Course Description and Objectives
- Apply reduced-form empirical techniques to research questions you develop
- Replicate the data assembly and analysis in a published paper
- Know how to apply the tools of policy evaluation
- Differences-in-differences
- Instrumental variables
- Regression Discontinuity
- Matching
- Read and critique causal arguments in academic papers
- Use statistical software to implement the tools of policy evaluation
Contact and Office Hours
Media and Public Affairs Building, Room 601F Office Hours: Tuesdays 3 to 5 PM, and by appointment
Scheduler
lfbrooks at gwu.edu
202-994-4703
Contact policy: I will do my best to answer emails within 24 hours during weekdays, or within 24 hours on the soonest weekday if you email on the weekend. If you do not hear from me within this time frame, you should assume that your email has been lost and you should re-send.
Teaching Assistant: Seth Brown
sbrown at air dot org
Office Hours Thursdays 6:10 to 8, MPA 601K -- for weeks without Stata workshops
Office hour rules of engagement
- Regular office hours require a confirmation by email 8 am day-of with Seth
- You can schedule one-on-one with Seth by email
- Weekdays strongly preferred
- In weeks with Stata workshops there are no regularly scheduled office hours
Course Logistics
Rome 351
No final exam
Prerequisites
This class is substantially more difficult than PPPA 6013 and requires either familiarity with statistical programming, or the ability and willingness to learn this skill while taking the course.
Please see me to discuss if you are unsure whether this course is appropriate for you.
Readings
Readings are subject to change, given the pace at which we move through the material.
Course Overview
| Class | Date | Topic | Handout | Due |
| 1 | January 14 | Causality and Regression Review | ||
| 2 | January 21 | More Regression Review and Fixed Effects | Paper proposal | |
| 3 | January 28 | Differences-in-differences | Problem Set 1 | Paper Proposal |
| 4 | February 4 | Differences-in-differences extensions | ||
| 5 | February 11 | Instrumental Variables I | Problem Set 1 | |
| 6 | February 19 | Instrumental Variables II | Problem Set 2 | |
| 7 | February 25 | Regression Discontinuity I | ||
| 8 | March 4 | Regression Discontinuity II | Quantitative progress | Problem Set 2 |
| no class | March 11 | |||
| 9 | March 18 | Matching I | Workshop | |
| 10 | March 25 | Matching II | Display of Quantitative Progress | |
| 11 | April 1 | 1/2 Catch-up/Requests, 1/2 In-class workshop | Final paper | |
| 12 | April 9 | Student Presentations on Papers | ||
| 13 | April 15 | Student Presentations on Papers | ||
| 14 | April 22 | Structural Estimation | Final Paper |
Led by TA Seth Brown
6:10 to 8 pm
| Date | Topic | Location |
| Tuesday January 20 | Stata Basics | Gelman B01 |
| Monday February 2 | Pre-problem set 1 | Rome 205 |
| Monday February 23 | Pre-problem set 2 | Rome 205 |
Course Content
- Causation and Regression Review
- MHE, Chapters 1, 2, and sections 3.1 (but not 3.1.3) and 3.2
- Causation handout
- Supplemental
- Fixed Effects
- MHE, Section 5.1
- Black, Sandra et al., 2005. “The More the Merrier? The Effect of Family Size and Birth Order on Childrens' Education” [link]
- skip III.D.-III.G., and sections V & VI
- Differences-in-differences
- MHE, Sections 5.2 and 5.2.1
- Autor, David et al, “The Impact of Disability Benefits on Labor Supply: Evidence from the VA's Disability Compensation Program,” Working paper 2015. [link]
- Skim section 5
- Differences-in-difference extensions
- Milligan, Kevin. “Subsidizing the Stork: New Evidence on Tax Incentives and Fertility” Review of Economics and Statistics, 2005. [link]
- Skip Section 5
- Bertrand et al. “How Much Should We Trust Differences-in-differences Estimates?” Quarterly Journal of Economics, 2004. [link]
- Skim Section 4, with the exception of 4C, which you should read carefully
- Milligan, Kevin. “Subsidizing the Stork: New Evidence on Tax Incentives and Fertility” Review of Economics and Statistics, 2005. [link]
- Instrumental Variables I
- MHE, Sections 4.1 and 4.4
- Angrist and Kreuger, “Does Compulsory School Attendance Affect Schooling and Earnings?”, Quarterly Journal of Economics, 1991. [link]
- Section II.C is optional
- Instrumental Variables II
- MHE, Section 4.6.4
- Duranton, Gilles, et al, “Roads and Trade”, Review of Economic Studies. forthcoming. [link]
- Skim sections 3 and 4; Sections 7.2 through 9 not required
- Supplemental
- Bound, Baker and Jaeger, “Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak,” Journal of the American Statistical Association, 1995. [link]
- An entertaining lament from David Jaeger on the fate of this critique
- Regression Discontinuity I
- MHE, Chapter 6
- Lee and Lemiuex, “Regression Discontinuity Designs in Economics,” NBER Working Paper 14723, 2009. [link]
- Read only through Section 3.3.
