Hi all,


This week at the Applied Statistics workshop we will be welcoming Marc Ratkovic, an Assistant Professor of Politics at Princeton University.  He will be presenting joint work with Dustin Tingley, entitled "Causal Inference through the Method of Direct Estimation."  Please find the abstract below and on the website.  The paper can be accessed here: http://scholar.harvard.edu/dtingley/files/mde.pdf


We will meet in CGIS Knafel Room 354 at noon and lunch will be provided.  *Note that this is the last week we will be meeting this year.


Best,

Pam



"Causal Inference through the Method of Direct Estimation"

Marc Ratkovic and Dustin Tingley


Abstract: The intersection of causal inference and machine learning is a rapidly advancing field. We propose a new approach, the method of direct estimation, that draws on both traditions in order to obtain nonparametric estimates of treatment effects. The approach focuses on estimating the effect of fluctuations in a treatment variable on an outcome. A tensor-spline implementation enables rich interactions between functional bases allowing for the approach to capture treatment/covariate interactions. We show how new innovations in Bayesian sparse modeling readily handle the proposed framework, and then document its performance in simulation and applied examples. Furthermore we show how the method of direct estimation can easily extend to structural estimators commonly used in a variety of disciplines, like instrumental variables, mediation analysis, and sequential g-estimation.