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Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
Frölich, Markus - 2002
In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...
Persistent link: https://www.econbiz.de/10010262665
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Quantile treatment effects in the regression discontinuity design: Process results and gini coefficient
Frölich, Markus; Melly, Blaise - 2010
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large interest to economists. QTE are an...
Persistent link: https://www.econbiz.de/10010269846
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Programme Evaluation with Multiple Treatments
Frölich, Markus - 2002
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular … nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10010262703
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Including Covariates in the Regression Discontinuity Design
Frölich, Markus; Huber, Martin - 2017
This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the...
Persistent link: https://www.econbiz.de/10011786988
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A note on parametric and nonparametric regression in the presence of endogenous control variables
Frölich, Markus - 2006
This note argues that nonparametric regression not only relaxes functional form assumptions vis-a-vis parametric regression, but that it also permits endogenous control variables. To control for selection bias or to make an exclusion restriction in instrumental variables regression valid,...
Persistent link: https://www.econbiz.de/10010268065
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Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences
Luna, Xavier de; Johansson, Per - 2009
control group which are made comparable through matching on observed covariates. The inference is performed by conditioning on …
Persistent link: https://www.econbiz.de/10010269367
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Treatment evaluation in the case of interactions within markets
Ferracci, Marc; Jolivet, Grégory; van den Berg, Gerard J. - 2010
We extend the standard evaluation framework to allow for interactions between individuals within segmented markets. An …
Persistent link: https://www.econbiz.de/10010277334
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The effect of disability on labour market outcomes in Germany : evidence from matching
Lechner, Michael; Vazquez-Alvarez, Rosalia - 2003
status on labour market outcomes using matching methods associated with treatment effect techniques for program evaluation …
Persistent link: https://www.econbiz.de/10010261660
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A martingale representation for matching estimators
Abadie, Alberto; Imbens, Guido W. - 2009
Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of … matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching …
Persistent link: https://www.econbiz.de/10010269062
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Quantile treatment effects in the regression discontinuity design
Frölich, Markus; Melly, Blaise - 2008
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very helpful tool to characterize the effects of certain interventions on the outcome distribution. The...
Persistent link: https://www.econbiz.de/10010268551