Université de Fribourg

Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery

Deuchert, Eva ; Huber, Martin ; Schelker, Mark

In: Journal of Business and Economic Statistics, 2019, vol. 37, no. 4, p. 710-720

We propose a difference-in-differences approach for disentangling a total treatment effect within specific subpopulations into a direct effect and an indirect effect operating through a binary mediating variable. Random treatment assignment along with specific common trend and effect homogeneity assumptions identify the direct effects on the always and never takers, whose mediator is not...

Université de Fribourg

The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators

Bodory, Hugo ; Camponovo, Lorenzo ; Huber, Martin ; Lechner, Michael

In: Journal of Business and Economic Statistics, 2020, vol. 38, no. 1, p. 183-200

This article investigates the finite sample properties of a range of inference methods for propensity score-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyze both asymptotic approximations and bootstrap methods for computing variances and confidence intervals in our simulation designs, which are based on German...

Université de Fribourg

A Framework for Separating Individual-Level Treatment Effects From Spillover Effects

Huber, Martin ; Steinmayr, Andreas

In: Journal of Business & Economic Statistics, 2019, p. 1-15

This article suggests a causal framework for separating individual-level treatment effects and spillover effects such as general equilibrium, interference, or interaction effects related to treatment distribution. We relax the stable unit treatment value assumption assuming away treatment-dependent interaction between study participants and permit spillover effects within aggregates, for...

Université de Fribourg

Treatment evaluation in the presence of sample selection

Huber, Martin

In: Econometric reviews, 2014, vol. 33, no. 8, p. 869-905

Sample selection and attrition are inherent in a range of treatment evaluation problems such as the estimation of the returns to schooling or training. Conventional estimators tackling selection bias typically rely on restrictive functional form assumptions that are unlikely to hold in reality. This paper shows identification of average and quantile treatment effects in the presence of the...