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Estimating the Effect of Student Aid on College Enrollment : Evidence from a Government Grant Policy Reform

Nielsen, Helena Skyt; Taber, Christopher; Soerensen, Torben - 2021

In this paper, we investigate the responsiveness of the demand for college to changes in student aid arising from a Danish reform. We separately identify the effect of aid from that of other observed and unobserved variables such as parental income. We exploit the combination of a kinked aid...

Persistent link: https://www.econbiz.de/10013238962

Cramming : The Effects of School Accountability on College-Bound Students

Donovan, Colleen - 2010

This paper is the first to explore the effects of school accountability systems on high-achieving students' long … basic skills apparently led to generally reduced performance by high-achieving students, while an accountability system … other technical subjects. Both types of systems are associated with increased quot;crammingquot; by students in college. The …

Persistent link: https://www.econbiz.de/10012760605

Regression Discontinuity in Time : Considerations for Empirical Applications

Hausman, Catherine - 2017

Recent empirical work in several economic fields, particularly environmental and energy economics, has adapted the regression discontinuity (RD) framework to applications where time is the running variable and treatment begins at a particular threshold in time. In this guide for practitioners,...

Persistent link: https://www.econbiz.de/10012951355

Pre-Event Trends in the Panel Event-Study Design

Freyaldenhoven, Simon - 2018

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the...

Persistent link: https://www.econbiz.de/10012920350

Semiparametrically Efficient Estimation of the Average Linear Regression Function

Graham, Bryan S. - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive “treatments”. Consider the linear regression of Y onto X in a subpopulation...

Persistent link: https://www.econbiz.de/10012908172

Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models

Kalouptsidi, Myrto - 2018

In structural dynamic discrete choice models, unobserved and mis-measured state variables may lead to biased parameter estimates and misleading inference. In this paper, we show that instrumental variables can address such measurement problems when they relate to state variables that evolve...

Persistent link: https://www.econbiz.de/10012909858

Monte Carlo for Robust Regression : The Swindle Unmasked

Holland, Paul W. - 2021

This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned

Persistent link: https://www.econbiz.de/10013219725

Linear Regression Diagnostics

Welsch, Roy E.; Kuh, Edwin - 2021

This paper attempts to provide the user of linear multiple regression with a battery of diagnostic tools to determine which, if any, data points have high leverage or influence on the estimation process and how these possibly discrepant data points differ from the patterns set by the majority of...

Persistent link: https://www.econbiz.de/10013222330

Instrumental Variables Regression with Weak Instruments

Staiger, Douglas; Stock, James H. - 2021

This paper develops asymptotic distribution theory for instrumental variable regression when the partial correlation between the instruments and a single included endogenous variable is weak, here modeled as local to zero. Asymptotic representations are provided for various instrumental variable...

Persistent link: https://www.econbiz.de/10013225602

Robust Non-Linear Regression Using the Dogleg Algorithm

Welsch, Roy E.; Becker, Richard - 2021

What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis

Persistent link: https://www.econbiz.de/10013239379