Treatment Effects With Censoring And Endogeneity
DOWNLOAD
Download Treatment Effects With Censoring And Endogeneity PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Treatment Effects With Censoring And Endogeneity book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Treatment Effects With Censoring And Endogeneity
DOWNLOAD
Author : Brigham R. Frandsen
language : en
Publisher:
Release Date : 2014
Treatment Effects With Censoring And Endogeneity written by Brigham R. Frandsen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
This paper develops a nonparametric approach to identification and estimation of treatment effects in a setting where observed outcomes are censored and treatment status may be endogenous and have arbitrarily heterogeneous effects. Identification is based on an instrumental variable that satisfies the exclusion and monotonicity conditions standard in the local average treatment effects framework. The paper also proposes a censored quantile treatment effects estimator, derives its asymptotic distribution, and illustrates its performance using Monte Carlo simulations. An empirical application to a subsidized job training program finds that participation significantly and dramatically reduced the duration of jobless spells, especially at the right tail of the distribution.
Bounds On Average And Quantile Treatment Effects On Duration Outcomes Under Censoring Selection And Noncompliance
DOWNLOAD
Author : German Blanco
language : en
Publisher:
Release Date : 2018
Bounds On Average And Quantile Treatment Effects On Duration Outcomes Under Censoring Selection And Noncompliance written by German Blanco and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
We consider the problem of assessing the effects of a treatment on duration outcomes using data from a randomized evaluation with noncompliance. For such settings, we derive nonparametric sharp bounds for average and quantile treatment effects addressing three pervasive problems simultaneously: self-selection into the spell of interest, endogenous censoring of the duration outcome, and noncompliance with the assigned treatment. Ignoring any of these issues could yield biased estimates of the effects. Notably, the proposed bounds do not impose the independent censoring assumption|which is commonly used to address censoring but is likely to fail in important settings|or exclusion restrictions to address endogeneity of censoring and selection. Instead, they employ monotonicity and stochastic dominance assumptions. To illustrate the use of these bounds we assess the effects of the Job Corps (JC) training program on its participants' last complete employment spell duration. Our estimated bounds suggest that JC participation may increase the average duration of the last complete employment spell before week 208 after randomization by at least 5.6 log points (5.8 percent) for individuals who comply with their treatment assignment and experience a complete employment spell whether or not they enrolled in JC. The estimated quantile treatment effects suggest the impacts may be heterogeneous, and strengthen our conclusions based on the estimated average effects.
Bounds On Average And Quantile Treatment Effects On Duration Outcomes Under Censoring Selection And Noncompliance
DOWNLOAD
Author : German Blanco
language : en
Publisher:
Release Date : 2018
Bounds On Average And Quantile Treatment Effects On Duration Outcomes Under Censoring Selection And Noncompliance written by German Blanco and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
We consider the problem of assessing the effects of a treatment on duration outcomes using data from a randomized evaluation with noncompliance. For such settings, we derive nonparametric sharp bounds for average and quantile treatment effects addressing three pervasive problems simultaneously: self-selection into the spell of interest, endogenous censoring of the duration outcome, and noncompliance with the assigned treatment. Ignoring any of these issues could yield biased estimates of the effects.Notably, the proposed bounds do not impose the independent censoring assumption - which is commonly used to address censoring but is likely to fail in important settings - or exclusion restrictions to address endogeneity of censoring and selection. Instead, they employ monotonicity and stochastic dominance assumptions. To illustrate the use of these bounds we assess the effects of the Job Corps (JC) training program on its participants' last complete employment spell duration.Our estimated bounds suggest that JC participation may increase the average duration of the last complete employment spell before week 208 after randomization by at least 5.6 log points (5.8 percent) for individuals who comply with their treatment assignment and experience a complete employment spell whether or not they enrolled in JC. The estimated quantile treatment effects suggest the impacts may be heterogeneous, and strengthen our conclusions based on the estimated average effects.
