Adv Regression/Prog Eval Meth
This course is an introduction to advanced, but commonly used, methods of statistical analysis. The emphasis is on applied learning; formal proofs and mathematical rigor are presented but not the principal focus of the course. Instruction will concentrate on how to determine the appropriate econometric approach in addressing various types of policy questions. Topics covered include: random assignment experiments, nonexperimental methods such as regression discontinuity designs, instrumental variables, difference-in-difference models, and propensity score matching. Also covered are maximum likelihood estimation, multinomial and ordered logit and probit, truncated/censored dependent variables (tobit models), panel data, and time-series analysis. The statistical package Stata is used.
Topics
- random assignment experiments
- nonexperimental methods such as regression discontinuity designs
- instrumental variables
- difference-in-difference models
- and propensity score matching
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027