torres, Assistant Professor in the department

of Political Science at Rice University
● PhD in PoliSci and MA in Statistics from WashU
● What I study: causal inference, computer vision, political
behavior, political communication
● More specific: The determinants and effects of visual
imagery in political communication and attitude formation;
behavior in general with focus on public opinion
● Alternative careers/jobs I would kill to have: professional
dancer, food critic, or sports analyst.
G OALS

1 Be able to understand and use recent advances in causal

inference
2 Be able to diagnose problems and understand
assumptions of causal inference
3 Be able to understand almost all causal inference in
applied political science
4 Provide you with enough understanding to learn more on
your own
5 Get you as excited about methods as we are
6 If (5), show you that you can go as far as you want
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
● homoskedasticity
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
● homoskedasticity
● expected value
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
● homoskedasticity
● expected value
● σ-algebras
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
● homoskedasticity
● expected value
● σ-algebras
P RE - REQUISITES
● Biggest: clear eyes , full hearts ♡ (aka willingness to
work hard).
● Working assumption is that you have taken some basic
courses on probability, statistics or/and quantitative
methodology
● Basically, you still understand what this is:

(X ′ X )−1 X ′ y (1)

● And these terms are familiar to you:

● bias
● consistency
● null hypothesis
● homoskedasticity
● expected value
● σ-algebras (just kidding)
R FOR COMPUTING

● It’s free
● It’s becoming the de facto standard in many applied
statistical fields
● It’s extremely powerful, but relatively simple to do basic
(and not so basic) stats
● Compared to other options (Stata, SPSS, etc) you’ll be
more free to implement what you need (as opposed to
what Stata thinks is best)
● We are going to use it in lectures and a problem set. Ask
for help if you are struggling with it!
I F YOU NEED HELP...

● Lecture (where we will cover the broad topics): pay

attention!
● Piazza site (where you’ll find the syllabus, discussions,
code, and where you can ask questions and discuss topics
with me and your classmates):
piazza.com/rice/fall2020/ba31/home, Access
code: CImethods2020
● Google scholar and Stackoverflow are your friends: ask
them!
● The ask-a-question hierarchy:
1 Ask questions in class!
2 Google it (for no more than 15 min.)
3 Ask your classmates
4 Send me an e-mail (⋆)
T EXTBOOKS AND ARTICLES
● Angrist and Pischke, Mostly Harmless Econometrics:
● Chatty, opinionated, but intuitive approach to causal
inference
● Very much from an econ perspective.
● Hernán and Robins, Causal Inference.
● Clear and basic introduction to foundational concepts
● From a biostatistics/epidemiology perspective (so a little bit
hard to relate to the examples)
● Relies more on graphical approaches
● Morgan and Winship, Counterfactuals and Causal
Inference
● Clear and intuitive
● Good coverage of very relevant topics (like IVs)
● Other required readings: research time! (si no encuentran
alguna pieza, avı́senme CON TIEMPO)
● Take good notes from the lectures.
G RADING

● Reading and participation (40%)

● Always bring a question
● Randomly chosen to ask or answer a question
● Problem sets (60%)
● Grades: +, 0, -
● First, work on them on your own
● Then, ask for help
● Include your code
● Use LATEX(don’t hate me)
● Sharelatex, Overleaf, KnitR, etc.
A FEW THINGS TO KEEP IN MIND

● Not a lot of readings, so please, engage with them!