Unconditional Quantile Treatment Effects Under Endogeneity
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2008
Unconditional Quantile Treatment Effects Under Endogeneity written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Fiml Estimation Of Treatment Effect Models With Endogenous Selection And Multiple Censored Responses Via A Monte Carlo Em Algorithm
DOWNLOAD
Author : Ricardo Smith Ramírez
language : en
Publisher:
Release Date : 2007
Fiml Estimation Of Treatment Effect Models With Endogenous Selection And Multiple Censored Responses Via A Monte Carlo Em Algorithm written by Ricardo Smith Ramírez and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Endogenous Treatment Effect Estimation With A Large And Mixed Set Of Instruments And Control Variables
DOWNLOAD
Author : Qingliang Fan
language : en
Publisher:
Release Date : 2022
Endogenous Treatment Effect Estimation With A Large And Mixed Set Of Instruments And Control Variables written by Qingliang Fan 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.
Instrumental variables (IV) and control variables are frequently used to assist researchers in investigating the endogenous treatment effects. When used together, their identities are typically assumed to be known. However, in many practical situations, one is faced with a large and mixed set of covariates, some of which can serve as excluded IVs, some can serve as control variables, while others should be discarded from the model. It is often not possible to classify them based on economic theory alone. This paper proposes a data-driven method to classify a large (increasing with sample size) set of covariates into excluded IVs, controls, and noise to be discarded. The resulting IV estimator is shown to have the oracle property (to have the same first-order asymptotic distribution as the IV estimator, assuming the true classification is known).
Sharp Iv Bounds On Average Treatment Effects Under Endogeneity And Noncompliance
DOWNLOAD
Author : Martin Huber
language : en
Publisher:
Release Date : 2010
Sharp Iv Bounds On Average Treatment Effects Under Endogeneity And Noncompliance written by Martin Huber and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
On The Estimation Of Treatment Effects With Endogenous Misreporting
DOWNLOAD
Author : Pierre Nguimkeu
language : en
Publisher:
Release Date : 2017
On The Estimation Of Treatment Effects With Endogenous Misreporting written by Pierre Nguimkeu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Error analysis (Mathematics) categories.
Participation in social programs is often misreported in survey data, complicating the estimation of the effects of those programs. In this paper, we propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We show that failure to account for endogenous misreporting can result in the estimate of the treatment effect having an opposite sign from the true effect. We present an expression for the asymptotic bias of both OLS and IV estimators and discuss the conditions under which sign reversal may occur. We provide a method for eliminating this bias when researchers have access to information related to both participation and misreporting. We establish the consistency and asymptotic normality of our estimator and assess its small sample performance through Monte Carlo simulations. An empirical example is given to illustrate the proposed method.
Mostly Harmless Econometrics
DOWNLOAD
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.
Econometric Analysis Of Count Data
DOWNLOAD
Author : Rainer Winkelmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Econometric Analysis Of Count Data written by Rainer Winkelmann 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 2013-06-29 with Business & Economics categories.
The primary objective of this book is to provide an introduction to the econometric modeling of count data for graduate students and researchers. It should serve anyone whose interest lies either in developing the field fur ther, or in applying existing methods to empirical questions. Much of the material included in this book is not specific to economics, or to quantita tive social sciences more generally, but rather extends to disciplines such as biometrics and technometrics. Applications are as diverse as the number of congressional budget vetoes, the number of children in a household, and the number of mechanical defects in a production line. The unifying theme is a focus on regression models in which a dependent count variable is modeled as a function of independent variables which mayor may not be counts as well. The modeling of count data has come of age. Inclusion of some of the fundamental models in basic textbooks, and implementation on standard computer software programs bear witness to that. Based on the standard Poisson regression model, numerous extensions and alternatives have been developed to address the common challenges faced in empirical modeling (unobserved heterogeneity, selectivity, endogeneity, measurement error, and dependent observations in the context of panel data or multivariate data, to name but a few) as well as the challenges that are specific to count data (e. g. , over dispersion and underdispersion).