Type of Credit: Elective
Credit(s)
Number of Students
因果推論的思維，從日常生活到學術研究，幾乎無所不在。舉凡「抽煙是否會致癌？」、「振興券是否有提振經濟的效果？」到「降低公職投票年齡對投票率有無影響？」、「選舉制度對政黨體系有何影響？」等，都是典型的因果關係問題。2021年諾貝爾經濟學獎頒發給三位學者，表彰其研究“have…shown what conclusions about cause and effect can be drawn from natural experiments.”因果推論的重要性，可見一斑。
本課程從「反事實之因果論」（counterfactual model of causality）切入，涵蓋下列主題：
3. 既有觀察資料之統計調校法（ex post observational studies）：配對法（matching）及入選條件機率（propensity score, PS）加權法等。
能力項目說明
統計導論課本每每提醒大家：「有相關未必就表示有因果關係」，但卻又點到為止，未深論應如何思考並檢驗因果關係。本課程深入淺出，從「反事實因果論」（counterfactual model of causality）的角度剖析因果推論（causal inference）的特性及其分析方法。課程的宗旨，在幫助已修畢「社會科學統計方法（上）」的同學進一步探討學理上有關「因果關係」的問題，不但能明辨因果之真偽，更能針對自己感興趣的主題，採用紮實的研究設計、觀測需要的數據資料，選擇適當的統計模型與分析方法，做出正確的推論。
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
每週學習投入時數：約9小時
課程內容及指定閱讀
This is a tentative schedule for the semester. Unless we fall behind or move through some sections more quickly than expected, your reading assignments will be as indicated here.
I. 反事實之因果論Counterfactual (Neyman-Rubin) Model of Causality (CMC)
Week 2 「可能後果」（Potential Outcomes）的思維架構：基本概念
黃紀，2010，〈因果推論與效應評估：區段識別法及其於「選制效應」之應用〉，《選舉研究》，17(2): 103-134。（讀第壹節「前言」）
Huber 2023, Chapter 2.
Imai, Sections 2.1~2.4;
Morgan & Winship, Chapter 1;
Rubin, Donald B. 1974. “Estimating Causal Effects of Treatments in Randomized and Nonrandomized Studies.” Journal of Educational Psychology 66(5): 688-701.
參考讀物：
Brumback, 2022, Chapter 1;
Imbens & Rubin. 2015. Chapters 1 & 2.
Week 3 基礎統計、軟體及因果圖Basic Statistics, Software, and Causal Graph (Directed Acyclic Graph, DAG)
Fox, John. 2009. A Mathematical Primer for Social Scientists. Sage.
Brumback, 2022, Chapter 2;
Wickham & Grolemund, 2023, R for Data Science. https://r4ds.hadley.nz/。
Huntington-Klein, Chapters 5~9.
Week 4 「可能後果」的統計學理：以條件機率及期望值建構反事實因果模型
黃紀、王德育，2016，第八章第五節（頁332-337）
Angrist & Pischke, Introduction;
Huntington-Klein, Chapter 10.
Gerber & Green, Chapter 2;
Imai, Sec. 7.1;
Holland, Paul W. 1986. “Statistics and Casual Inference.” Journal of the American Statistical Association 81(396): 945-60.
參考讀物：
Imbens & Rubin. 2015. Chapter 3.
Brumback, 2022, Chapter 3.
Week 5 10/10國慶日
II. 隨機分組之實驗設計Randomized Controlled Trials
Week 6 實驗室及實地之實驗 Laboratory and Field Experiments
陳春敏、陳振宇，2015，〈實驗研究法〉，載 瞿海源 等，第5章。
Angrist & Pischke, Chapter 1;
Campbell & Stanley, pp. 1-34;
Gerber & Green, Chapter 3;
Huber 2023, Chapter 3.
參考讀物：
Imbens & Rubin. 2015. Chapter 4.
Week 7 以民調執行之實驗 Survey Experiments: Field and Internet
黃紀，2024，〈因果推論在政治學中之發展與應用：以調查實驗為例〉，《中國統計學報》
黃紀，2023，〈第2章 調查研究設計〉，載於《民意調查》(read pp. 31-45)。
黃紀，2017，〈TEDS網路調查實驗平台第一次測試報告〉，科技部專題研究計畫TEDS 2016-2020（MOST 105-2420-H-004 -015 -SS4）。
楊光、鄭琹尹，2019，〈列項實驗與網路調查之結合〉，《選舉研究》，26(2): 23-52。
Blair, Graeme, and Kosuke Imai. 2012. “Statistical Analysis of List Experiments.” Political Analysis 20(1): 47-77.
Bansak, Kirk, et al. 2021. “Conjoint Survey Experiments.” Chapter 2 in .Advances in Experimental Political Science. ed. Druckman & Green. (政大圖書館有電子書)
參考讀物：
Donovan, Todd & Shaun Bowler. 2016. “Experiments on the Effects of Opinion Polls and Implications for Laws Banning Pre-election Polling.” In Voting Experiments, ed. André Blais et al.
