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In this paper we study doubly robust estimators of various average treatment effects under unconfoundedness. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting;...
Persistent link: https://www.econbiz.de/10010757772
In this paper we evaluate the premise from the recent literature on Monte Carlo studies that an empirically motivated simulation exercise is informative about the actual ranking of various estimators when applied to a particular problem. We consider two alternative designs and provide an...
Persistent link: https://www.econbiz.de/10011128022
In this paper I develop a consistent estimator of the population average treatment effect (PATE) which is based on a nonstandard version of the Oaxaca–Blinder decomposition. As a result, I extend the recent literature which has utilized the treatment effects framework to reinterpret this...
Persistent link: https://www.econbiz.de/10011128035
In this paper we evaluate the premise from the recent literature on Monte Carlo studies that an empirically motivated simulation exercise is informative about the actual ranking of various estimators when applied to a particular problem. We consider two alternative designs and provide an...
Persistent link: https://www.econbiz.de/10010827531
In this paper I use the National Supported Work (NSW) data to examine the validity of the Oaxaca–Blinder unexplained component as an estimator of the population average treatment effect on the treated (PATT). Precisely, I utilize dataset and variable selections used in previous studies of the...
Persistent link: https://www.econbiz.de/10009493300
I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed effects...
Persistent link: https://www.econbiz.de/10005509540
I show how to identify and estimate the average partial effect of explanatory variables in a model where unobserved heterogeneity interacts with the explanatory variables and may be unconditionally correlated with the explanatory variables. To identify the populationaveraged effects, I use...
Persistent link: https://www.econbiz.de/10005509546
Persistent link: https://www.econbiz.de/10005380919
Persistent link: https://www.econbiz.de/10005411639
In this comment on Gurmu and Trivedi's “Variable Augmentation Specification Tests in the Linear Exponential Family,” I show how their generalized linear model (GLM) approach relates to other work in econometrics on specification testing in the linear exponential family. In addition to...
Persistent link: https://www.econbiz.de/10005411662