olivier godechot

2023-2024

This course is a non-technical introduction to statistical methods at the heart of the “credibility revolution” in the Social Sciences: experiments, quasi-experiments, regression discontinuity design, difference-in-differences, instrumental variables and panel regressions. These methods enable to make more convincing causal claims.

The course will be as follows. For each notion, a lecture will develop the key concepts and provide basic intuitions on the functioning of the method. It will be followed the week after by an implementation of the method with real data where we replicate some article’s tables.

We will use R and R-Studio statistical software. We recommend students to come with their laptops. Students should install the following packages on their laptop:
AER, plm, pglm, lfe, texreg, survival.

This class is part of Sciences Po’s Master in Sociology second year track. It is however open to all Sciences Po students, notably Students in other masters (Political Science, History, etc.) and PhD students. To follow the courses, students must have a basic command of R software and of statistical notions such as statistical tests (Student and Chi-square tests), OLS and logistic regressions.

In order to validate this class, students must write a 2000 words (maximum) statistical memo (references and tables not included) where they apply one of the causal methods thought in class (weeks 3 to 9).

Schedule

Class 1. October 3rd 2023. 12h30. Room C-S08. Econometric Reminder. Lecture

Reading: Herpin, Nicolas. 2003. “La taille des hommes : son incidence sur la vie en couple et la carrière professionnelle”, Économie et statistique, 361: 71-90.
Or DeepL(c) Translation:

Herpin, Nicolas. 2023 (2003). “Men’s sizes: its impact on married life and professional careers”, Économie et statistique, 361: 71-90.

Class 2. October10th 2023. 12h30. Room C-S08. Econometric Reminder. Implementation

Replication: Herpin, Nicolas. 2003. “La taille des hommes : son incidence sur la vie en couple et la carrière professionnelle”, Économie et statistique, 361: 71-90.

Herpin, Nicolas. 2023 (2003). “Men’s sizes: its impact on married life and professional careers”, Économie et statistique, 361: 71-90.

Class 3. October17th 2023. 12h30. Room C-S08. Experimental methods (natural experiments, difference-in-differences, regression discontinuity design). Lecture

Reading: Mize, Trenton D., and Bianca Manago. 2018. Precarious sexuality: How men and women are differentially categorized for similar sexual behavior.” American Sociological Review 83(2): 305-330.

Class 4. October 24th 2023. Room C-S08. Experimental methods (natural experiments, difference-in-differences, regression discontinuity design). Implementation

Reading and replication: Godechot, Olivier, 2016. “The Chance of Influence: A Natural Experiment on the Role of Social Capital in Faculty Recruitment.Social Networks, 46: 61-75.

Class 5. November 7th 2023. 12h30. Room C-S08. Instrumental variables. Lecture

Reading: Goux, Dominique and Eric Maurin. 2007. Close neighbours matter: Neighbourhood effects on early performance at school.” The Economic Journal, 117(523): 1193-1215.

Class 6. November 14th 2023. 12h30. Room C-S08. Instrumental variables. Implementation

Replication: Goux, Dominique and Eric Maurin. 2007. “Close neighbours matter: Neighbourhood effects on early performance at school.” The Economic Journal, 117(523): 1193-1215.

Class 7. November 21st 2023. Room C-S08. 12h30. Panel regression. Lecture

Reading: Waldfogel, Jane. 1997. The effect of children on womens wages,American Sociological Review, 62(2): 209-217.

Class 8. November 28th 2023.12h30. Room C-S08. Panel regression. Implementation

Replication: Waldfogel, Jane. 1997. The effect of children on womens wages,American Sociological Review, 62(2): 209-217.

Class 9. December 5th 2023.12h30. Room C-S08. Complements to be defined with students: (Dynamic panels; TWFE difference in differences)

Deadline for returning the memo: December 30th 2023.

Recommended handbooks

Wooldridge, Jeffrey M. 2013 (2009). Introductory Econometrics. A modern approach. 5th Edition. South-Western CENGAGE Learning.

Behaghel, Luc. 2006. Lire l’économétrie, La Découverte.




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