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Estimation in a Duration Model for Evaluating Educational Programs

Brannas, Kurt - 2021

The paper proposes two estimation approaches for duration models that are subject to right censored observations and selection effects. Main focus is on accelerated duration models and the estimators that are of the limited information type, i.e. they are not based on a fully specified selection...

Persistent link: https://www.econbiz.de/10013321330

Sticky assessments : the impact of teachers' grading standard on pupils' school performance

Keller, Tamás - 2015

This paper argues that school grades cannot be interpreted solely as a reward for a given school performance, since they also reflect teachers' ratings of pupils. Grades therefore contain valuable information about pupils' own - usually unknown - ability. The incorporated assessment in grade...

Persistent link: https://www.econbiz.de/10011317125

Two-part models for fractional responses defined as ratios of integers

Oberhofer, Harald; Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 123-144

This paper discusses two alternative two-part models for fractional response variables that are defined as ratios of integers. The first two-part model assumes a Binomial distribution and known group size. It nests the one-part fractional response model proposed by Papke and Wooldridge (1996)...

Persistent link: https://www.econbiz.de/10010417183

Model averaging in semiparametric estimation of treatment effects

Kitagawa, Toru; Muris, Chris - 2015

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an …

Persistent link: https://www.econbiz.de/10011309717

Outliers in semi-parametric estimation of treatment effects

Ontiveros, Darwin Ugarte; Canavire-Bacarreza, Gustavo; … - 2017

on the inability of matching estimators to deal with the evaluation problem. …

Persistent link: https://www.econbiz.de/10011778870

Outliers in semi-parametric estimation of treatment effects

Canavire-Bacarreza, Gustavo; Castro, Luis; Ontiveros, … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-32

Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this paper, we use Monte Carlo simulations to demonstrate that semi-parametric methods, such as matching, are biased in the presence of outliers. Bad and good leverage point outliers...

Persistent link: https://www.econbiz.de/10012547410

Outliers in Semi-Parametric Estimation of Treatment Effects

Ugarte Ontiveros, Darwin - 2017

the inability of matching estimators to deal with the evaluation problem …

Persistent link: https://www.econbiz.de/10012944434

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

How sensitive are matching estimates of active labor market policy effects to typically unobserved confounders?

Tübbicke, Stefan - In: Journal for labour market research 57 (2023) 1, pp. 1-16

Using a rich and unique combined administrative-survey dataset, this paper explores how sensitive propensity score (PS) matching estimates of Active Labor Market Policies (ALMPs) based on the selection-on-observables assumption are to typically unobserved covariates. Using a sample of German...

Persistent link: https://www.econbiz.de/10014366170

Estimating effects of staggered intervention with count and binary outcomes : a simulation study

Yadav, Anil; McHale, John; Harold, Jason; O'Neill, Stephen - 2024

Persistent link: https://www.econbiz.de/10014632059