Week 8 若有受試者未遵循隨機分組：以隨機分組為工具變數 Experiments with Noncompliance: Randomization as an Instrumental Variable (IV)
Gerber & Green, Chapters 5 and 6;
Huntington-Klein, Section 19.1 (read pp. 469-478).
參考讀物：
Angrist, Joshua D., Guido W. Imbens, and Donald B. Rubin. 1996. “Identification of Causal Effects Using Instrumental Variables.” Journal of the American Statistical Association 91(434): 444-455.
III. 觀察研究之因果推論設計Designed-Based Observational Studies
(1) 自然實驗 Natural Experiments: Naturally Occurring Randomizations
Week 9 近乎隨機分組 Random and “as-if” Random Events in Real-World Settings
Dunning, Chapters 1 and 2;
Titiunik, Rocío. 2021. “Natural Experiments.” Chapter 6 in .Advances in Experimental Political Science. ed. Druckman & Green.
Angrist, Joshua D. 1990. “Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records.” American Economic Review 80(3): 313-336.+ “Errata” 80(5): 1284-86.
參考讀物：
Rosenbaum, 2017, Chapter 6.
Sekhon, Jasjeet S. and Rocio Titiunik. 2012. “When Natural Experiments Are Neither Natural nor Experiments.” American Political Science Review 106(1): 35-57.
Week 10 俐落之斷點迴歸 Regression Discontinuity (RD) Designs (I): Sharp RDD
Angrist & Pischke, Chapter 4;
Dunning, Chapter 3 and Section 5.2 (pp. 121-134);
Cattaneo, Idrobo & Titiunik. 2020;
Huang, Chi (黃紀). 2021. “Youth Turnout in Referendums and Elections: Evidence from Regression Discontinuity Designs.” Taiwanese Political Science Review《台灣政治學刊》25(2): 169-218.
參考讀物：
Cattaneo, Matias D., Michael Jansson, and Xinwei Ma. 2018. "Manipulation Testing Based on Density Discontinuity.” The Stata Journal 18(1): 234-261.
de la Cuesta, Brandon, and Kosuke Imai. 2016. "Misunderstandings about the Regression Discontinuity Design in the Study of Close Elections." Annual Review of Political Science 19(1): 375-396.
Huntington-Klein, Sections 20.1-20.2.1.
Week 11 模糊之斷點迴歸Regression Discontinuity (RD) Designs (II): Fuzzy RDD
Dunning, pp. 134-35;
Huntington-Klein, Section 20.2.2;
Cattaneo, Idrobo & Titiunik. 2024. Cattaneo-Idrobo-Titiunik_2024_CUP.pdf (rdpackages.github.io) , Chapter 3 (pp.34-55).
Week 12 期中口頭及書面報告（為期末報告之主題與研究設計）
(2) 準實驗設計 Quasi-Experimental Designs with Longitudinal Data
Week 13 受干預之時間序列 Interrupted Time Series (ITS) Designs及合成控制法 Synthetic Control Methods
Campbell & Stanley, pp. 34-61;
黃紀、林啟耀，2018，〈選制變遷對投票參與的影響：以台灣立委選舉為例〉，《台灣政治學刊》，22(1): 1-50。
Huang, Chi (黃紀), Ming-feng Kuo (郭銘峰), and Hans Stockton. 2016. “The Consequences of MMM on Party Systems.” Chapter 1 in Mixed-Member Electoral Systems in Constitutional Context: Taiwan, Japan, and Beyond, eds. Nathan Batto, Chi Huang, Alexander Tan, and Gary Cox. Ann Arbor: The University of Michigan Press.
Huntington-Klein, Section 21.2.1 (pp. 556-559);
Cunningham, “Synthetic Control” pp. 511-539;
Linden, Ariel. 2017. “A Comprehensive Set of Postestimation Measures to Enrich Interrupted Time-Series.” The Stata Journal 17(1): 73-88.
Abadie, Alberto, Alexis Diamond, and Jens Hainmueller. 2010. “Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program.” Journal of the American Statistical Association 105(490): 493-505.
參考讀物：
Abadie, Alberto, and Javier Gardeazabal. 2003. “The Economic Costs of Conflict: A Case Study of the Basque Country.” American Economic Review 93(1): 112-132.
Abadie, Alberto, Alexis Diamond, and Jens Hainmueller. 2015. “Comparative Politics and Synthetic Control Method.” American Journal of Political Science 59(2): 495-510.
Xu, Yiqing (徐軼青). 2017. “Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models.” Political Analysis 25 (1): 57-76.
Week 14 雙重差分 Differences-in-Differences (DiD or DD) Method and Fixed Effect Models: Assuming Time-Invariant Unobservables
Angrist & Pischke, Chapter 5;
Huber 2023, Chapter 7
Huntington-Klein, Chapters 16 & 18;
Cunningham, “TWFE with Differential Timing” pp. 461-509;
Card, David, and Alan B. Krueger. 1994. “Minimum Wages and Employment.” American Economic Review 84(4): 772-93.
