Causal Inference for The Brave and True
Contents
Acknowledgments
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A light-hearted yet rigorous approach to learning impact estimation and sensitivity analysis.
Everything in Python and with as many memes as I could find.
Part I of the book contains core concepts and models for causal inference. You will learn how to
represent causal questions with potential outcome notation, learn about causal graphs, what is
bias and how to deal with it. Most of the content here is well established. It’s an amalgamation
of materials I’ve found on books, university curriculums and online courses. You can think of
Part I as the solid and safe foundation to your causal inquiries.
Part II (WIP) contains modern development and applications of causal inference to the (mostly
tech) industry. While Part I focuses mostly on identifying average treatment effects, Part II takes
a shift to personalization and heterogeneous effect estimating with CATE models. Most of what
is written there was taken from my personal experience and is by no means well established
science. It’s much more experimental and subject to change, afterall, I, too, am learning.
Acknowledgments
I like to think of this entire series as a tribute to Joshua Angrist, Alberto Abadie and Christopher
Walters for their amazing Econometrics class. Most of the ideas from Part I are taken from their
classes at the American Economic Association. Watching them was what kept me sane during
the tough year of 2020.
Cross-Section Econometrics
Mastering Mostly Harmless Econometrics
I’ll also like to reference the amazing books from Angrist. They have shown me that
Econometrics, or ‘Metrics as they call it, is not only extremely useful but also profoundly fun.
Mostly Harmless Econometrics
Mastering ‘Metrics
My final reference is Miguel Hernan and Jamie Robins’ book. It has been my trustworthy
companion in the most thorny causal questions I had to answer.
Causal Inference Book
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Causal Inference for the Brave and True is an open-source material on causal inference, the
statistics of science. It uses only free software, based in Python. Its goal is to be accessible
monetarily and intellectually.
If you found this book valuable and you want to support it, please
go to Patreon. If you are not ready to contribute financially, you can also help by fixing typos,
suggesting edits or giving feedback on passages you didn’t understand. Just go to the book’s
repository and open an issue. Finally, if you liked this content, please share it with others who
might find it useful and give it a star on GitHub.
By Matheus Facure Alves
© Copyright 2022.
