Simple and Bias-corrected Matching Estimators for Average Treatment Effects PDF Download
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Author: Alberto Abadie
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 72
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Book Description
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 number of new results. First, we show that matching estimators include a conditional bias term which may not vanish at a rate faster than root-N when more than one continuous variable is used for matching. As a result, matching estimators may not be root-N-consistent. Second, we show that even after removing the conditional bias, matching estimators with a fixed number of matches do not reach the semiparametric efficiency bound for average treatment effects, although the efficiency loss may be small. Third, we propose a bias-correction that removes the conditional bias asymptotically, making matching estimators root-N-consistent. Fourth, we provide a new estimator for the conditional variance that does not require consistent nonparametric estimation of unknown functions. We apply the bias-corrected matching estimators to the study of the effects of a labor market program previously analyzed by Lalonde (1986). We also carry out a small simulation study based on Lalonde's example where a simple implementation of the biascorrected matching estimator performs well compared to both simple matching estimators and to regression estimators in terms of bias and root-mean-squared-error. Software for implementing the proposed estimators in STATA and Matlab is available from the authors on the web.
Author: Alberto Abadie
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 72
Get Book Here
Book Description
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 number of new results. First, we show that matching estimators include a conditional bias term which may not vanish at a rate faster than root-N when more than one continuous variable is used for matching. As a result, matching estimators may not be root-N-consistent. Second, we show that even after removing the conditional bias, matching estimators with a fixed number of matches do not reach the semiparametric efficiency bound for average treatment effects, although the efficiency loss may be small. Third, we propose a bias-correction that removes the conditional bias asymptotically, making matching estimators root-N-consistent. Fourth, we provide a new estimator for the conditional variance that does not require consistent nonparametric estimation of unknown functions. We apply the bias-corrected matching estimators to the study of the effects of a labor market program previously analyzed by Lalonde (1986). We also carry out a small simulation study based on Lalonde's example where a simple implementation of the biascorrected matching estimator performs well compared to both simple matching estimators and to regression estimators in terms of bias and root-mean-squared-error. Software for implementing the proposed estimators in STATA and Matlab is available from the authors on the web.
Author: Agency for Health Care Research and Quality (U.S.)
Publisher: Government Printing Office
ISBN: 1587634236
Category : Medical
Languages : en
Pages : 236
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Book Description
This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)
Author: Shenyang Guo
Publisher: SAGE
ISBN: 1452235007
Category : Business & Economics
Languages : en
Pages : 449
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Book Description
Provides readers with a systematic review of the origins, history, and statistical foundations of Propensity Score Analysis (PSA) and illustrates how it can be used for solving evaluation and causal-inference problems.
Author: Todd D. Little
Publisher: Oxford University Press, USA
ISBN: 019937015X
Category : Psychology
Languages : en
Pages : 536
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Book Description
The Oxford Handbook of Quantitative Methods in Psychology provides an accessible and comprehensive review of the current state-of-the-science and a one-stop source for best practices in a quantitative methods across the social, behavioral, and educational sciences.
Author: Myoung-jae Lee
Publisher: Oxford University Press, USA
ISBN: 0199267685
Category : Business & Economics
Languages : en
Pages : 263
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Book Description
In many disciplines of science it is vital to know the effect of a 'treatment' on a response variable of interest; the effect being known as the 'treatment effect'. Here, the treatment can be a drug, an education program or an economic policy, and the response variable can be an illness,academic achievement or GDP. Once the effect is found, it is possible to intervene to adjust the treatment and attain a desired level of the response variable.A basic way to measure the treatment effect is to compare two groups, one of which received the treatment and the other did not. If the two groups are homogenous in all aspects other than their treatment status, then the difference between their response outcomes is the desired treatment effect. Butif they differ in some aspects in addition to the treatment status, the difference in the response outcomes may be due to the combined influence of more than one factor. In non-experimental data where the treatment is not randomly assigned but self-selected, the subjects tend to differ in observedor unobserved characteristics. It is therefore imperative that the comparison be carried out with subjects similar in their characteristics. This book explains how this problem can be overcome so the attributable effect of the treatment can be found.This book brings to the fore recent advances in econometrics for treatment effects. The purpose of this book is to put together various economic treatments effect models in a coherent fashion, make it clear which can be parameters of interest, and show how they can be identified and estimated underweak assumptions. The emphasis throughout the book is on semi- and non-parametric estimation methods, but traditional parametric approaches are also discussed. This book is ideally suited to researchers and graduate students with a basic knowledge of econometrics.
