Université de Fribourg

Including Covariates in the Regression Discontinuity Design

Frölich, Markus ; Huber, Martin

In: Journal of Business and Economic Statistics, 2019, vol. 37, no. 4, p. 736-748

This article proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the treatment effect at the rate of one- dimensional nonparametric regression, irrespective of the...

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

In: Journal of Applied Econometrics, 2020, p. 481-504

This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, based on two instrumental variables. Using a discrete instrument for the treatment and an instrument with rich (in general continuous) support for non-response/attrition, we identify the average treatment effect on compliers as well as the...

Consortium of Swiss Academic Libraries

On the inefficiency of propensity score matching

Frölich, Markus

In: AStA Advances in Statistical Analysis, 2007, vol. 91, no. 3, p. 279-290

Consortium of Swiss Academic Libraries

Matching estimators and optimal bandwidth choice

Frölich, Markus

In: Statistics and Computing, 2005, vol. 15, no. 3, p. 197-215

Université de Fribourg

Including covariates in the regression discontinuity design

Frölich, Markus ; Huber, Martin

(Working Papers SES ; 489)

This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the treatment effect at the rate of one-dimensional nonparametric regression, irrespective of the...

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

The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation

Frölich, Markus ; Huber, Martin ; Wiesenfarth, Manuel

(Working Papers SES ; 454)

This paper investigates the fi nite sample performance of a comprehensive set of semi- and nonparametric estimators for treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches relying on parametric propensity score estimation, we also consider more fl exible approaches based on semi- or nonparametric propensity scores,...