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Nonparametric IV estimation of local average treatment effects with covariates
Froelich, Markus - School of Economics and Political Science, Universität … - 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/10005453938
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A generalization of the balancing property of the propensity score
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
Propensity score matching is a nonparametric technique frequently used for estimating average treatment effects. Yet … its applicability is not confined to treatment evaluation. In this paper the propensity score property is generalized to … the setting of selection on unobservables. It is shown that propensity score matching can be used to decompose effects due …
Persistent link: https://www.econbiz.de/10005453940
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Programme Evaluation with Multiple Treatments
Froelich, Markus - School of Economics and Political Science, Universität … - 2002
This paper reviews the main identification and estimation strategies for microeconometric policy evaluation. Particular … nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10005696723
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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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Including Covariates in the Regression Discontinuity Design
Frölich, Markus; Huber, Martin - 2017
This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the...
Persistent link: https://www.econbiz.de/10011786988
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Quantile Treatment Effects in the Regression Discontinuity Design
Frölich, Markus; Melly, Blaise - Institute for the Study of Labor (IZA) - 2008
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very helpful tool to characterize the effects of certain interventions on the outcome distribution. The...
Persistent link: https://www.econbiz.de/10005233749
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Regression discontinuity design with covariates
Frölich, Markus - School of Economics and Political Science, Universität … - 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/10005200689
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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