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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?

Bjerk, David - 2009

Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...

Persistent link: https://www.econbiz.de/10010271337

Joining panel data with cross-sections for efficiency gains: an application to a consumption equation for Nicaragua

Bruno, Randolph Luca; Stampini, Marco - 2007

This paper explores how cross-sectional data can be exploited jointly with longitudinal data, in order to increase estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an innovative procedure and we show its implementation by...

Persistent link: https://www.econbiz.de/10010271885

Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction

Chao, John C.; Swanson, Norman R. - 2003

We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic scheme which essentially requires the expectation of the first stage F-statistic to converge to a finite (possibly small)...

Persistent link: https://www.econbiz.de/10010271942

Bootstrap inference for K-nearest neighbour matching estimators

de Luna, Xavier; Johansson, Per; Sjöstedt-de Luna, Sara - 2010

-nearest neighbour (KNN) matching estimators of average causal effects. This is an interesting result showing that bootstrap should not … valid inference for KNN matching estimators. We resample estimated individual causal effects (EICE), i.e. the difference in … the matching covariate, we obtain a bootstrap scheme valid also with heterogeneous causal effects where mild assumptions …

Persistent link: https://www.econbiz.de/10010273923

Local polynomial regression with truncated or censored response

Karlsson, Maria; Cantoni, Eva; de Luna, Xavier - 2009

Truncation or censoring of the response variable in a regression model is a problem in many applications, e.g. when the response is insurance claims or the durations of unemployment spells. We introduce a local polynomial regression estimator which can deal with such truncated or censored...

Persistent link: https://www.econbiz.de/10010273938

Cluster sample inference using sensitivity analysis: The case with few groups

Vikström, Johan - 2009

This paper re-examines inference for cluster samples. Sensitivity analysis is proposed as a new method to perform inference when the number of groups is small. Based on estimations using disaggregated data, the sensitivity of the standard errors with respect to the variance of the cluster...

Persistent link: https://www.econbiz.de/10010273962

Treatment evaluation in the case of interactions within markets

Ferracci, Marc; Jolivet, Grégory; van den Berg, Gerard J. - 2010

We extend the standard evaluation framework to allow for interactions between individuals within segmented markets. An individual's outcome depends not only on the assigned treatment status but also on (features of) the distribution of treatments in his market. To evaluate how the distribution...

Persistent link: https://www.econbiz.de/10010273977

Robust estimation of dimension reduction space

Čίžek, Pavel; Härdle, Wolfgang Karl - 2005

Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy-tailed distributions. We show that the recently proposed methods by Xia et al. (2002) can be made robust in such a way that preserves all advantages of the original...

Persistent link: https://www.econbiz.de/10010274107

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, … - 2005

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...

Persistent link: https://www.econbiz.de/10010274110

Adaptive pointwise estimation in time-inhomogeneous time-series models

Čížek, Pavel; Härdle, Wolfgang Karl; Spokoiny, Vladimir - 2008

This paper offers a new method for estimation and forecasting of the linear and nonlinear time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient parametric models, such as AR or GARCH, whose coefficients...

Persistent link: https://www.econbiz.de/10010274136