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Syllabus 17.802 Quantitative Research Methods II: Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012
Syllabus 17.802 Quantitative Research Methods II: Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012
Chad Hazlett
Room: E40-446
Email : [email protected]
Office Hour : W 4:00-5:00PM or by appointment
Building on the first course (17.800) which covered regression models, this second class provides a survey
of more advanced empirical tools for political science and public policy research. The focus is on statistical
methods for causal inference, i.e. methods designed to address research questions that concern the impact
of some potential cause (e.g., an intervention, a change in institutions, economic conditions, or policies) on
some outcome (e.g., vote choice, income, election results, levels of violence).
We cover a variety of causal inference designs, including experiments, matching, regression, panel methods,
difference-in-differences, synthetic control methods, instrumental variable estimation, regression discontinu-
ity designs, quantile regressions, and bounds. We will analyze the strengths and weaknesses of these methods.
Applications are drawn from various fields including political science, public policy, economics, and sociology.
The class is open to qualified students from other departments and undergraduates.
Prerequisites
A willingness to work hard on possibly unfamiliar material. In addition to introductory statistics and proba-
bility, the course assumes a good knowledge of linear regression meaning that you should have taken at least
one graduate class on this subject (such as 17.800). Students are also expected to be reasonably proficient
in the statistical software R (you may use other software packages that you are very familiar with, but we
can only support R).
Class Requirements
Reading
The syllabus lists the required readings for every week. This required reading should be completed prior to
lecture in a given week. Students are expected to read the material very carefully. You may even find it
helpful to read the material multiple times.
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 2
Homework
This is a methodological course, developing skills in understanding and applying statistical methods. You
can only learn statistics by doing statistics and therefore the homework for this course is extensive, includ-
ing weekly homework assignments. The assignments consist of analytical problems, computer simulations,
and data analysis. They will usually be assigned on Tuesday night and due the following Tuesday, prior
to lecture. No late homework will be accepted. All sufficiently attempted homework (ie. a typed and well
organized write-up with all problems attempted) will be graded on a (+,X,-) scale. We encourage students
to work together on the assignments, but you always need to write your own solutions, and we ask that you
make a solo effort at all the problems before consulting others. We also ask that you write the names of
your co-workers on your assignments.
Student Project
Students are expected to write a short empirical paper that applies methods learned in this class to a re-
search question of their choice. The paper should be 5-15 pages in length and focus on the research question,
data, empirical strategy, results, and conclusions. Literature reviews, background, lengthy motivations, etc.
should be omitted or may be included as an appendix. You also need to submit a copy of your analysis code.
Students are free to choose any topic they want, as long as they have a clear research question that concerns
the causal effect of some institution, intervention, policy, or event on some outcome, result, or performance.
Co-authored projects are very strongly encouraged (learning to co-author is essential because nowadays most
articles in political science are co-authored).
• By 3/15: Email the instructor and TA a short description of your proposed project (i.e. half a page).
Students are encouraged to meet with the instructor and TA during office hours to discuss their project
and progress.
• By 4/12: Email the instructor and TA a 2-3 page description of progress, analysis, and preliminary
results.
• By 5/8: Email the instructor, TA, and the entire class the first draft of your project. Everyone is
expected to read all these submissions prior to the student presentations that follow.
• On 5/10 and 5/15: Students will present their projects to the class. Presentations will be no more than
5-10 minutes in length, and will be oral with the aid of 2-5 slides that summarize the main results.
• By 5/17: Email the instructor and TA the final version of your project.
Grading
Grades will be based on
• weekly homework assignments (65% of final grade)
• student project (30% of final grade)
Computation
We teach the course in R, which is an open-source computing language that is very widely used in statistics.
You can download it for free from www.r-project.org. The web provides many great tutorials and resources
to learn R. A list of these is provided at http://wiki.math.yorku.ca/index.php/R: Getting started. A nice
way to start you off are the two video tutorials provided by Dan Goldstein here and also here. R runs on a
wide variety of UNIX platforms, Windows and MacOS. R makes programming very easy, has strong graphical
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 3
capabilities, and also contains canned functions for most commonly used estimators.
