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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

A Martingale Representation for Matching Estimators

Abadie, Alberto; Imbens, Guido W. - Institute for the Study of Labor (IZA) - 2009

Persistent link: https://www.econbiz.de/10005566424

Dynamic Treatment Assignment : The Consequences for Evaluations Using Observational Data

Fredriksson, Peter; Johansson, Per - 2004

This paper discusses the evaluation problem using observational data when the timing of treatment is an outcome of a … suggest easy-to-use nonparametric survival function matching estimators. These estimators can be used to estimate the time …

Persistent link: https://www.econbiz.de/10010261825

The Value of Knowing the Propensity Score for Estimating Average Treatment Effects

Rothe, Christoph - 2016

In a treatment effect model with unconfoundedness, treatment assignments are not only independent of potential outcomes given the covariates, but also given the propensity score alone. Despite this powerful dimension reduction property, adjusting for the propensity score is known to lead to an...

Persistent link: https://www.econbiz.de/10011494361

Inference on Causal Effects in a Generalized Regression Kink Design

Card, David; Lee, David S.; Pei, Zhuan; Weber, Andrea - 2015

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. This design arises in many institutional settings where a policy variable (such as weekly...

Persistent link: https://www.econbiz.de/10010481655

Identification of Treatment Effects on the Treated with One-Sided Non-Compliance

Frölich, Markus; Melly, Blaise - Institute for the Study of Labor (IZA) - 2008

Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when there is one-sided perfect non-compliance. However, this property is lost when covariates are...

Persistent link: https://www.econbiz.de/10005703090

Inference on Causal Effects in a Generalized Regression Kink Design

Card, David; Lee, David S.; Pei, Zhuan; Weber, Andrea - Institute for the Study of Labor (IZA) - 2015

Persistent link: https://www.econbiz.de/10011125868

Searching for rehabilitation in nonparametric regression models with exogenous treatment assignment

Henderson, Daniel J.; Maasoumi, Esfandiar - 2012

This paper offers some new directions in the analysis of nonparamertric models with exogenous treatment assignment. The nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross-validation, it also identifies potentially...

Persistent link: https://www.econbiz.de/10010289871

Long-Run Effects of Dynamically Assigned Treatments: A New Methodology and an Evaluation of Training Effects on Earnings

van den Berg, Gerard J.; Vikström, Johan - 2019

earnings in subsequent employment. Any evaluation needs to take into account that some of those who are not trained at a …

Persistent link: https://www.econbiz.de/10012059200

An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt

Lechner, Michael; Eichler, Martin - 1999

In East Germany, active labour market policies (ALMPs) are used on a large scale to contain fast rising unemployment after unification. This paper evaluates the effects for participants in public employment programmes (PEPs), that are an important part of ALMPs. It focuses on individual...

Persistent link: https://www.econbiz.de/10010262314