Lectures

Each week has a slide deck and one or two short in-class R exercises. In a deck, press f for fullscreen, o for a slide overview, and s for the speaker view. Every lecture below lists its required and optional readings — start there. Some lectures also link a short optional video (▶ Watch) — mostly Joshua Angrist’s Mastering ’Metrics clips — that covers the same idea in a few minutes.

Getting ready
0
Setup — R, RStudio & your project
Setup instructions
Foundations — regression, and why causation is hard
1
Introduction
Slides
2
Correlation & regression
Slides Exercise 1 Exercise 2
  • ReadDe Veaux, Richard D., Paul F. Velleman, and David E. Bock. 2021. Stats: Data and Models. Global ed. Harlow, UK: Pearson. — Ch. 6.1–6.2 & 7.1–7.3.
3
Randomness & statistical inference
Slides Exercise 1 Exercise 2
  • ReadDe Veaux, Richard D., Paul F. Velleman, and David E. Bock. 2021. Stats: Data and Models. Global ed. Harlow, UK: Pearson. — Ch. 17.1–17.3, 18.1–18.3 & 19.2.
4
OLS wisdoms
Slides Exercise 1 Exercise 2
  • ReadDe Veaux, Richard D., Paul F. Velleman, and David E. Bock. 2021. Stats: Data and Models. Global ed. Harlow, UK: Pearson. — Ch. 9.5.
5
Selection bias
Slides Exercise 1 Exercise 2
  • ReadAngrist, Joshua D., and Jörn-Steffen Pischke. 2014. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press. — Ch. 1 (pp. 1–11).
  • SkimSchaeffer, Merlin, and Judith Kas. 2024. “The Integration Paradox: Does Awareness of the Extent of Ethno-Racial Discrimination Increase Reports of Discrimination?” Political Psychology 46(3):623–636. doi:10.1111/pops.13027. — the APAD survey experiment you replicate in R.
  • Watch“Selection Bias: Will You Make More Going to a Private University?” ↗ — Joshua Angrist, Marginal Revolution University (optional, ~10 min).
The experimental ideal
6
Randomised controlled trials (RCTs)
Slides Exercise 1 Exercise 2
7
Natural experiments & instrumental variables
Slides Exercise 1 Exercise 2
  • ReadAngrist, Joshua D., and Jörn-Steffen Pischke. 2014. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press. — Ch. 3 (pp. 98–123).
  • SkimLegewie, Joscha. 2013. “Terrorist Events and Attitudes toward Immigrants: A Natural Experiment.” American Journal of Sociology 118(5):1199–1245. doi:10.1086/669605. — the terror-attack natural experiment you replicate in R.
  • SkimSherman, Lawrence W., and Richard A. Berk. 1984. “The Specific Deterrent Effects of Arrest for Domestic Assault.” American Sociological Review 49(2):261–272. doi:10.2307/2095575. — the Minneapolis experiment you replicate in R.
  • Watch“Old School IV” ↗ — Joshua Angrist, Mastering ’Metrics (optional, ~11 min).
Multiple regression & quasi-experimental designs
8
Multiple OLS regression
Slides Exercise 1 Exercise 2
  • ReadDe Veaux, Richard D., Paul F. Velleman, and David E. Bock. 2021. Stats: Data and Models. Global ed. Harlow, UK: Pearson. — Ch. 9.1–9.4.
  • SkimLegewie, Joscha. 2013. “Terrorist Events and Attitudes toward Immigrants: A Natural Experiment.” American Journal of Sociology 118(5):1199–1245. doi:10.1086/669605. — the terror-attack natural experiment you replicate in R — this week you adjust it for observed confounders.
9
Multiple OLS in practice
Slides Exercise 1 Exercise 2
  • ReadAngrist, Joshua D., and Jörn-Steffen Pischke. 2014. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press. — Ch. 2 (Regression).
  • Watch“Regression Part I: Call in the CIA” ↗ — Joshua Angrist, Mastering ’Metrics (optional, ~10 min).
10
Instrumental variables & 2SLS
Slides Exercise 1 Exercise 2
  • ReadAngrist, Joshua D., and Jörn-Steffen Pischke. 2014. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press. — Ch. 3 (pp. 123–146).
  • SkimAngrist, Joshua D., and Alan B. Krueger. 1991. “Does Compulsory School Attendance Affect Schooling and Earnings?” The Quarterly Journal of Economics 106(4):979–1014. doi:10.2307/2937954. — the quarter-of-birth study you replicate in R.
  • Watch“Old School IV” ↗ — Joshua Angrist, Mastering ’Metrics (optional, ~11 min — the same clip as Lecture 7, worth a re-watch).
11
Interactions & conditional effects
Slides Exercise 1 Exercise 2
12
Polynomials & transformations
Slides Exercise 1 Exercise 2
13
Regression discontinuity design (RDD)
Slides Exercise 1 Exercise 2
  • ReadAngrist, Joshua D., and Jörn-Steffen Pischke. 2014. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press. — Ch. 4 (Regression Discontinuity Designs).
  • SkimManacorda, Marco, Edward Miguel, and Andrea Vigorito. 2011. “Government Transfers and Political Support.” American Economic Journal: Applied Economics 3(3):1–28. doi:10.1257/app.3.3.1. — the cash-transfer study you replicate in R.
Wrap-up
14
Conclusion
Slides
— no assigned reading