To refresh your R you are expected to work through one of the following free tutorials unless you are well
familiar with this material. All three tutorials cover similar material, just pick the one you like best:
Owen. The R Guide. At: http://cran.r-project.org/doc/contrib/Owen-TheRGuide.pdf
Venables and Smith. An Introduction to R. At: http://cran.r-project.org/doc/manuals/R-intro.pdf
Verzani. Simple R. At: http://cran.r-project.org/doc/contrib/Verzani-SimpleR.pdf
If you are very familiar with another statistical software package you may use that for the course at your
own risk. We can only support R.
Course Website
The course website is located at: http://stellar.mit.edu/S/course/17/sp12/17.802/. It provides home-
work assignments, datasets, and supplementary materials.
Course Forums
The course website has a discussion board in the “forum” section. This discussion board provides an oppor-
tunity to post questions regarding the course material and/or computing. In addition to precepts and office
hours, please use this Forum on the Stellar course website when asking questions about lectures, problem
sets, and other course materials. This will allow students to see other students’ questions and learn from
them. Both the TA and the instructor will regularly check the Board and answer questions posted, although
everyone else is also encouraged to contribute to the discussion. You can also sign up to receive notifica-
tions for posted questions and answers. A student’s respectful and constructive participation on the forum
will count toward his/her class participation grade. Do not email your statistical questions directly to the
instructor (unless they are of personal nature) — we will not answer them!
Schedule
Please notice the following scheduling issues:
• No class on 2/21 (Due to Presidents Day on Monday, Tues 2/21 will have a Monday schedule),
• No class on 3/27 and 3/29 (Spring Break).
• No class on 4/17 (Patriots Day).
Books
Main Books
• We will read chapters from the following textbooks which are available at the COOP and also on reserve
in the library.
– Angrist, Joshua D. and Jörn-Steffen Pischke. 2008. Mostly Harmless Econometrics: An Empiri-
cist’s Companion. Princeton University Press.
– Morgan, Stephen L. and Christopher Winship. 2007. Counterfactuals and Causal Inference:
Methods and Principles for Social Research. Cambridge University Press.
Useful Summary Articles
• The following papers summarize the main methods learned in this course. They are dense and detailed
and you might not understand all of the details the first time you read through them. However, if you
plan to conduct applied empirical work that involves causal inference, you should revisit these again
and again as reference.
– Guido W. Imbens and Jeffrey Wooldridge. 2008. Recent Developments in the Econometrics of
Program Evaluation. NBER Working Paper No. 14251.
– Joshua D. Angrist and Alan B. Krueger. 1999. Empirical Strategies in Labor Economics. In
Handbook of Labor Economics, ed. O. Ashenfelter and D. Card: Elsevier Science.
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 4
Optional Books
• The following books are optional but may prove useful for additional coverage of some of the course
topics.
• Reference Book for Panel Methods
– Wooldridge, Jeffrey M. 2002. Econometric Analysis of Cross Section and Panel Data. MIT Press.
• Causal Inference
– Rosenbaum, Paul R. 2009. Design of Observational Studies. Springer Series in Statistics.
– Rosenbaum, Paul R. 2002. Observational Studies. Springer-Verlag. 2nd edition.
– Pearl, Judea. 2000. Causality: Models, Reasoning, and Inference New York: Cambridge Univer-
sity Press.
– Manski, Charles F. 1995. Identification Problems in the Social Sciences. Cambridge: Harvard
University Press.
• Matching
– Rubin, Donald. 2006. Matched Sampling for Causal Effects. Cambridge University Press.
Preliminary Schedule
The following is a preliminary schedule of course topics. Notice that required readings are marked with a (?).
1 Introduction
• Overview, Course Requirements, Course Outline
4 Randomized Experiments
• Identification of Causal Effects under Randomization
• Wantchekon, Leonard. 2003. Clientelism and Voting Behavior: Evidence from a Field Experiment in
Benin World Politics. Volume 55, Number 3, April: 399-422. (?)
• Chattopadhyay, R. and Duflo, E. 2004. Women as Policy Makers: Evidence from a Randomized Policy
Experiment in India. Econometrica, Vol. 72, No. 5: 14091443.
• Mutz, Diana C. and Byron Reeves. 2005. The New Video Malaise: Effects of Televised Incivility on
Political Trust. American Political Science Review 99 (February): 1-15.
• Gartner, Scott. 2008. The Multiple Effects of Casualties on Public Support for War: An Experimental
Approach. American Political Science Review 102(1): 95-106.
