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Inference with Difference-in-Differences Revisited

Brewer, Mike - 2014

A growing literature on inference in difference-in-differences (DiD) designs with grouped errors has been pessimistic about obtaining hypothesis tests of the correct size, particularly with few groups. We provide Monte Carlo evidence for three points: (i) it is possible to obtain tests of the...

Persistent link: https://www.econbiz.de/10013061928

Indirect Inference with Importance Sampling : An Application to Women's Wage Growth

Sauer, Robert M. - 2017

This paper has two main parts. In the first, we describe a method that smooths the objective function in a general class of indirect inference models. Our smoothing procedure makes use of importance sampling weights in estimation of the auxiliary model on simulated data. The importance sampling...

Persistent link: https://www.econbiz.de/10012947135

Inference on Causal Effects in a Generalized Regression Kink Design

Card, David E. - 2015

" generalization that allows for omitted variables in the assignment rule, noncompliance, and certain types of measurement errors in …

Persistent link: https://www.econbiz.de/10013029646

A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models

van den Berg, Gerard J. - 2014

We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process...

Persistent link: https://www.econbiz.de/10013049749

The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators

Bodory, Hugo - 2016

This paper investigates the finite sample properties of a range of inference methods for propensity score-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyse both asymptotic approximations and bootstrap methods for...

Persistent link: https://www.econbiz.de/10012999030

Fixed Effects and Causal Inference

Millimet, Daniel L.; Bellemare, Marc F. - 2023

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate causal effects with nonexperimental data that are not confounded by time-invariant, unit-specific heterogeneity. One feature of the fixed effects estimator, however, is often...

Persistent link: https://www.econbiz.de/10014348300

An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion

Conniffe, Denis - 2012

There is a large literature estimating Arrow-Pratt coefficients of absolute and relative risk aversion. A striking feature of this literature is the very wide variation in the reported estimates of the coefficients. While there are often legitimate reasons for these differences in the estimates,...

Persistent link: https://www.econbiz.de/10013099686

Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable

Millimet, Daniel L. - 2019

While classical measurement error in the dependent variable in a linear regression framework results only in a loss of … precision, non-classical measurement error can lead to estimates which are biased and inference which lacks power. Here, we … consider a particular type of non-classical measurement error: skewed errors. Unfortunately, skewed measurement error is likely …

Persistent link: https://www.econbiz.de/10012863376

Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures

Firpo, Sergio - 2010

This paper presents semiparametric estimators of distributional impacts of interventions (treatment) when selection to the program is based on observable characteristics. Distributional impacts of a treatment are calculated as differences in inequality measures of the potential outcomes of...

Persistent link: https://www.econbiz.de/10013146176

Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences

DeLuna, Xavier - 2009

In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...

Persistent link: https://www.econbiz.de/10012765090