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...
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(Working Papers SES ; 466)
This paper 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 analyse both asymptotic approximations and bootstrap methods for computing variances and confidence intervals in our simulation design, which is based on large scale labor...
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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...
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(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...
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(Working Papers SES ; 470)
We introduce a wild bootstrap algorithm for the approximation of the sampling distribution of pair or one-to-many propensity score matching estimators. Unlike the conventional iid bootstrap, the proposed wild bootstrap approach does not construct bootstrap samples by randomly resampling from the observations with uniform weights. Instead, it fixes the covariates and constructs the bootstrap...
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In: Empirical economics, 2015, vol. 49, no. 1, p. 1-31
Using a simulation design that is based on empirical data, a recent study by Huber et al. (J Econom 175:1–21, 2013) finds that distance-weighted radius matching with bias adjustment as proposed in Lechneret et al. (J Eur Econ Assoc 9:742–784, 2011) is competitive among a broad range of propensity score-based estimators used to correct for mean differences due to observable covariates. In...
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In: Health economics, 2011, vol. 20, no. 4, p. 484-504
Using exceptionally rich linked administrative and survey information on German welfare recipients we investigate the health effects of transitions from welfare to employment and of assignments to welfare-to-work programmes. Applying semi- parametric propensity score matching estimators we find that employment substantially increases (mental) health. The positive effects are mainly driven by...
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In: Journal of the Royal Statistical Society Series A, 2018, vol. 181, no. 2, p. 441-463
This paper evaluates the effects of awarding vouchers for vocational training on the employment outcomes of unemployed voucher recipients in Germany, as well as the potential mechanism through which they operate. This study assesses the direct effects of voucher assignment net of actual redemption, which may be driven by preference shaping and learning about possible human capital investments...
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In: Journal of Business & Economic Statistics, 2016, vol. 34, no. 1, p. 139-160
Using a comprehensive simulation study based on empirical data, this article investigates the finite sample properties of different classes of parametric and semiparametric stimators of (natural) direct and indirect causal effects used in mediation analysis under sequential conditional independence assumptions. The estimators are based on regression, inverse probability weighting, and...
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(Working Papers SES ; 456)
This paper evaluates the effect of a voucher award system for assignment into vocational training on the employment outcomes of unemployed voucher recipients in Germany, along with the causal mechanisms through which it operates. It assesses the direct effect of voucher assignment net of actual redemption, which may be driven by preference shaping/learning about (possibilities of) human capital...
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