• Ferraz, Claudio, and Federico Finan. 2008. Exposing Corrupt Politicians: The Effects of Brazil’s
Publicly Released Audits on Electoral Outcomes. Quarterly Journal of Economics 123(2): 703-45.
• Ho, Daniel E., and Kosuke Imai. 2008. Estimating Causal Effects of Ballot Order from a Randomized
Natural Experiment: The California Alphabet Lottery, 1978-2002. Public Opinion Quarterly 72(2):
216-40.
Readings: Experiments Review Articles
• Palfrey, Thomas. 2009. Laboratory Experiments in Political Economy. Annual Review of Political
Science 12: 379-88.
• Druckman, James N., Donald P. Green, James H. Kuklinski, and Arthur Lupia. 2006. The Growth
and Development of Experimental Research in Political Science. American Political Science Review
100(4): 627-35.
• de Rooij, Eline A., Donald P. Green, and Alan S. Gerber. 2009. Field Experiments on Political
Behavior and Collective Action. Annual Review of Political Science 12: 389-95. (?)
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 6
• Humphreys, Macartan, and Jeremy Weinstein. 2009. Field Experiments and the Political Economy of
Development. Annual Review of Political Science 12: 367-78.
• Harrison, Glenn and John A. List. 2004. Field Experiments. Journal of Economic Literature, XLII:
1013-1059.
• List, John A., and Steven Levitt. 2006. What Do Laboratory Experiments Tell Us About the Real
World? University of Chicago and NBER.
• Gaines, Brian J., and James H. Kuklinski. 2007. The Logic of the Survey Experiment Reexamined.
Political Analysis 15: 1-20.
Readings: Useful Methodological Guides for Experiments
• Duflo, Esther, Abhijit Banerjee, Rachel Glennerster, and Michael Kremer. 2006. Using Randomization
in Development Economics: A Toolkit. Handbook of Development Economics.
• Howard S. Bloom. 2006. The Core Analytics of Randomized Experiments for Social Research. MDRC
Working Papers on Research Methodology.
• Bruhn, Miriam and David McKenzie. 2008. In Pursuit of Balance. The World Bank Policy Research
Working Paper 4752.
• Gary King, et.al. 2007. A Politically Robust Experimental Design for Public Policy Evaluation, with
Application to the Mexican Universal Health Insurance Program. Journal of Policy Analysis and
Management 26, 3, 479506.
• MIT Committee on the Use of Humans as Experimental Subjects (COUHES)
http://web.mit.edu/committees/couhes/
Readings
• Morgan and Winship: Chapter 3. (?)
• Rubin, Donald B. 2008. For Objective Causal Inference, Design Trumps Analysis. Annals of Applied
Statistics 2(3): 808-840.(?)
• Rosenbaum, Paul R. 2002. Observational Studies. Springer-Verlag. 2nd edition. Chapter 3.
• Rosenbaum, P. R. 2005. Heterogeneity and Causality: Unit Heterogeneity and Design Sensitivity in
Observational Studies. The American Statistician, Vol. 59: 147-152.
• Acemoglu, D. 2005. Constitutions, Politics, and Economics: A Review Essay on Persson and Tabellinis
The Economic Effects of Constitutions. Journal of Economic Literature Vol. XLIII: 1025-1048. (?)
• Cochran, W. G. 1968. The Effectiveness of Adjustment by Subclassification in Re-moving Bias in
Observational Studies, Biometrics, vol. 24: 295-313.
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 7
• Hainmueller, Jens. 2012. Entropy Balancing for Causal Effects: A Multivariate Reweighting Method
to Produce Balanced Samples in Observational Studies. Political Analysis 20 (1): 25-46.
Readings: Propensity Score Methods Applications
• Rubin, D. 2001. Using Propensity Scores to Help Design Observational Studies: Application to the
Tobacco Litigation. Health Services and Outcomes Research Methodology. Volume 2, Numbers 3-4:
169-188. (?)
• Blattman, C. and Annan, J. 2009. The Consequences of Child Soldiering. The Review of Economics
and Statistics (Forthcoming). (?)
5.4 Regression
• Non-parametric Regression, Identification with Regression
Readings
• Angrist and Pischke: Chapter 3. (?)
