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We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects. The tests allow researchers not only to test for selection on either or both of the treated and untreated outcomes, but also to assess the magnitude of the...
Persistent link: https://www.econbiz.de/10013015009
The identification of causal effects in linear models relies, explicitly and implicitly, on the imposition of …
Persistent link: https://www.econbiz.de/10013015500
What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searching for most powerful tests, to wild practitioners, blindly reporting p-values and claiming statistical significance...
Persistent link: https://www.econbiz.de/10012927199
The paper presents the problem of identification in parametric models from the algebraic point of view. We argue that it is not just another perspective but the proper one. That is using our approach we can see the very nature of the identification problem, which is slightly different than that...
Persistent link: https://www.econbiz.de/10013008561
The identification of causal effects in linear models relies, explicitly and implicitly, on the imposition of …
Persistent link: https://www.econbiz.de/10013016413
partially unavailable, and dynamic discrete games. We propose a sieve maximum likelihood estimator for primitives in agents …
Persistent link: https://www.econbiz.de/10012830147
The centrality in a network is a popular metric for agents' network positions and is often used in regression models to model the network effect on an outcome variable of interest. In empirical studies, researchers often adopt a two-stage procedure to first estimate the centrality and then infer...
Persistent link: https://www.econbiz.de/10013313216
choices are partially unavailable, and dynamic discrete games. We propose a sieve maximum likelihood estimator for primitives …
Persistent link: https://www.econbiz.de/10012271085
Identification in a regression discontinuity (RD) design hinges on the discontinuity in the probability of treatment when a covariate (assignment variable) exceeds a known threshold. If the assignment variable is measured with error, however, the discontinuity in the first stage relationship...
Persistent link: https://www.econbiz.de/10011580530
This paper develops identification and estimation methods for dynamic structural models when agents' actions are unobserved by econometricians. We provide conditions under which choice probabilities and latent state transition rules are nonparametrically identified with a continuous state...
Persistent link: https://www.econbiz.de/10012019994