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Causal inference with observational data AgEcon
Nichols, Austin.
Problems with inferring causal relationships from nonexperimental data are briefly reviewed, and four broad classes of methods designed to allow estimation of and inference about causal parameters are described: panel regression, matching or reweighting, instrumental variables, and regression discontinuity. Practical examples are offered, and discussion focuses on checking required assumptions to the extent possible.
Tipo: Article Palavras-chave: Xtreg; Psmatch2; Nnmatch; Ivreg; Ivreg2; Ivregress; Rd; Lpoly; Xtoverid; Ranktest; Causal inference; Match; Matching; Reweighting; Propensity score; Panel; Instrumental variables; Excluded instrument; Weak identification; Regression; Discontinuity; Local polynomial; Research Methods/ Statistical Methods.
Ano: 2007 URL: http://purl.umn.edu/119292
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Erratum and discussion of propensity–score reweighting AgEcon
Nichols, Austin.
Tipo: Article Palavras-chave: Xtreg; Psmatch2; Nnmatch; Ivreg; Ivreg2; Ivregress; Rd; Lpoly; Xtoverid; Ranktest; Causal inference; Match; Matching; Reweighting; Propensity score; Panel; Instrumental variables; Excluded instrument; Weak identification; Regression; Discontinuity; Local polynomial; Research Methods/ Statistical Methods.
Ano: 2008 URL: http://purl.umn.edu/122619
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Implementing matching estimators for average treatment effects in Stata AgEcon
Abadie, Alberto; Drukker, David M.; Herr, Jane Leber; Imbens, Guido W..
This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a bias adjustment; and to use heteroskedastic-robust variance estimators.
Tipo: Journal Article Palavras-chave: Nnmatch; Average treatment effects; Matching; Exogeneity; Unconfoundedness; Ignorability; Research Methods/ Statistical Methods.
Ano: 2004 URL: http://purl.umn.edu/116250
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