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Causal Inference

Topic: Causality

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Causal Analysis

Go beyond correlation to causation.

Randomized Experiments

Gold standard: random assignment. Difference in means estimates causal effect.

A/B testing is randomized experiment.

Observational Methods

Matching: match treated to control. Propensity score: probability of treatment. Instrumental variables: uses randomness.

Difference-in-differences: before/after, treatment/control.

Challenges

Unmeasured confounders. Selection bias. SUTVA violations.

Key Takeaways

  1. Randomization is gold standard
  2. Matching and propensity score for observational
  3. Difference-in-differences for panel data

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