Marginal Treatment Effects In Difference In Differences
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Marginal Treatment Effects In Difference In Differences
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Author : Pedro Picchetti
language : en
Publisher:
Release Date : 2022
Marginal Treatment Effects In Difference In Differences written by Pedro Picchetti and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.
Difference-in-Differences (DiD) is a popular method used to evaluate the effect of a treatment. In its most simple version a control group remains untreated at two periods, whereas the treatment group becomes fully treated at the second period. However, it is not uncommon in applications of the method that the treatment rate only increases more in the treatment group. This article presents identification results for the marginal treatment effect (MTE) in such fuzzy designs. We show that we can modify the standard identifying assumptions in DiD designs with covariates to identify the MTE in models with essential heterogeneity. We propose two different procedures for the estimation of the MTE that rely on different assumptions regarding the potential outcomes model and prove their asymptotical normality. Furthermore, we derive a doubly-robust estimator for the local average treatment effect (LATE) which augments the two-way fixed effects regression model with a control function and unit-specific weights that rise from the propensity score. We assert the desirable finite-sample properties through simulation studies of a linear MTE model. Finally, we use our results to investigate heterogeneity on the returns to primary school attendance in Indonesia.
The Estimation Of Causal Effects By Difference In Difference Methods
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Author : Michael Lechner
language : en
Publisher: Foundations and Trends(r) in E
Release Date : 2011
The Estimation Of Causal Effects By Difference In Difference Methods written by Michael Lechner and has been published by Foundations and Trends(r) in E this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
This monograph presents a brief overview of the literature on the difference-in-difference estimation strategy and discusses major issues mainly using a treatment effect perspective that allows more general considerations than the classical regression formulation that still dominates the applied work.
Difference In Differences With Unequal Baseline Treatment Status
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Author : Alisa Tazhitdinova
language : en
Publisher:
Release Date : 2023
Difference In Differences With Unequal Baseline Treatment Status written by Alisa Tazhitdinova and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
We study a difference-in-differences (DiD) framework where groups experience unequal treatment statuses in the pre-policy change period. This approach is commonly employed in empirical studies but it contradicts the canonical model's assumptions. We show that in such settings, the standard DiD approach fails to recover the average treatment effect (ATT), unless the treatment effect is immediate and constant over time. Furthermore, the usual parallel trends test is invalid, meaning one may find pre-trends when the parallel trends assumption holds, and vice versa. We discuss two solutions. First, we show that including a linear term trend will recover the ATT if the differences in trends are constant over time (both in unequal baseline and canonical DiD settings) but not otherwise. Second, estimation in reverse also recovers the ATT if the potential outcomes do not depend on past treatments and post-policy statuses are converging.
Mostly Harmless Econometrics
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Author : Joshua D. Angrist
language : en
Publisher: Princeton University Press
Release Date : 2009-01-04
Mostly Harmless Econometrics written by Joshua D. Angrist and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-04 with Business & Economics categories.
In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
Targeted Learning
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Author : Mark J. van der Laan
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-17
Targeted Learning written by Mark J. van der Laan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-17 with Mathematics categories.
The statistics profession is at a unique point in history. The need for valid statistical tools is greater than ever; data sets are massive, often measuring hundreds of thousands of measurements for a single subject. The field is ready to move towards clear objective benchmarks under which tools can be evaluated. Targeted learning allows (1) the full generalization and utilization of cross-validation as an estimator selection tool so that the subjective choices made by humans are now made by the machine, and (2) targeting the fitting of the probability distribution of the data toward the target parameter representing the scientific question of interest. This book is aimed at both statisticians and applied researchers interested in causal inference and general effect estimation for observational and experimental data. Part I is an accessible introduction to super learning and the targeted maximum likelihood estimator, including related concepts necessary to understand and apply these methods. Parts II-IX handle complex data structures and topics applied researchers will immediately recognize from their own research, including time-to-event outcomes, direct and indirect effects, positivity violations, case-control studies, censored data, longitudinal data, and genomic studies.
Matching Regression Discontinuity Difference In Differences And Beyond
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Author : Myoung-jae Lee
language : en
Publisher: Oxford University Press
Release Date : 2016-05-02
Matching Regression Discontinuity Difference In Differences And Beyond written by Myoung-jae Lee and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-02 with Business & Economics categories.
Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.
Econometric Analysis Of Cross Section And Panel Data Second Edition
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Author : Jeffrey M. Wooldridge
language : en
Publisher: MIT Press
Release Date : 2010-10-01
Econometric Analysis Of Cross Section And Panel Data Second Edition written by Jeffrey M. Wooldridge and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Analysis Of Observational Health Care Data Using Sas
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Author : Douglas E. Faries
language : en
Publisher: SAS Press
Release Date : 2010
Analysis Of Observational Health Care Data Using Sas written by Douglas E. Faries and has been published by SAS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Medical care categories.
This book guides researchers in performing and presenting high-quality analyses of all kinds of non-randomized studies, including analyses of observational studies, claims database analyses, assessment of registry data, survey data, pharmaco-economic data, and many more applications. The text is sufficiently detailed to provide not only general guidance, but to help the researcher through all of the standard issues that arise in such analyses. Just enough theory is included to allow the reader to understand the pros and cons of alternative approaches and when to use each method. The numerous contributors to this book illustrate, via real-world numerical examples and SAS code, appropriate implementations of alternative methods. The end result is that researchers will learn how to present high-quality and transparent analyses that will lead to fair and objective decisions from observational data. This book is part of the SAS Press program.
Microeconometrics
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Author : A. Colin Cameron
language : en
Publisher: Cambridge University Press
Release Date : 2005-05-09
Microeconometrics written by A. Colin Cameron and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-09 with Business & Economics categories.
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Statistical Issues In Drug Development
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Author : Stephen S. Senn
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-28
Statistical Issues In Drug Development written by Stephen S. Senn and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-28 with Medical categories.
Drug development is the process of finding and producingtherapeutically useful pharmaceuticals, turning them into safe andeffective medicine, and producing reliable information regardingthe appropriate dosage and dosing intervals. With regulatoryauthorities demanding increasingly higher standards in suchdevelopments, statistics has become an intrinsic and criticalelement in the design and conduct of drug development programmes. Statistical Issues in Drug Development presents anessential and thought provoking guide to the statistical issues andcontroversies involved in drug development. This highly readable second edition has been updated toinclude: Comprehensive coverage of the design and interpretation ofclinical trials. Expanded sections on missing data, equivalence, meta-analysisand dose finding. An examination of both Bayesian and frequentist methods. A new chapter on pharmacogenomics and expanded coverage ofpharmaco-epidemiology and pharmaco-economics. Coverage of the ICH guidelines, in particular ICH E9,Statistical Principles for Clinical Trials. It is hoped that the book will stimulate dialogue betweenstatisticians and life scientists working within the pharmaceuticalindustry. The accessible and wide-ranging coverage make itessential reading for both statisticians and non-statisticiansworking in the pharmaceutical industry, regulatory bodies andmedical research institutes. There is also much to benefitundergraduate and postgraduate students whose courses include amedical statistics component.