Causal Inference: Selection on Observables (Part 3)
ZhaoyiCJournal
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Causal Inference: Selection on Observables (Part 3)
61 просмотр · 4 недели назад
ZhaoyiCJournal
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61 просмотр · 4 недели назад
This video is the third part of the topic "Selection on Observables" in causal inference. Following is the time line and I suggest you try to focus on the IPW method, the proof is the optional one.
This video focus on mainly the estimation method, and I wish you can then search the "M nearest matching" if you have strong interest.
Because of the limited time of the video, I consider to put the proof of the average treatment effect in the next video, hopefully.
00:00 Discrete covariates and the curse of dimensionality
02:48 Intro to the continuous covariates
06:10 Estimation method: "Regression Adjustment"
11:21 Proof: Consistency of "Regression Adjustment" (Sum in the end)
19:38 Matching Method
24:08 M nearest neighbor matching
I hope you partly enjoy this video and take what you need. Thank you for watching.
In addition the reference list is in other videos and I put them in one playlist.