Working papers SES

Working papers SES
The Working Papers SES collection is a series of research papers authored by members of the Faculty of Economics and Social Sciences of the University of Fribourg (Switzerland). This series exists since 1980 and the themes investigated reflect the different scientific orientations of the Faculty: economics, business administration, computer management, quantitative methods, social sciences and media and communication sciences. The contents of the research papers are the sole responsibility of their authors.
Université de Fribourg

A review of causal mediation analysis for assessing direct and indirect treatment effects

Huber, Martin

(Working Papers SES ; 500)

Mediation analysis aims at evaluating the causal mechanisms through which a treatment or intervention affects an outcome of interest. The goal is to disentangle the total treatment effect into an indirect effect operating through one or several observed intermediate variables, the so-called mediators, as well as a direct effect reflecting any impact not captured by the observed mediator(s)....

Université de Fribourg

Evaluating local average and quantile treatment effects under endogeneity based on instruments : a review

Huber, Martin ; Wüthrich, Kaspar

(Working Papers SES ; 479)

This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental variable (IV) methods. We focus on models that achieve identification through a monotonicity assumption on the selection equation and analyze local average and quantile treatment effects for the subpopulation of compliers. We start with a comprehensive...

Université de Fribourg

Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments

Fricke, Hans ; Frölich, Markus ; Huber, Martin ; Lechner, Michael

(Working Papers SES ; 459)

This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for nonresponse/attrition, we identify the average treatment effect on compliers as well as the total population and suggest...

Université de Fribourg

A cautionary tale about control variables in IV estimation

Deuchert, Eva ; Huber, Martin

(Working Papers SES ; 453)

Many instrumental variable (IV) regressions include control variables to justify (conditional) independence of the instrument and the potential outcomes. The plausibility of conditional IV independence crucially depends on the timing when the control variables are determined. This paper systemically works through different IV models and discusses the (conditions for the) satisfaction of...