Showing 1 - 10 of 42
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a meta-analysis. Specifically, we address the small sample behaviour of the OLS, the fixed effects regression and the mixed effects meta-estimators under three alternative...
Persistent link: https://www.econbiz.de/10010325529
This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal analysis that have been frequently applied in the evaluation...
Persistent link: https://www.econbiz.de/10010261808
In observational studies the overall aim when fitting a model for the propensity score is to reduce bias for an estimator of the causal effect. For this purpose guidelines for covariate selection for propensity score models have been proposed in the causal inference literature. To make the...
Persistent link: https://www.econbiz.de/10010321111
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a meta-analysis. Specifically, we address the small sample behaviour of the OLS, the fixed effects regression and the mixed effects meta-estimators under three alternative...
Persistent link: https://www.econbiz.de/10011372995
In observational studies the overall aim when fitting a model for the propensity score is to reduce bias for an estimator of the causal effect. For this purpose guidelines for covariate selection for propensity score models have been proposed in the causal inference literature. To make the...
Persistent link: https://www.econbiz.de/10009704287
Gini index is a widely used measure of economic inequality. This article develops a theory and methodology for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width without assuming any specific distribution of the data. Fixed sample size...
Persistent link: https://www.econbiz.de/10011506483
The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...
Persistent link: https://www.econbiz.de/10010492323
Propensity score based-estimators are commonly used to estimate causal effects in evaluation research. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the...
Persistent link: https://www.econbiz.de/10010479992
The traditional econometric techniques for frontier models, namely the Stochastic Frontier Approach (SFA), the Thick Frontier Approach (TFA) and the Distribution Free Approach (DFA) have in common that they depend on a priori assumptions that are, whether feasible or not, difficult to test. This...
Persistent link: https://www.econbiz.de/10008938440
Ordinary least squares regression residuals have a distribution that is dependent on a scale parameter. The term 'Studentization' is commonly used to describe a scale parameter dependent quantity U by a scale estimate S such that the resulting ratio, U/S, has a distribution that is free of from...
Persistent link: https://www.econbiz.de/10013132787