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The elephant in the corner : a cautionary tale about measurement error in treatment effects models
Millimet, Daniel L. - 2010
Researchers in economics and other disciplines are often interested in the causal effect of a binary treatment on outcomes. Econometric methods used to estimate such effects are divided into one of two strands depending on whether they require the conditional independence assumption (i.e.,...
Persistent link: https://www.econbiz.de/10008901216
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The Elephant in the Corner : A Cautionary Tale About Measurement Error in Treatment Effects Models
Millimet, Daniel L. - 2010
Researchers in economics and other disciplines are often interested in the causal effect of a binary treatment on outcomes. Econometric methods used to estimate such effects are divided into one of two strands depending on whether they require the conditional independence assumption (i.e.,...
Persistent link: https://www.econbiz.de/10013138739
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Achieving Reliable Causal Inference with Data-Mined Variables : A Random Forest Approach to the Measurement Error Problem
Yang, Mochen - 2020
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to "mine" variables of interest from available data, followed by the inclusion of those...
Persistent link: https://www.econbiz.de/10012850047
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Heterogeneous treatment effects with mismeasured endogenous treatment
Ura, Takuya - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1335-1370
This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment … effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize …
Persistent link: https://www.econbiz.de/10011994692
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From late to MTE : alternative methods for the evaluation of policy interventions
Cornelißen, Thomas; Dustmann, Christian; Raute, Anna; … - 2016
This paper provides an introduction into the estimation of Marginal Treatment Effects (MTE). Compared to the existing … econometric techniques who would like to use MTE estimation. Our framework of analysis is a generalized Roy model based on the … discuss MTE estimation as an alternative and more informative way of exploiting a continuous instrument. We clarify the …
Persistent link: https://www.econbiz.de/10011502829
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From late to MTE : alternative methods for the evaluation of policy interventions
Cornelißen, Thomas; Dustmann, Christian; Raute, Anna; … - 2016
This paper provides an introduction into the estimation of Marginal Treatment Effects (MTE). Compared to the existing … econometric techniques who would like to use MTE estimation. Our framework of analysis is a generalized Roy model based on the … discuss MTE estimation as an alternative and more informative way of exploiting a continuous instrument. We clarify the …
Persistent link: https://www.econbiz.de/10011499992
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On heckits, LATE, and numerical equivalence
Kline, Patrick; Walters, Christopher R. - 2018
Structural econometric methods are often criticized for being sensitive to functional form assumptions. We study parametric estimators of the local average treatment effect (LATE) derived from a widely used class of latent threshold crossing models and show they yield LATE estimates...
Persistent link: https://www.econbiz.de/10011825221
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A computational approach to identification of treatment effects for policy evaluation
Han, Sukjin; Yang, Shenshen - In: Journal of econometrics 240 (2024) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10015075011
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Partial identification of the long-run causal effect of food security on child health
Millimet, Daniel L.; Roy, Manan - 2013
Food security and obesity represent two of the most significant public health issues. However, little is known about how these issues are intertwined. Here, we assess the causal relationship between food security during early childhood and relatively long-run measures of child health....
Persistent link: https://www.econbiz.de/10009757388
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Regression Discontinuity Design with Continuous Measurement Error in the Running Variable
Davezies, Laurent - 2017
Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non … variable and its noisy measure is observed in an auxiliary sample of treated individuals, and when there are treated … individuals at any value of the true running variable - two-sided fuzzy designs. We apply our method to estimate the effect of …
Persistent link: https://www.econbiz.de/10012955015