winsorizing may induce or exacerbate bias. We term this source of bias Iatrogenic' (or econometrician induced) error. The …

This paper considers causal inference and sample selection bias in non-experimental settings in which: (i) few units in …-treatment characteristics. We propose the use of propensity score matching methods and implement them using data from the NSW experiment … and compare the estimates of the treatment effect obtained using our methods to the benchmark results from the experiment …

This paper develops and applies semiparametric econometric methods to estimate the form of selection bias that arises … econometric selection model which represents the bias solely as a function of the probability of participation; and (c) the method … of difference-in-differences. Using data from an experiment on a prototypical social program combined with unusually rich …

can lead to over- as well as under-estimation of the coefficients of interest. Critical for determining the bias is the … error of the optimal prediction error form and show that such methods may in fact introduce bias. Finally, we present some …

measurement error in investment equations. Our experiments show that individual-fixed effects, error heteroscedasticity, and data …