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Einmahl, John H. J. - 2014

We extend classical extreme value theory to non-identically distributed observations. When the distribution tails are proportional much of extreme value statistics remains valid. The proportionality function for the tails can be estimated nonparametrically along with the (common) extreme value...

Persistent link: https://www.econbiz.de/10013058580

Anchoring Bias and Covariate Nonresponse

Vazquez-Alvarez, R.; Boner, Christoph - 2004

Non-random item nonreponse makes identification if parameters problematic. Such nonresponse can occur with respect to both dependent and conditioning variables. A method often used to reduce nonresponse is that of adding unfolding brackets as follow up to open-ended questions. With these,...

Persistent link: https://www.econbiz.de/10014073903

A Note on the Relation of Weighting and Matching Estimators

Lechner, Michael - School of Economics and Political Science, Universität … - 2007

This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and … derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison …

Persistent link: https://www.econbiz.de/10005200691

A Martingale Representation for Matching Estimators

Abadie, Alberto; Imbens, Guido W. - Institute for the Study of Labor (IZA) - 2009

matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for …

Persistent link: https://www.econbiz.de/10005566424

The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru

Núñez, Luis García - Departamento de Economía, Pontificia Universidad … - 2010

non experimental data. After estimating by propensity score matching with multiple treatments, I find a statistically …

Persistent link: https://www.econbiz.de/10008642560

Evaluating nonexperimental estimators for multiple treatments: evidence from experimental data

Flores, Carlos A.; Mitnik, Oscar A. - 2009

This paper assesses the effectiveness of unconfoundedness-based estimators of mean effects for multiple or multivalued treatments in eliminating biases arising from nonrandom treatment assignment. We evaluate these multiple treatment estimators by simultaneously equalizing average outcomes among...

Persistent link: https://www.econbiz.de/10010271265

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

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 the assigned treatments in his market. To evaluate how the...

Persistent link: https://www.econbiz.de/10010277334

Regression discontinuity design with covariates

Frölich, Markus - 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/10010318461

Generalized single-index models: The EFM approach

Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing - 2009

Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and financial econometrics. Estimating and testing the model...

Persistent link: https://www.econbiz.de/10010270710