● Please pay attention to class. I know online learning is
hard but make an extra effort: out of respect for me, your
classmates and also you and your time!
● Zoom etiquette: mute yourself, camera on, avoid disruptive
backgrounds, no distractions around (e.g. shopping
online), etc.
● Ask questions, be respectful, be patient!
B ROAD OUTLINE

1 Primitives
● Potential outcomes, confounding, DAGs
2 Experimental studies
● Randomization, identification, estimation
3 Observational studies with no confounding
● Regression, weighting, matching
4 Causal mechanisms
● Mediation, direct and indirect effects, interactions
5 Time-varying treatments
● Controlled direct effects, dynamic frameworks, marginal
structural models.
What is causal inference?
C ORRELATION ≠ C AUSATION
C ORRELATION ≠ C AUSATION
(we all know that!)
C ORRELATION ≠ C AUSATION
(we all know that!)
C AUSAL INFERENCE IN A NUTSHELL

● Causal identification tells us what we can learn about a

causal effect from the available data.
● Identification depends on assumptions, not on estimation
strategies.
● If an effect is not identified, no estimation method will
recover it.
● “What’s your identification strategy?” = what are the
assumptions that allow you to claim you’ve estimated a
causal effect?
WHY?
 WHY?
● Causal inference is about taking this question SERIOUSLY.
● Not only because it is the core of science, development
and invention, but because it has a HUGE impact
● Counterfactuals are the building blocks of moral behavior
as well as scientific thought
● A variable X is a cause of Y if Y “listens” to X and
determines its value in response to what it hears
● This implies and active role of X . It requires a push.
L ADDER OF CAUSATION

● Seeing, doing and imagining

Counterfactuals
What if I had done?
Imagining, Retrospective,
Why
Understanding

Intervention What if I do?

Doing, intervening How?

Association
What if I see?
Seeing, observing
N OTATION

● Population of units
● Finite population: U = 1, 2, ..., N
● Infinite (super) population: U = 1, 2, ..., ∞
● Observed outcomes: Yi
● Binary treatment: Di = 1 if treated, Di = 0 if UNtreated
(control)
● Pre-treatment covariates: Xi , could be a matrix
W HAT IS ASSOCIATION ?
● Running example: effect of incumbent candidate negativity
on the incumbent’s share of the two party vote as the
outcome.
● If Yi and Di are independent written Y ⊥ D:

Pr [Y = 1∣D = 1] = Pr [Y = 1∣D = 0]

● If the variables are not independent, we say they are

dependent or associated:

Pr [Y = 1∣D = 1] ≠ Pr [Y = 1∣D = 0]

● Association: the distribution of the observed outcome

depends on the value of the other variable.
● Nothing about counterfactuals or causality!
P OTENTIAL OUTCOMES

● We need someway to formally discuss counterfactuals.

The Neyman-Rubin causal model of potential outcomes
fills this role.
● Yi (d) is the value that the outcome would take if Di were
set to d.
● Yi (1) is the value that Y would take if the incumbent went
negative
● Yi (0) is the value that Y would take if the incumbent stays
positive
● Potential outcomes are fixed features of the units.
● Fundamental problem of causal inference (FPoCI):
P OTENTIAL OUTCOMES

● We need someway to formally discuss counterfactuals.

The Neyman-Rubin causal model of potential outcomes
fills this role.
● Yi (d) is the value that the outcome would take if Di were
set to d.
● Yi (1) is the value that Y would take if the incumbent went
negative
● Yi (0) is the value that Y would take if the incumbent stays
positive
● Potential outcomes are fixed features of the units.
● Fundamental problem of causal inference (FPoCI): can
only observe one potential outcome per unit.
● Easy to generalize when Di is not binary.
M ANIPULATION

● Yi (d) is the value that Y would take under Di set to d.

● To be well-defined, Di should be manipulable at least in
principle.
● Leads to common motto: “No causation without
manipulation” Holland (1986)
● Tricky causal problems:
● Effect of race, sex, etc.
Q UICK SUM - UP

● We should put some effort in answering more Why

questions
● Causal inference is about comparing counterfactuals:
imagining and going beyond what the data shows
● Identification is figuring out what we can learn under a set
of assumption with unlimited data.
Q UICK SUM - UP

● We should put some effort in answering more Why

questions
● Causal inference is about comparing counterfactuals:
imagining and going beyond what the data shows
● Identification is figuring out what we can learn under a set
of assumption with unlimited data.
● QUESTIONS?
L AB TIME !