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Programme evaluation with multiple treatments

Frölich, Markus - 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/10011412411

Chapter 71 Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and t...

Heckman, James J.; Vytlacil, Edward J. - In: Handbook of econometrics : volume 6B, (pp. 4875-5143). 2007

marginal treatment effect. All of the estimation methods used in the applied evaluation literature, such as matching … evaluation of social programs. The marginal treatment effect is a choice-theoretic parameter that can be interpreted as a …

Persistent link: https://www.econbiz.de/10014024944

A nonparametric method for predicting survival probabilities

Klaauw, Bas van der; Vriend, Sandra - 2015

Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...

Persistent link: https://www.econbiz.de/10011391532

Recovering latent variables by matching

Arellano, Manuel; Bonhomme, Stéphane - 2020

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent …

Persistent link: https://www.econbiz.de/10012152500

Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable

Black, Dan A. - 2015

"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non …-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least … remarkable increase in computing power since then has made other methods, in particular matching, very easy to implement. …

Persistent link: https://www.econbiz.de/10011433502

Time varying hierarchical archimedean copulae

Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - 2010

There is increasing demand for models of time-varying and non-Gaussian dependencies for mul- tivariate time-series. Available models suffer from the curse of dimensionality or restrictive assumptions on the parameters and the distribution. A promising class of models are the hierarchical...

Persistent link: https://www.econbiz.de/10003953027

Sharp identified sets for discrete variable IV models

Chesher, Andrew; Smolinski, Konrad - 2010

Instrumental variable models for discrete outcomes are set, not point, identifying. The paper characterises identi.ed sets of structural functions when endogenous variables are discrete. Identi.ed sets are unions of large numbers of convex sets and may not be convex nor even connected. Each of...

Persistent link: https://www.econbiz.de/10003989956

What do instrumental variable models deliver with discrete dependent variables?

Chesher, Andrew; Rosen, Adam M. - 2013

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear probability model with bounds analysis using a nonparametric instrumental variable model. 2SLS has the advantage of providing an easy to compute point estimator of a slope...

Persistent link: https://www.econbiz.de/10009718426

Nonparametric estimates for conditional quantiles of time series

Franke, Jürgen E.; Mwita, Peter; Wang, Weining - 2014

We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt, where Xt can ei- ther exogenous variables or lagged variables of Yt . The conditional quantile is estimated by inverting a kernel estimate of the conditional distribution function,...

Persistent link: https://www.econbiz.de/10010238365

Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity

Vuong, Quang H.; Haiqing Xu - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 589-610

This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...

Persistent link: https://www.econbiz.de/10011801590

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