Showing 1 - 9 of 9
Finding effects of a binary treatment D on a right-censored duration Y with covariates X is an important issue in survival/failure duration analysis. This paper shows that the ratio, not the difference, of the survival probabilities of the treatment and control groups solves the random censoring...
Persistent link: https://www.econbiz.de/10014076806
In this paper, we propose a method that enables researchers to estimate the treatment effect averaged over an entire population using an instrumental variable (IV) in a setting where a running variable fully determines the treatment. We apply our method to the estimation of the incumbency effect...
Persistent link: https://www.econbiz.de/10014080735
We show that the main nonparametric identification finding of Abbring and Van den Berg (2003b, Econometrica) for the effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the identification is based on the competing-risks identification...
Persistent link: https://www.econbiz.de/10012981520
We consider regression discontinuity (RD) design with two, not one, running/forcing variables for a single treatment. The main identified entity is a 'double-difference-based ratio', where the numerator is a 'local difference in differences (DD)' for the response, and the denominator is a local...
Persistent link: https://www.econbiz.de/10012891235
Individual responses to a treatment D=0,1 differ, depending on covariates X. Averaging such a heterogeneous effect is usually done with the density of X, but the average with `overlap weight (OW)' is done "surreptitiously" with X controlled, where OW is the normalized version of PS×(1-PS) with...
Persistent link: https://www.econbiz.de/10013220235
Given an endogenous binary treatment D, an outcome Y and covariates Z, finding an instrument for D is far from easy. Instead, this paper deals with the endogeneity using two-wave (t=1,2) panel data, assuming that the endogeneity is caused by a time-constant error δ_{i}. We postulate that Y_{it}...
Persistent link: https://www.econbiz.de/10013215411
The main attraction of Regression Discontinuity (RD) is local randomization around the cutoff. However, often the running variable (or just ''score'') is manipulated to ruin the local randomization. To detect manipulation, typically, the continuity at the cutoff of the score density function is...
Persistent link: https://www.econbiz.de/10012849184
In some surveys, the survey interview dates are scattered over many months. If a treatment unrelated to the survey purpose takes place during the survey period, then randomized data can obtain because individuals interviewed before and after the treatment timing are homogeneous. This happened in...
Persistent link: https://www.econbiz.de/10012866099
Given a binary treatment D, a response Y and covariates X, often X interacts with D in an unknown way to make the treatment effect heterogeneous. If D is exogenous, there are various semi-parametric approaches (matching, inverse probability weighting, etc.) to estimate a weighted average of the...
Persistent link: https://www.econbiz.de/10012870503