• Morgan and Winship: Chapter 5. (?)
• Chapter in Winship and Morgan on Matching vs Regression.
• Härdle, W and Linton, O. 1994. Applied Nonparametric Methods, in R. F. Engle and D. L. McFadden
eds. Handbook of Econometrics, vol. 4. New York: Elsevier Science.
• White, H. 1980. Using Least Squares to Approximate Unknown Regression Functions. International
Economic Review, vol. 21: 149-170.
• Hernan, Miguel A., and James M. Robins. 2006. Instruments for Causal Inference: An Epidemiologists
Dream? Epidemiology 17(4): 360-72.
• Guido Imbens. Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and
Urzua (2009) (?)
Readings: Instrumental Variable Applications
• Kern and Hainmueller Opium for the Masses: How Foreign Free Media Can Stabilize Authoritarian
Regimes. Political Analysis (2009). (?)
• Angrist and Krueger. 2001 Instrumental Variables and the Search for Identification: From Supply and
Demand to Natural Experiments
• Acemoglu, Daron, Simon Johnson, and James A. Robinson. 2001. The Colonial Origins of Comparative
Development: An Empirical Investigation. American Economic Review 91(5): 1369-1401.(?)
• Clingingsmith, David, Asim Ijaz Khwaja, and Michael Kremer. 2009. Estimating the Impact of the
Hajj: Religion and Tolerance in Islams Global Gathering. Quarterly Journal of Economics 124(3):
1133-1170.
• Stromberg, David. 2004. Radios Impact on Public Spending. Quarterly Journal of Economics 119(1):
189-221.
• Angrist, Joshua D. 1990. Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social
Security Administrative Records. American Economic Review 80(3): 313-36.
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 11
• Hahn, J., P. Todd and W. van der Klaauw (2001), Identification and Estimation of Treatment Effects
with a Regression Discontinuity Design, Econometrica, vol. 69: 201-209.
Readings: RDD Applications
• Ferraz, C., and F. Finan. 2008. Motivating Politicians: The Impacts of Monetary Incentives on Quality
and Performance. Mimeo. 2009 NBER Working paper w14906.
• Lee, David S. 2008. Randomized Experiments from Non-random Selection in U.S. House Elections.
Journal of Econometrics. Volume 142, Issue 2, Pages 675-697. (?)
• Butler, Daniel M., and Matthew J. Butler. 2006. Splitting the Difference? Causal Inference and
Theories of Split-Party Delegations. Political Analysis 14(4): 439-55.
• Hainmueller, Jens, and Holger Lutz Kern. 2008. Incumbency as a Source of Spillover Effects in Mixed
Electoral Systems: Evidence from a Regression- Discontinuity Design. Electoral Studies 27: 213-27.
• Caughey, Devin and Shekon, Jas. 2010. Regression-Discontinuity Designs and Popular Elections:
Implications of Pro-Incumbent Bias in Close U.S. House Races.
Readings
• Guido W. Imbens. 2003. Sensitivity to Exogeneity Assumptions in Program Evaluation. The American
Economic Review 93(2): 126–32. (?)
• Morgan and Winship: Chapter 6 (?)
• Rosenbaum, Paul R. 2002. Observational Studies. Springer-Verlag. 2nd edition. Chapter 4.
• Manski, C. 1995. Identification Problems in the Social Sciences. Cambridge: Harvard University Press.
Chapter 2.
• Joseph Altonji, Todd E. Elder, and Christopher Taber. 2005. Selection on Observed and Unobserved
Variables: Assessing the Effectiveness of Catholic Schools. Journal of Political Economy Vol. 113:
151-184.
• Paul Rosenbaum and Donald Rubin. 1983. Assessing Sensitivity to an Unobserved Binary Covariate
in an Observational Study with Binary Outcome. Journal of the Royal Statistical Society. Series B
(Methodological) 45(2): 212-18.
Professor: Jens Hainmueller TA: Chad Hazlett Spring Semester 2012 12
8 Distributional Effects
8.1 Quantile Regression
Readings
• Angrist and Pischke: Chapter 7 (?)
• Roger Koenker, Kevin F. Hallock, Quantile Regression, Journal of Economic Perspectives, Vol. 15,
No. 4 (Fall 2001), pp. 143–156
February, 2012