We are interested in estimating the average effect of a binary treatment on a scalar outcome. If assignment to the treatment is independent of the potential outcomes given pretreatment variables, biases associated with simple treatment-control average comparisons can be removed by adjusting for...

In many fields researchers wish to consider statistical models that allow for more complex relationships than can be inferred using only cross-sectional data. Panel or longitudinal data where the same units are observed repeatedly at different points in time can often provide the richer data...

Recently there has been a surge in econometric work focusing on estimating average treatment effects under various sets of assumptions. One strand of this literature has developed methods for estimating average treatment effects for a binary treatment under assumptions variously described as...

Estimation of average treatment effects in observational, or non-experimental in pre-treatment variables. If the number of pre-treatment variables is large, and their distribution varies substantially with treatment status, standard adjustment methods such as covariance adjustment are often...

Estimation of average treatment effects under unconfoundedness or exogenous treatment assignment is often hampered by lack of overlap in the covariate distributions. This lack of overlap can lead to imprecise estimates and can make commonly used estimators sensitive to the choice of...

Matching estimators are widely used for the evaluation of programs or treatments. Often researchers use bootstrapping methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the bootstrap is in general not valid, even in the...

A large part of the recent literature on program evaluation has focused on estimation of the average effect of the treatment under assumptions of unconfoundedness or ignorability following the seminal work by Rubin (1974) and Rosenbaum and Rubin (1983). In many cases however, researchers are...

Matching estimators for average treatment effects are widely used in evaluation research despite the fact that their large sample properties have not been established in many cases. In this article, we develop a new framework to analyze the properties of matching estimators and establish a...

This paper develops an alternative approach to the widely used Difference-In-Difference (DID) method for evaluating the effects of policy changes. In contrast to the standard approach, we introduce a nonlinear model that permits changes over time in the effect of unobservables (e.g., there may...

We consider the implications of a specific alternative to the classical measurement error model, in which the data are optimal predictions based on some information set. One motivation for this model is that if respondents are aware of their ignorance they may interpret the question what is the...