Author: Michael W. Doyle
Publisher: Princeton University Press
ISBN: 1400837693
Category : Political Science
Languages : en
Pages : 421
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Book Description
Making War and Building Peace examines how well United Nations peacekeeping missions work after civil war. Statistically analyzing all civil wars since 1945, the book compares peace processes that had UN involvement to those that didn't. Michael Doyle and Nicholas Sambanis argue that each mission must be designed to fit the conflict, with the right authority and adequate resources. UN missions can be effective by supporting new actors committed to the peace, building governing institutions, and monitoring and policing implementation of peace settlements. But the UN is not good at intervening in ongoing wars. If the conflict is controlled by spoilers or if the parties are not ready to make peace, the UN cannot play an effective enforcement role. It can, however, offer its technical expertise in multidimensional peacekeeping operations that follow enforcement missions undertaken by states or regional organizations such as NATO. Finding that UN missions are most effective in the first few years after the end of war, and that economic development is the best way to decrease the risk of new fighting in the long run, the authors also argue that the UN's role in launching development projects after civil war should be expanded.
Author: Henrik Hansen
Publisher: Routledge
ISBN: 1135705798
Category : Nature
Languages : en
Pages : 224
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Book Description
The focus on results in development agencies has led to increased focus on impact evaluation to demonstrate the effectiveness of development programmes. This book illustrates the broad range of methods available for counterfactual analysis of infrastructure programmes such as establishment, rehabilitation and maintenance of roads, water supply and electrical power plants and grids. Understanding the impact of interventions requires understanding of the context in which the intervention takes place and the channels through which it is expected to occur. For infrastructure interventions it is particularly important to identify the links between the input and the outcomes and impacts because the well-being of people, the ultimate impact, does not change directly as a consequence of the intervention. Therefore impact evaluation of infrastructure programmes typically requires mixing both quantitative and qualitative approaches as illustrated in many of the contribution to this edited volume. This book was originally published as a special issue of the Journal of Development Effectiveness.
Author: Todd D. Little
Publisher: Oxford University Press
ISBN: 0199934886
Category : Psychology
Languages : en
Pages : 507
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Book Description
Research today demands the application of sophisticated and powerful research tools. Fulfilling this need, The Oxford Handbook of Quantitative Methods is the complete tool box to deliver the most valid and generalizable answers to todays complex research questions. It is a one-stop source for learning and reviewing current best-practices in quantitative methods as practiced in the social, behavioral, and educational sciences. Comprising two volumes, this handbook covers a wealth of topics related to quantitative research methods. It begins with essential philosophical and ethical issues related to science and quantitative research. It then addresses core measurement topics before delving into the design of studies. Principal issues related to modern estimation and mathematical modeling are also detailed. Topics in the handbook then segway into the realm of statistical inference and modeling with chapters dedicated to classical approaches as well as modern latent variable approaches. Numerous chapters associated with longitudinal data and more specialized techniques round out this broad selection of topics. Comprehensive, authoritative, and user-friendly, this two-volume set will be an indispensable resource for serious researchers across the social, behavioral, and educational sciences.
Author: Walter Leite
Publisher: SAGE Publications
ISBN: 1483313395
Category : Social Science
Languages : en
Pages : 225
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Book Description
Practical Propensity Score Methods Using R by Walter Leite is a practical book that uses a step-by-step analysis of realistic examples to help students understand the theory and code for implementing propensity score analysis with the R statistical language. With a comparison of both well-established and cutting-edge propensity score methods, the text highlights where solid guidelines exist to support best practices and where there is scarcity of research. Readers will find that this scaffolded approach to R and the book’s free online resources help them apply the text’s concepts to the analysis of their own data.
Author: Wolfgang Wiedermann
Publisher: John Wiley & Sons
ISBN: 1118947045
Category : Social Science
Languages : en
Pages : 478
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Book Description
b”STATISTICS AND CAUSALITYA one-of-a-kind guide to identifying and dealing with modern statistical developments in causality Written by a group of well-known experts, Statistics and Causality: Methods for Applied Empirical Research focuses on the most up-to-date developments in statistical methods in respect to causality. Illustrating the properties of statistical methods to theories of causality, the book features a summary of the latest developments in methods for statistical analysis of causality hypotheses. The book is divided into five accessible and independent parts. The first part introduces the foundations of causal structures and discusses issues associated with standard mechanistic and difference-making theories of causality. The second part features novel generalizations of methods designed to make statements concerning the direction of effects. The third part illustrates advances in Granger-causality testing and related issues. The fourth part focuses on counterfactual approaches and propensity score analysis. Finally, the fifth part presents designs for causal inference with an overview of the research designs commonly used in epidemiology. Statistics and Causality: Methods for Applied Empirical Research also includes: New statistical methodologies and approaches to causal analysis in the context of the continuing development of philosophical theories End-of-chapter bibliographies that provide references for further discussions and additional research topics Discussions on the use and applicability of software when appropriate Statistics and Causality: Methods for Applied Empirical Research is an ideal reference for practicing statisticians, applied mathematicians, psychologists, sociologists, logicians, medical professionals, epidemiologists, and educators who want to learn more about new methodologies in causal analysis. The book is also an excellent textbook for graduate-level courses in causality and qualitative logic.