Huang, Chi (黃紀). 2018. “Testing Partisan Effects on Economic Perceptions: A Panel Design Approach.” Journal of Electoral Studies《選舉研究》25(2): 89-115.
黃紀、林長志，2013，〈併選對投票率的影響：因果效應分析〉，載於 陳陸輝 主編《2012年總統與立委選舉：變遷與延續》，台北：五南圖書出版公司，第3章，頁47-83。
參考讀物：
Callaway, Brantly, and Pedro H. C. Sant’Anna. 2021. "Difference-in-Differences with Multiple Time Periods." Journal of Econometrics 225(2): 200-30.
IV. 既有資料之統計調整法Ex Post Observational Studies
(1) Selection on Unobservables (and Observables)
Week 15 工具變數 Instrumental Variables (IV) in Observational Studies and Heckman’s Treatment Selection Models
Angrist & Pischke, Chapter 3;
Dunning, Chapters 4 and 5;
Huber 2023, Chapter 6;
Huntington-Klein, Chapter 19;
黃紀、王德育，2016，第八章第三節（頁309-318）及第五節（頁340-351）。
Sovey, Allison J. and Donald P. Green. 2011. “Instrumental Variables Estimation in Political Science: A Readers’ Guide.” American Journal of Political Science 55(1): 188-200.
(2) Selection on Observables (Conditional Independence Assumption)
Week 16 配對法Matching Methods及迴歸調整法Regression Adjustment
Huber, 2023, Sections 4.3～4.5;
Huntington-Klein, Chapters 13 & 14;
Bai, Haiyan, and M. H. Clark. 2019. Propensity Score Methods and Application, Chapters 1～4;
參考讀物：
King, Gary, and Richard Nielsen. 2019. “Why Propensity Scores Should Not Be Used for Matching.” Political Analysis. 27(4): 435-54. Copy at https://j.mp/2ovYGsW
Week 17 期末報告撰寫諮詢
Week 18 1/9 期末口頭報告
※ 1/10 繳期末報告紙本 ※
作業、練習、小考 30%
期中報告 30% (research design due at 12th week)
期末報告 30%
出席、回答抽問 10%
※蒐集第一手資料（例如設計執行調查實驗）撰寫期末報告，可由二至三位同學組成合作團隊。使用二手資料者，各自撰寫報告。
必備課本及軟體（*政大圖書館有電子書; †有免費開放線上版）
Angrist, Joshua D., and Jörn-Steffen Pischke. 2015. Mastering ‘Metrics: The Path from Cause to Effect. Princeton: Princeton University Press. (書中實例之資料檔及Stata指令檔網頁：http://www.masteringmetrics.com/resources/ )
Campbell, Donald T., and Julian C. Stanley. 1963. Experimental and Quasi-Experimental Designs for Research. Chicago: Rand McNally College Publishing. (Hereafter, Campbell & Stanley)
*Cattaneo, Matias D., Nicolas Idrobo, and Rocio Titiunik. 2020. A Practical Introduction to Regression Discontinuity Designs: Foundations. Cambridge: Cambridge University Press. (Hereafter, Cattaneo, Idrobo & Titiunik 2020) (書中實例之資料檔及R/Stata指令檔網頁：https://github.com/rdpackages-replication/CIT_2020_CUP )
*Cattaneo, Matias D., Nicolas Idrobo, and Rocio Titiunik. 2024. A Practical Introduction to Regression Discontinuity Designs: Extensions. Cambridge: Cambridge University Press. (Hereafter, Cattaneo, Idrobo & Titiunik 2024) (https://rdpackages.github.io/references/Cattaneo-Idrobo-Titiunik_2024_CUP.pdf)
Dunning, Thad. 2012. Natural Experiments in the Social Sciences: A Design-Based Approach. Cambridge: Cambridge University Press. (Hereafter, Dunning)
*Druckman, James N., Donald P. Green. eds. 2021. Advances in Experimental Political Science. Cambridge: Cambridge University Press. (Hereafter, Druckman & Green) (政大圖書館有電子書)
†Huntington-Klein, Nick. 2022. The Effect: An Introduction to Research Design and Causality. Routledge.免費線上版 https://theeffectbook.net/index.html
Software:
R 4.x and related packages such as AER, causaldata, causalweight, cjoint, cregg, dagitty, DeclareDesign, ggplot, ggdag, list, gsynth, lmtest, Matching, MatchIt, optmatch, plm, rddensity, rdlocran, rdrobust, ri, sandwich, survey, synth, twang, etc.
Stata 16/17/18: built-in didregress, eteffects and teffects commands and downloadable user-written programs such as conjoint, ddml, rddensity, rdlocran, rdrobust, etc.
| 書名 Book Title | 作者 Author | 出版年 Publish Year | 出版者 Publisher | ISBN | 館藏來源* | 備註 Note |
|---|
台灣選舉與民主化調查TEDS 網頁： http://www.tedsnet.org/ （ICPSR 35094）