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Causal inference with endogenous price response

Jeziorski, Przemyslaw; Leng, Dingzhe; Seiler, Stephan - 2025 - This draft: May 10, 2025

We study the estimation of causal treatment effects on demand when treatment is randomly assigned but prices adjust in … constant) using a price instrument. We apply our approach to the estimation of the impact of feature advertising across several …

Persistent link: https://www.econbiz.de/10015404498

Doubly robust estimation of local average treatment effects using inverse probability weighted regression adjustment

Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022

exogenous or to improve precision. Unlike previous approaches, our doubly robust (DR) estimation procedures use quasi …

Persistent link: https://www.econbiz.de/10013457343

When should we (not) interpret linear IV estimands as LATE?

Słoczyński, Tymon - 2021

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a practically relevant situation in which additional covariates are required for identification while the...

Persistent link: https://www.econbiz.de/10012510217

Selection and parallel trends

Ghanem, Dalia; Sant'Anna, Pedro H. C.; Wüthrich, Kaspar - 2022

One of the perceived advantages of difference-in-differences (DiD) methods is that they do not explicitly restrict how units select into treatment. However, when justifying DiD, researchers often argue that the treatment is "quasi-randomly" assigned. We investigate what selection mechanisms are...

Persistent link: https://www.econbiz.de/10013362377

Interpreting OLS estimands when treatment effects are heterogeneous : smaller groups get larger weights

Słoczyński, Tymon - 2020

Applied work often studies the effect of a binary variable (“treatment”) using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the treatment coefficient is a convex combination of two...

Persistent link: https://www.econbiz.de/10012223869

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 … IV estimation with a discrete instrument resulting in a local average treatment effect (LATE). Turning to IV estimation …

Persistent link: https://www.econbiz.de/10011499992

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

Abadie's kappa and weighting estimators of the local average treatment effect

Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022

In this paper we study the finite sample and asymptotic properties of various weighting estimators of the local average treatment effect (LATE), several of which are based on Abadie (2003)’s kappa theorem. Our framework presumes a binary endogenous explanatory variable (“treatment”) and a...

Persistent link: https://www.econbiz.de/10013183740

Causal claims in economics

Garg, Prashant; Fetzer, Thiemo - 2024

We analyze over 44,000 economics working papers from 1980–2023 using a custom language model to construct knowledge graphs mapping economic concepts and their relationships, distinguishing between general claims and those supported by causal inference methods. The share of causal claims within...

Persistent link: https://www.econbiz.de/10015101909

Simple tests for selection : learning more from instrumental variables

Black, Dan A.; Joo, Joonhwi; LaLonde, Robert John; … - 2017 - First Draft: December 5, 2014. Current Draft: February 14, 2017

We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects. The tests allow researchers not only to test for selection on either or both of the treated and untreated outcomes, but also to assess the magnitude of the...

Persistent link: https://www.econbiz.de/10011619637