Showing 1 - 10 of 490
This paper introduces the concept of a "trimmed aggregate ATT," which is a weighted average of a set of group-time average treatment effect on the treated (ATT) parameters identified in a staggered adoption difference-in-differences (DID) design. The set of identified group-time ATTs that...
Persistent link: https://www.econbiz.de/10014468254
We study the interpretation of regressions with multiple treatments and flexible controls. Such regressions are often used to analyze stratified randomized control trials with multiple intervention arms, to estimate value-added (for, e.g., teachers) with observational data, and to leverage the...
Persistent link: https://www.econbiz.de/10013334327
We derive general, yet simple, sharp bounds on the size of the omitted variable bias for a broad class of causal parameters that can be identified as linear functionals of the conditional expectation function of the outcome. Such functionals encompass many of the traditional targets of...
Persistent link: https://www.econbiz.de/10013334519
Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters additively and interacts with treatment variables. We...
Persistent link: https://www.econbiz.de/10014322772
This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment effect on the treated-type parameters can be identified under a generalized parallel trends assumption that is similar to the binary treatment setup. However, interpreting differences in...
Persistent link: https://www.econbiz.de/10014486209
matching estimators exhibit the opposite behavior: They limit interpolation bias at the potential expense of extrapolation bias …. We propose combining the matching and synthetic control estimators through model averaging. We show how to use a rolling …
Persistent link: https://www.econbiz.de/10012479148
selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10012458705
Least squares regression with heteroskedasticity consistent standard errors ("OLS-HC regression") has proved very useful in cross section environments. However, several major difficulties, which are generally overlooked, must be confronted when transferring the HC technology to time series...
Persistent link: https://www.econbiz.de/10014576582
This paper develops an approach to intergenerational mobility in which the trajectories of parental incomes during childhood and adolescence are the conditioning objects for characterizing dependence across generations. We use functional regression methods to produce an intergenerational...
Persistent link: https://www.econbiz.de/10014247941
Medical journals have adhered to a reporting practice that seriously limits the usefulness of published trial findings. Medical decision makers commonly observe many patient covariates and seek to use this information to personalize treatment choices. Yet standard summaries of trial findings...
Persistent link: https://www.econbiz.de/10013388817