Math for Causal Inference
PHASE 3 · DAYS 31–45

The Potential Outcomes Framework

The Rubin causal model, SUTVA, estimands, randomisation inference, unconfoundedness, propensity scores and doubly robust estimation.

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  1. 31
    The Rubin Causal Model & Potential Outcomes

    Units, treatments and potential outcomes; the science table; and why the assignment mechanism decides what the data can tell you.

    The Science Table
  2. 32
    SUTVA & Interference

    When one unit's treatment affects another's outcome, or the "treatment" comes in several versions. How to spot it, define new estimands, and design around it.

    Spillovers & Saturation
  3. 33
    Estimands: ATE, ATT, ATC & CATE

    Which average effect answers which policy question, how the averages relate, and why the distribution of effects is mostly out of reach.

    ATE, ATT, ATC & CATE
  4. 34
    The Fundamental Problem & Selection Bias

    Why naive comparisons fail. Decomposing them into the ATE, selection bias and heterogeneity bias, and the Roy model of people choosing treatment.

    The Roy Model of Self-Selection
  5. 35
    Randomisation & Identification

    How random assignment makes treatment independent of everything that came before, what balance tables can and cannot tell you, and internal versus external validity.

    Randomisation Balances Covariates
  6. 36
    Neyman's Repeated-Sampling Variance

    The exact variance of the difference in means over all possible randomisations, why it cannot be estimated without bias, and why the standard estimator is conservative.

    Neyman's Conservative Variance
  7. 37
    Fisher's Exact Test & Randomisation Inference

    Exact p-values from the randomisation itself, under the sharp null of no effect for anyone, with no distributional assumptions.

    Fisher's Exact Randomisation Test
  8. 38
    Stratified & Blocked Experiments

    Randomising within blocks of similar units removes chance imbalance on the blocking variables and can sharply reduce variance.

    Blocking on Districts
  9. 39
    Regression Adjustment in Experiments (Lin's Estimator)

    Using baseline covariates to sharpen experimental estimates, Freedman's critique of ANCOVA, and Lin's fully interacted fix.

    Raw, ANCOVA & Lin Adjustment
  10. 40
    Cluster Randomisation & Design Effects

    Randomising schools, clinics or villages instead of individuals; the intra-cluster correlation, the design effect, and why the number of clusters is what buys power.

    Cluster Designs & Power
  11. 41
    Non-Compliance & Intention-to-Treat

    When people do not take the treatment they are assigned. Intention-to-treat effects, compliance types, and the effect for compliers.

    Non-Compliance: ITT & CACE
  12. 42
    Unconfoundedness & Overlap

    The two assumptions behind every "selection on observables" method, what they buy, how to probe them, and what to do when overlap is poor.

    Overlap & Trimming
  13. 43
    The Propensity Score Theorem

    One number, the probability of treatment given covariates, is enough to remove all confounding by those covariates. Why it works and how to use it.

    Balancing on the Propensity Score
  14. 44
    IPW & Hájek Estimators of the ATE

    Re-weighting treated and control units by the inverse of their propensity scores to recreate the population each group is missing.

    Horvitz–Thompson vs Hájek
  15. 45
    Phase 3 Capstone: Doubly Robust (AIPW) Estimation

    Combining an outcome model with a propensity model so that the estimate is right if either one is. The bridge from Phase 3 to double machine learning.

    Double Robustness (AIPW)