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Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
Frölich, Markus - 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/10010262665
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Nonparametric IV estimation of local average treatment effects with covariates
Frölich, Markus - 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/10011413605
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A Caseworker Like Me: Does the Similarity between Unemployed and Caseworker Increase Job Placements?
Behncke, Stefanie; Frölich, Markus; Lechner, Michael - Institute for the Study of Labor (IZA) - 2008
caseworker and unemployed, does not lead to detectable effects on employment. These results, obtained by statistical matching …
Persistent link: https://www.econbiz.de/10005822697
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Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables
Frölich, Markus; Huber, Martin - Institute for the Study of Labor (IZA) - 2014
This paper discusses the nonparametric identification of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...
Persistent link: https://www.econbiz.de/10010790509
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The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - Institute for the Study of Labor (IZA) - 2015
propensity scores, nonparametric regression, and direct covariate matching. In addition to (pair, radius, and kernel) matching … such as genetic matching, entropy balancing, and empirical likelihood estimation. We vary a range of features (sample size …. Nonparametric regression, nonparametric doubly robust estimation, nonparametric IPW, and one-to-many covariate matching perform best. …
Persistent link: https://www.econbiz.de/10011125870
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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - Faculté des sciences économiques et sociales - … - 2015
propensity scores, nonparametric regression, and direct covariate matching. In addition to (pair, radius, and kernel) matching … such as genetic matching, entropy balancing, and empirical likelihood estimation. We vary a range of features (sample size …. Nonparametric regression, nonparametric doubly robust estimation, nonparametric IPW, and one-to-many covariate matching perform best. …
Persistent link: https://www.econbiz.de/10011184647
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Direct and indirect treatment effects: Causal chains and mediation analysis with instrumental variables
Frölich, Markus; Huber, Martin - 2014
This paper discusses the nonparametric identi.cation of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...
Persistent link: https://www.econbiz.de/10011282643
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Identification of treatment effects on the treated with one-sided non-compliance
Frölich, Markus; Melly, Blaise - 2008
Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when there is one-sided perfect non-compliance. However, this property is lost when covariates are...
Persistent link: https://www.econbiz.de/10010268552
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A caseworker like me: does the similarity between unemployed and caseworker increase job placements?
Behncke, Stefanie; Frölich, Markus; Lechner, Michael - 2008
caseworker and unemployed, does not lead to detectable effects on employment. These results, obtained by statistical matching …
Persistent link: https://www.econbiz.de/10010268853
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Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables
Frölich, Markus; Huber, Martin - 2014
This paper discusses the nonparametric identification of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...
Persistent link: https://www.econbiz.de/10010398297