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Matching Methods in Practice : Three Examples
Imbens, Guido W. - 2014
selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10013057405
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Complementarity and Aggregate Implications of Assortative Matching : A Nonparametric Analysis
Graham, Bryan S. - 2010
, potentially complementary, input fixed. We introduce a class of such reallocations -- correlated matching rules -- that includes … the status quo allocation, a random allocation, and both the perfect positive and negative assortative matching …
Persistent link: https://www.econbiz.de/10012757581
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Matrix Completion Methods for Causal Panel Data Models
Athey, Susan - 2018
In this paper we study methods for estimating causal effects in settings with panel data, where a subset of units are exposed to a treatment during a subset of periods, and the goal is estimating counterfactual (untreated) outcomes for the treated unit/period combinations. We develop a class of...
Persistent link: https://www.econbiz.de/10012909860
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Ensemble Methods for Causal Effects in Panel Data Settings
Athey, Susan - 2019
In many prediction problems researchers have found that combinations of prediction methods (“ensembles”) perform better than individual methods. A simple example is random forests, which combines predictions from many regression trees.A striking, and substantially more complex, example is...
Persistent link: https://www.econbiz.de/10012889977
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Double-Robust Identification for Causal Panel Data Models
Arkhangelsky, Dmitry; Imbens, Guido W. - 2022
We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and the unobserved confounders. We focus on a novel,...
Persistent link: https://www.econbiz.de/10014089543
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Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
Imbens, Guido W.; Newey, Whitney K. - 2021
This paper investigates identification and inference in a nonparametric structural model with instrumental variables and non-additive errors. We allow for non-additive errors because the unobserved heterogeneity in marginal returns that often motivates concerns about endogeneity of choices...
Persistent link: https://www.econbiz.de/10013233479
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A Martingale Representation for Matching Estimators
Abadie, Alberto - 2010
Matching estimators (Rubin, 1973a, 1977; Rosenbaum, 2002) are widely used in statistical data analysis. However, the … large sample distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This … article establishes a martingale representation for matching estimators. This representation allows the use of martingale …
Persistent link: https://www.econbiz.de/10012757843
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The Surrogate Index : Combining Short-Term Proxies to Estimate Long-Term Treatment Effects More Rapidly and Precisely
Athey, Susan; Chetty, Raj; Imbens, Guido W.; Kang, Hyunseung - 2022
A common challenge in estimating the long-term impacts of treatments (e.g., job training programs) is that the outcomes of interest (e.g., lifetime earnings) are observed with a long delay. We address this problem by combining several short-term outcomes (e.g., short-run earnings) into a...
Persistent link: https://www.econbiz.de/10013323628
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The Role of the Propensity Score in Fixed Effect Models
Arkhangelsky, Dmitry - 2018
We develop a new approach for estimating average treatment effects in the observational studies with unobserved cluster-level heterogeneity. The previous approach relied heavily on linear fixed effect specifications that severely limit the heterogeneity between clusters. These methods imply that...
Persistent link: https://www.econbiz.de/10012914714
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Design-Based Analysis in Difference-in-Differences Settings with Staggered Adoption
Athey, Susan - 2018
In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a particular point in time, and then remain exposed to this...
Persistent link: https://www.econbiz.de/10012911687