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Regression discontinuity design with covariates

Frölich, Markus - 2007

In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...

Persistent link: https://www.econbiz.de/10010318461

Nonparametric identification and estimation with non-classical errors-in-variables

Evdokimov, Kirill S.; Zeleneev, Andrei - 2024

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...

Persistent link: https://www.econbiz.de/10014581847

Exploiting regional treatment intensity for the evaluation of labour market policies

Frölich, Markus; Lechner, Michael - 2006

variables and matching estimators. Very informative administrative Swiss data with detailed regional information are combined …-defined local labour markets. This allows pursuing instrumental variable as well as matching estimation strategies. A specific …

Persistent link: https://www.econbiz.de/10010318523

Semiparametric selection models with binary outcomes

Klein, Roger; Shen, Chan; Vella, Francis - 2011

This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and the outcome variable are binary. Since the marginal effects are often of primary interest and are difficult to recover in a semiparametric setting, we develop estimators for...

Persistent link: https://www.econbiz.de/10010288345

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

Persistent link: https://www.econbiz.de/10010288420

Simulation and estimation of hedonic models

Heckman, James J.; Matzkin, Rosa Liliana; Nesheim, Lars P. - 2003

Persistent link: https://www.econbiz.de/10010318494

Testing a parametric model against a nonparametric alternative with identification through instrumental variables

Horowitz, Joel - 2004

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test...

Persistent link: https://www.econbiz.de/10010318518

Nonparametric estimation of an additive model with a link function

Horowitz, Joel; Mammen, Enno - 2002

This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of n-2/5....

Persistent link: https://www.econbiz.de/10010318536

On rate optimality for ill-posed inverse problems in econometrics

Chen, Xiaohong; Reiß, Markus - 2007

In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish minimax risk lower bounds in mean integrated squared error...

Persistent link: https://www.econbiz.de/10010318567

The matching method for treatment evaluation with selective participation and ineligibles

Dias, MonicaCosta; Ichimura, Hidehiko; van den Berg, … - 2007

The matching method for treatment evaluation does not balance selective unobserved differences between treated and non …, provide a natural application. In an empirical analysis, we first examine the performance of matching versus regression …, where compliance is imperfect among the young. Adjusting the matching estimator for selectivity changes the results towards …

Persistent link: https://www.econbiz.de/10010318475