Showing 1 - 10 of 87
In paired randomized experiments units are grouped in pairs, often based on covariate information, with random assignment within the pairs. Average treatment effects are then estimated by averaging the within-pair differences in outcomes. Typically the variance of the average treatment effect...
Persistent link: https://www.econbiz.de/10010898174
In Abadie and Imbens (2006), it was shown that simple nearest-neighbor matching estimators include a conditional bias term that converges to zero at a rate that may be slower than <italic>N</italic> -super-1/2. As a result, matching estimators are not <italic>N</italic> -super-1/2-consistent in general. In this article, we...
Persistent link: https://www.econbiz.de/10010975848
This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a...
Persistent link: https://www.econbiz.de/10005583256
This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is...
Persistent link: https://www.econbiz.de/10005832286
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. The absence of formal results in this area may be partly due to the fact that standard asymptotic expansions do...
Persistent link: https://www.econbiz.de/10005332738
Matching estimators are widely used in empirical economics for the evaluation of programs or treatments. Researchers using matching methods often apply the bootstrap to calculate the standard errors. However, no formal justification has been provided for the use of the bootstrap in this setting....
Persistent link: https://www.econbiz.de/10005702259
Matching estimators are widely used in statistical data analysis. However, the large sample distribution of matching estimators has been derived only for particular cases. This article establishes a martingale representation for matching estimators. This representation allows the use of...
Persistent link: https://www.econbiz.de/10010605443
Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for matching estimators. This representation allows the...
Persistent link: https://www.econbiz.de/10005566424
The attacks of September 11, 2001, and more recently the Madrid and London downtown train bombings, have raised concerns over both the safety of downtowns and the continuous efforts by terrorists to attack areas of such high density and significance. This article employs building-level data on...
Persistent link: https://www.econbiz.de/10005394669
Published as an article in: European Economic Review, 2008, vol. 52, issue 1, pages 1-27.
Persistent link: https://www.econbiz.de/10004972677