Showing 1 - 10 of 10
The attractiveness of the Regression Discontinuity Design (RDD) in its sharp formulation rests on close similarities with a formal experimental design. On the other hand, it is of limited applicability since rarely individuals are assigned to the treatment group on the basis of a pre-program...
Persistent link: https://www.econbiz.de/10005509570
In this paper we study the impact of misreported treatment status on the estimation of causal treatment effects. We characterise the bias introduced by misclassification on the average treatment effect on the treated under the assumption of selection on observables. Although the bias of...
Persistent link: https://www.econbiz.de/10005727683
This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis built on an unconfoundedness restriction that embodies conditional independence restrictions in which there is conditioning on error free covariates. The approach uses small...
Persistent link: https://www.econbiz.de/10008631359
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The...
Persistent link: https://www.econbiz.de/10005509530
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea...
Persistent link: https://www.econbiz.de/10005509569
We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimisation problem is not well-defined when the sign of the...
Persistent link: https://www.econbiz.de/10010827515
<p><p>The matching method for treatment evaluation does not balance selective unobserved differences between treated and non-treated. We derive a simple correction term if there is an instrument that shifts the treatment probability to zero in specific cases. Policies with eligibility...</p></p>
Persistent link: https://www.econbiz.de/10005811437
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We...
Persistent link: https://www.econbiz.de/10005811469
The goal of this paper is to use a semiparametric reduced form model to estimate the effects of various tuition subsidies. This approach expands on the tuition subsidy example in Ichimura and Taber (2000) in a number of dimensions. It has become common practice in the empirical literature to...
Persistent link: https://www.econbiz.de/10005727663
The matching method for treatment evaluation does not balance selective unobserved differences between treated and non-treated. We derive a simple correction term if there is an instrument that shifts the treatment probability to zero in specific cases. Within the same framework we also suggest...
Persistent link: https://www.econbiz.de/10008752553