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An Instrumental Variable Evaluation of Antidepressant Use on Employment Among HIV-Infected Women Using Highly-Active Antiretroviral Therapy in the United States : 1996-2004

Galarraga, Omar - 2006

This paper examines the effect of antidepressant use on the likelihood of being employed among HIV-positive women receiving highly active antiretroviral therapy (HAART) in the United States from 1994 to 2004. We use instrumental variables to predict antidepressant use independently of outcomes;...

Persistent link: https://www.econbiz.de/10012466042

AIDS, "Reversal" of the Demographic Transition and Economic Development : Evidence from Africa

Kalemli-Ozcan, Sebnem - 2006

Using country- and region-level data, I investigate the effect of HIV/AIDS on fertility in Africa during 1985 …-sectional variation suggest a positive significant effect of HIV/AIDS on fertility, whereas within estimates that are identified of off … time-series variation show both positive and negative results depending on the HIV/AIDS variable used. These within …

Persistent link: https://www.econbiz.de/10012466487

Forecast Evaluation of Small Nested Model Sets

Hubrich, Kirstin - 2008

We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do...

Persistent link: https://www.econbiz.de/10012464046

Bootstrap-Based Improvements for Inference with Clustered Errors

Cameron, A. Colin - 2007

Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but...

Persistent link: https://www.econbiz.de/10012465228

On the Failure of the Bootstrap for Matching Estimators

Abadie, Alberto - 2006

Matching estimators are widely used for the evaluation of programs or treatments. Often researchers use bootstrapping methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the bootstrap is in general not valid, even in the...

Persistent link: https://www.econbiz.de/10012466349

Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable

Abadie, Alberto - 2000

This paper considers the problem of assessing the distributional consequences of a treatment on some outcome variable of interest when treatment intake is (possibly) non-randomized but there is a binary instrument available for the researcher. Such scenario is common in observational studies and...

Persistent link: https://www.econbiz.de/10012470873

A Causal Bootstrap

Imbens, Guido - 2018

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for...

Persistent link: https://www.econbiz.de/10012452888

Bootstrap Diagnostics for Irregular Estimators

Andrews, Isaiah; Shapiro, Jesse M. - National Bureau of Economic Research - 2024

Empirical researchers frequently rely on normal approximations in order to summarize and communicate uncertainty about their findings to their scientific audience. When such approximations are unreliable, they can lead the audience to make misguided decisions. We propose to measure the failure...

Persistent link: https://www.econbiz.de/10014468238

Semiparametric Conditional Factor Models : Estimation and Inference

Chen, Qihui; Roussanov, Nikolai; Wang, Xiaoliang - National Bureau of Economic Research - 2023

This paper introduces a simple and tractable sieve estimation of semiparametric conditional factor models with latent factors. We establish large-N-asymptotic properties of the estimators without requiring large T. We also develop a simple bootstrap procedure for conducting inference about the...

Persistent link: https://www.econbiz.de/10014421243

Determinants of Long-Term Growth : A Bayesian Averaging of Classical Estimates (BACE) Approach

Doppelhofer, Gernot - 2000

This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates (BACE), which constructs estimates as a weighted average of OLS estimates for every possible combination of included...

Persistent link: https://www.econbiz.de/10012471000

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