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

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...

Université de Fribourg

The Finite Sample Performance of Estimators for Mediation Analysis Under Sequential Conditional Independence

Huber, Martin ; Lechner, Michael ; Mellace, Giovanni

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...

Université de Fribourg

Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour

Huber, Martin ; Lechner, Michael ; Steinmayr, Andreas

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...

Université de Fribourg

Direct and indirect effects of training vouchers for the unemployed

Huber, Martin ; Lechner, Michael ; Strittmatter, Anthony

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...

Université de Fribourg

Do German Welfare-to-Work Programmes Reduce Welfare Dependency and Increase Employment?

Huber, Martin ; Lechner, Michael ; Wunsch, Conny ; Walter, Thomas

In: German economic review, 2011, vol. 12, no. 2, p. 182-204

During the last decade, many Western economies reformed their welfare systems with the aim of activating welfare recipients by increasing welfare-to-work programmes (WTWP) and job-search enforcement. We evaluate the short-term effects of three important German WTWP implemented after a major reform in January 2005 (‘Hartz IV’), namely short training, further training with a planned...

Université de Fribourg

Does leaving welfare improve health? Evidence for Germany

Huber, Martin ; Lechner, Michael ; Wunsch, Conny

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...

Université de Fribourg

The Effect of Firms' Phased Retirement Policies on the Labor Market Outcomes of Their Employees

Huber, Martin ; Lechner, Michael ; Wunsch, Conny

In: ILR review, 2016, vol. 69, no. 5, p. 1216-1248

In this article, the authors assess the impact of firms’ offering a special form of phased retirement on their male employees’ labor market outcomes. The program aims at smoothing the transition from work to retirement and at decreasing costs in the public pension and unemployment insurance schemes through an increase in employment of elderly workers who otherwise would have exited...

Université de Fribourg

The performance of estimators based on the propensity score

Huber, Martin ; Lechner, Michael ; Wunsch, Conny

In: Journal of econometrics, 2013, vol. 175, no. 1, p. 1-21

We investigate the finite sample properties of a large number of estimators for the average treatment effect on the treated that are suitable when adjustment for observed covariates is required, like inverse probability weighting, kernel and other variants of matching, as well as different parametric models. The simulation design used is based on real data usually employed for the evaluation...