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Is there a Superior Distance Function for Matching in Small Samples?
Dettmann, Eva; Becker, Claudia; Schmeißer, Christian - 2010
The study contributes to the development of 'standards' for the application of matching algorithms in empirical … evaluation studies. The focus is on the first step of the matching procedure, the choice of an appropriate distance function … matching process. The choice of the analysed distance functions is determined by the results of former theoretical studies and …
Persistent link: https://www.econbiz.de/10010271409
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The propensity score : a means to an end
Augurzky, Boris; Schmidt, Christoph M. - 2001
Propensity score matching is a prominent strategy to reduce imbalance in observational studies. However, if imbalance …
Persistent link: https://www.econbiz.de/10011400848
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The Propensity Score : A Means to an End
Augurzky, Boris; Schmidt, Christoph M. - 2021
Propensity score matching is a prominent strategy to reduce imbalance in observational studies. However, if imbalance …
Persistent link: https://www.econbiz.de/10013320964
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The evaluation of community-based interventions : a Monte Carlo study
Augurzky, Boris; Schmidt, Christoph M. - 2001
The evaluation of interventions such as active labor market policies or medical programs by means of a randomized controlled trial is often considered the gold standard. However, randomized experiments might face severe shortcomings especially if performed at the group level. One such problem is...
Persistent link: https://www.econbiz.de/10011400817
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Treatment evaluation with multiple outcome periods under endogeneity and attrition
Frölich, Markus; Huber, Martin - 2014
This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment...
Persistent link: https://www.econbiz.de/10010249397
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State-Observation Sampling and the Econometrics of Learning Models
Calvet, Laurent E. - 2013
state-observation sampling (SOS) filter, for general state-space models with intractable observation densities. Second, we …
Persistent link: https://www.econbiz.de/10013093423
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Sensitivity of propensity score methods to the specifications
Zhao, Zhong - 2005
Propensity score matching estimators have two advantages. One is that they overcome the curse of dimensionality of … covariate matching, and the other is that they are nonparametric. However, the propensity score is usually unknown and needs to … in Smith and Todd (2005) that, if the unconfoundedness assumption fails, the matching results can be sensitive. However …
Persistent link: https://www.econbiz.de/10010267689
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Is there a Superior Distance Function for Matching in Small Samples?
Dettmann, Eva; Becker, Claudia; Schmeißer, Christian - Institut für Wirtschaftsforschung Halle (IWH) - 2010
The study contributes to the development of ’standards’ for the application of matching algorithms in empirical … evaluation studies. The focus is on the first step of the matching procedure, the choice of an appropriate distance function … matching rocess. The choice of the analysed distance functions is determined by the results of former theoretical studies and …
Persistent link: https://www.econbiz.de/10008489638
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Sensitivity of Propensity Score Methods to the Specifications
Zhao, Zhong - Institute for the Study of Labor (IZA) - 2005
Propensity score matching estimators have two advantages. One is that they overcome the curse of dimensionality of … covariate matching, and the other is that they are nonparametric. However, the propensity score is usually unknown and needs to … in Smith and Todd (2005) that, if the unconfoundedness assumption fails, the matching results can be sensitive. However …
Persistent link: https://www.econbiz.de/10005762292
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Copula-Based Semiparametric Models for Multivariate Time Series
Remillard, Bruno - 2011
In this paper, we extend copula-based univariate time series models studied in Chen & Fan (2006) to multivariate time series. Doing so, we tackle at the same time serial dependence as well as interdependence between several time series. The proposed methodology is totally different from the...
Persistent link: https://www.econbiz.de/10013133767