The concepts of causal inference in experiments and observational studies are introduced using the elementary mathematics of independent coin flips to determine treatment assignment The basic tools of multivariate matching – such as propensity scores, optimal matching, full matching, fine balance, risk set matching – are introduced with many examples and with reference to...
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results...