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What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?
Frölich, Markus - Institute for the Study of Labor (IZA) - 2002
Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …
Persistent link: https://www.econbiz.de/10005822913
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Programme Evaluation with Multiple Treatments
Frölich, Markus - Institute for the Study of Labor (IZA) - 2002
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular … nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10005566371
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Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
Frölich, Markus - Institute for the Study of Labor (IZA) - 2002
In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...
Persistent link: https://www.econbiz.de/10005566385
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A Note on the Role of the Propensity Score for Estimating Average Treatment Effects
Frolich, Markus - In: Econometric Reviews 23 (2004) 2, pp. 167-174
Hahn [Hahn, J. (1998). On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66:315-331] derived the semiparametric efficiency bounds for estimating the average treatment effect (ATE) and the average treatment effect on the treated...
Persistent link: https://www.econbiz.de/10009279879
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Regression Discontinuity Design with Covariates
Frölich, Markus - Institute for the Study of Labor (IZA) - 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/10005762088
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Quantile treatment effects in the regression discontinuity design
Frandsen, Brigham R.; Frölich, Markus; Melly, Blaise - In: Journal of Econometrics 168 (2012) 2, pp. 382-395
We introduce a nonparametric estimator for local quantile treatment effects in the regression discontinuity (RD) design. The procedure uses local distribution regression to estimate the marginal distributions of the potential outcomes. We illustrate the procedure through Monte Carlo simulations...
Persistent link: https://www.econbiz.de/10011052292
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Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies
Diamond, Alexis; Sekhon, Jasjeet S. - In: The Review of Economics and Statistics 95 (2013) 3, pp. 932-945
This paper presents genetic matching, a method of multivariate matching that uses an evolutionary search algorithm to … determine the weight each covariate is given. Both propensity score matching and matching based on Mahalanobis distance are … limiting cases of this method. The algorithm makes transparent certain issues that all matching methods must confront. We …
Persistent link: https://www.econbiz.de/10011009911
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Econometría de evaluación de impacto
Núñez, Luis García - In: Revista Economía 34 (2011) 67, pp. 81-125
En años recientes los métodos de evaluación de impacto se han difundido ampliamente en la investigación microeconómica aplicada. Sin embargo, la variedad de métodos responde a problemas particulares y específicos los cuales están determinados normalmente por los datos disponibles y el...
Persistent link: https://www.econbiz.de/10009274599
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Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data
Galdo, Jose; Smith, Jeffrey Andrew; Black, Dan - Institute for the Study of Labor (IZA) - 2007
using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions …
Persistent link: https://www.econbiz.de/10005822100
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Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators
Simonsen, Marianne; Skipper, Lars - Stanford Institute for Economic Policy Research … - 2004
We estimate the effect of motherhood on wages using matching. We distinguish between net and direct effects. The net …
Persistent link: https://www.econbiz.de/10010616066