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An Instrumental Variable Evaluation of Antidepressant Use on Employment Among Hiv-Infected Women Using Highly-Active Antiretroviral Therapy in the United States : 1996-2004

Galárraga, Ph.D., Omar - 2016

This paper examines the effect of antidepressant use on the likelihood of being employed among HIV-positive women receiving highly active antiretroviral therapy (HAART) in the United States from 1994 to 2004. We use instrumental variables to predict antidepressant use independently of outcomes;...

Persistent link: https://www.econbiz.de/10012747942

Aids, "Reversal" of the Demographic Transition and Economic Development : Evidence from Africa

Kalemli-Ozcan, Sebnem - 2021

Using country- and region-level data, I investigate the effect of HIV/AIDS on fertility in Africa during 1985 …-sectional variation suggest a positive significant effect of HIV/AIDS on fertility, whereas within estimates that are identified of off … time-series variation show both positive and negative results depending on the HIV/AIDS variable used. These within …

Persistent link: https://www.econbiz.de/10013220972

Forecast Evaluation of Small Nested Model Sets

Hubrich, Kirstin - 2010

We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do...

Persistent link: https://www.econbiz.de/10012758057

On the Failure of the Bootstrap for Matching Estimators

Abadie, Alberto - 2010

Matching estimators are widely used for the evaluation of programs or treatments. Often researchers use bootstrapping methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the bootstrap is in general not valid, even in the...

Persistent link: https://www.econbiz.de/10012761283

A Causal Bootstrap

Imbens, Guido W. - 2018

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for...

Persistent link: https://www.econbiz.de/10012914697

Bootstrap-Based Improvements for Inference with Clustered Errors

Cameron, A. Colin - 2007

Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but...

Persistent link: https://www.econbiz.de/10012775940

Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable

Abadie, Alberto - 2021

This paper considers the problem of assessing the distributional consequences of a treatment on some outcome variable of interest when treatment intake is (possibly) non-randomized but there is a binary instrument available for the researcher. Such scenario is common in observational studies and...

Persistent link: https://www.econbiz.de/10013238969

Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression

Graham, Bryan S.; Niu, Fengshi; Powell, James L. - 2023

We study nonparametric regression in a setting where N(N-1) dyadic outcomes are observed for N randomly sampled units. Outcomes across dyads sharing a unit in common may be dependent (i.e., our dataset exhibits dyadic dependence). We present two sets of results. First, we calculate lower bounds...

Persistent link: https://www.econbiz.de/10014347179

The Value of School Facilities : Evidence from a Dynamic Regression Discontinuity Design

Cellini, Stephanie Riegg - 2012

This paper analyzes the impact of voter-approved school bond issues on school district balance sheets, local housing prices, and student achievement. We draw on the unique characteristics of California's system of school finance to obtain clean identification of bonds' causal effects, comparing...

Persistent link: https://www.econbiz.de/10012754976

Optimal Bandwidth Choice for the Regression Discontinuity Estimator

Imbens, Guido W. - 2010

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...

Persistent link: https://www.econbiz.de/10012757876

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