- Keys, et al, “Did Securitization Lead to Lax Screening?” Quarterly Journal of Economics, 2010. [link]
- Pages 307-334; focus on regression discontinuity design
- Regression Discontinuity II
- Turner, Lesley, “The Road to Pell is Paved with Good Intentions: The Economic Incidence of Federal Student Grant Aid” U of Maryland Working Paper, 2013. [link]
- Sections 5 and 6 are optional
- Turner, Lesley, “The Road to Pell is Paved with Good Intentions: The Economic Incidence of Federal Student Grant Aid” U of Maryland Working Paper, 2013. [link]
- Matching I
- MHE, Section 3.3 (skip starred section)
- Todd, Petra, “A Practical Guide to Implementing Matching Estimators,” Unpublished notes, 1999. [link]
- Brooks, Leah, “Volunteering to be Taxed: Business Improvement Districts and the Provision of Public Safety,” Journal of Public Economics 2008. [link]
- Ignore Section 6
- Matching II: Synthetic Controls
- Abadie, Diamond and Hainmueller, “Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program,” Journal of the American Statistical Association, 2009.[link]
- Potential presentation by PhD student
- Quantile Regression and Bootstrapping
- Poterba and Rueben, “The Distribution of Public Sector Wage Premia: New Evidence Using Quantile Regression Methods,” NBER Working Paper 4734, 1992. [link]
- Student Presentations
- DW, MS, EF, JD
- Student Presentations
- KY, RC, JS, MV, AK
- Structural Estimation
- Steve Laufer, Federal Reserve Board, “Equity Extraction and Mortgage Default.” [link]
Evaluation
- Problem Sets (10%)
- Problem sets are designed to practice the skills we learn in class
- And to help you prepare with Stata for writing the paper
- Turn them in at the beginning of class that they are due
- Any problem set turned in after that receives half-credit
- Problem sets should be typed
- You're welcome to work with others, but you should each turn in your own work, in your own words
- Research Paper (70%)
- 10 to 15 pages; no more than 15 pages
- Paper is due at the final class, in class
- Extensions will be given only the case of illness
- Essays will be graded out of 100 points
- Any essays submitted late will decline by ten points for each twelve hours the essay is late, e.g. if the essay is due on Friday and is received Monday, if it would have received 70%, it now receives 30%
- To make sure you are on-track, we have two way-markers that each count for three percentage points of the paper grade
- A proposal due January 28
- Evidence that you've made progress on the quantitative front, due March 25
- In-class workshop, where you comment on drafts, April 1
- Late work for these way-marker projects receives a grade of zero
- Paper Summaries (10%)
- For the semester, each of you will write three paper summaries
- I'll randomly assign you to a week; feel free to trade weeks amongst yourselves
- Write a one page summary of the paper we are discussing that week. At least a third of the summary should be a critique or extention of the article.
- Weekly Assignments: [to be added here]
Student Paper 1 Paper 2 Paper 3 AK 4 5 9 DW 2 6 9 EF 3 5 8 ER 5 8 10 JD 3 8 9 JS 6 8 10 KY 2 4 7 MS 6 7 10 MV 2 3 4 RC 6 7 8
- Class Participation (5%)
- Presentation on research paper (5%)
- Comments on your classmates' presentations (2.5%)
- Your presentation (2.5%)
Handouts
- Research Paper
- Instructions for One-Page Proposal
- List of Presentation Dates
- Instructions for Display of Quantitative Progress
- Public Finance Review's Call for replications
- Final paper instructions
- Problem Set 1
- problem set itself
- answers, do file, explanation about weights, and excel example
- Problem Set 2
- Example presentations
Trachtenberg School Course Policies
- The Syllabus
This syllabus is your guide to the course. If any questions arise, please check the syllabus before contacting me or the TA. Sound educational practice requires flexibility and I may revise content and requirements during the semester. - Late or Missed Class
If you are late or absent from class, it is your responsibility to obtain all announcements, assignments, and handouts from Blackboard or from your classmates. - Submission of Written Work Products Outside of the Classroom
It is your responsibility to ensure that I receive your assignment on time. It is not permissible to submit assignments on the digital dropbox of Blackboard unless I tell you so. - Collaboration on Assignments
Statistical work can be conducted in groups; however, you are expected to write up your answers individually. - Submission of Written Work Products after Due Date
All work must be submitted by the assigned due date in order to receive full credit. Only extreme circumstances warrant exceptions. Late assignments will be marked down for each day that they are late. - Academic Honesty
All examinations and other graded work products are to be completed in conformance with the George Washington University Code of Academic Integrity (see http://www.gwu.edu/~ntegrity/code.html ). Note especially the definition of plagiarism: intentionally representing the words, ideas, or sequence of ideas of another as ones own in any academic exercise; failure to attribute any of the following: quotations, paraphrases, or borrowed information. - Incompletes
You must consult with me to obtain an incomplete no later than the last day of classes in the semester. At that time, we will both sign the CCAS contract for incompletes and submit a copy to the School Director. Please consult the TSPPPA Student Handbook or visit this link for the complete CCAS policy on incompletes. - Changing Grades After Completion of Course
No changes can be made in grades after the conclusion of the semester, other than in cases of clerical error. - Accommodation for Students with Disabilities
If you need extra time on exams or assignments due to a disability, let me know in the first week of class. In order to receive accommodations on the basis of disability, youll need to provide proper documentation to the Office of Disability Support Services, Marvin Center 436, 202-994-8250. Accommodations will be made based upon the recommendations of the DSS Office. - University Counseling Center
The University Counseling Center (UCC), 202-994-5300, offers 24/7 assistance and referral to address students' personal, social, career, and study skills problems. Services for students include: crisis and emergency mental health consultations; confidential assessment, counseling services (individual and small group), and referrals