Download or read book Clustered Local Average Treatment Effects written by Didier Nibbering and published by . This book was released on 2022 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Multiple unordered treatments with a binary instrument for each treatment are common in policy evaluation. This multiple treatment setting allows for different types of changes in treatment status that are non-compliant with the activated instrument. Therefore, instrumental variable (IV) methods have to rely on strong assumptions on the subjects' behavior to identify local average treatment effects (LATEs). This paper introduces a new IV strategy that identifies an interpretable weighted average of LATEs under relaxed assumptions, in the presence of clusters with similar treatments. The clustered LATEs allow for shifts across treatment clusters that are consistent with preference updating, but render IV estimation of individual LATEs biased. The clustered LATEs are estimated by standard IV methods, and we provide an algorithm that estimates the treatment clusters. We empirically analyze the effect of fields of study on academic student progress, and find violations of the LATE assumptions in line with preference updating, clusters with similar fields, treatment effect heterogeneity across students, and significant differences in student progress due to fields of study.
Download or read book Estimating the Average Treatment Effect Using the Cluster Hierarchy and Merge Post stratification Method written by Kingsley Darko and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Randomized experiments help reduce bias in estimates of the average treatment effect by ensuring that confounders have the same distribution across treatment groups. However, some randomizations can still have imbalances on important confounders, which can lead to inaccurate estimates. Post-stratification is one method for correcting these imbalances to improve estimates. In post-stratification, we form groups of units, called strata, and estimate the overall treatment effect by taking a weighted average of treatment effects within each stratum. In practice, strata are formed based on the values of the confounders. We examine the ad-hoc post-stratification method, where we form groups of units so that every group has at least one treated and control unit. A sufficient condition for the unbiasedness of post-stratification estimators is treatment assignment symmetry-that conditioned on the number of treated units within each stratum, each treatment assignment is equally likely. However, ensuring that each stratum has at least one treatment status often violates assignment symmetry and leads to biased estimates. This report considers a new method for forming strata- cluster hierarchy and merge post-stratification (CHAMP)-that ensures that each treatment status is represented within each stratum and satisfies a weaker form of assignment symmetry required for unbiased estimation. We perform a simulation study to compare CHAMP post-stratification with ad-hoc methods for forming strata. We show that CHAMP post-stratification successfully eliminates bias while ensuring small standard errors of post-stratification estimators. Finally, we apply our method to the Study to Understand Prognoses and Preferences for Outcomes and Risks and Treatments (SUPPORT) dataset to assess the efficacy of right heart catheterization in the initial care of critically ill patients.
Download or read book Identification and Estimation of Local Average Treatment Effects written by Guido W. Imbens and published by . This book was released on 1995 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate conditions sufficient for identification of average treatment effects using instrumental variables. First we show that the existence of valid instruments is not sufficient to identify any meaningful average treatment effect. We then establish that the combination of an instrument and a condition on the relation between the instrument and the participation status is sufficient for identification of a local average treatment effect for those who can be induced to change their participation status by changing the value of the instrument. Finally we derive the probability limit of the standard IV estimator under these conditions. It is seen to be a weighted average of local average treatment effects.
Download or read book The Impact Evaluation of Cluster Development Programs written by Franco Boneu and published by Inter-American Development Bank. This book was released on 2016-05-02 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do cluster development programs work? Do they fundamentally encourage the essential inter-firm linkages and coordination? Do they lead to innovation and productivity, enterprise development, larger employment, and export growth, and if so, after how long? Do other firms benefit from these programs? This book offers insight into quantitative methods that help answer these questions. Cluster development is a form of modern industrial policy that is spreading across the world to help exploit the externalities emerging from geographical agglomeration and inter-firm coordination. Therefore, rigorous impact evaluations are necessary because they help policymakers understand better ways to design future programs and provide accountability for public resources. The chapters argue that enterprise clusters and the programs to support them are diverse and multidimensional processes that require a variety of instruments to be fully understood and assessed. The book as a whole gathers various methodological essays and quantitative tests of complementary tools and approaches, emphasizing their usefulness and effectiveness in coordination with one another. Most importantly, it asserts that policy evaluation is crucial, in particular when it comes to cluster development programs, to ensure the best use of public resources, the accountability of beneficiaries, and most of all to feed the necessary learning to improve the design and implementation of public policies for enterprise development.
Download or read book Pitfalls when Estimating Treatment Effects Using Clustered Data written by James G. MacKinnon and published by . This book was released on 2017 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inference for estimates of treatment effects with clustered data requires great care when treatment is assigned at the group level. This is true for both pure treatment models and difference-in-differences regressions. Even when the number of clusters is quite large, cluster-robust standard errors can be much too small if the number of treated (or control) clusters is small. Standard errors also tend to be too small when cluster sizes vary a lot, resulting in too many false positives. Bootstrap methods generally perform better than t tests, but they can also yield very misleading inferences in some cases.
Download or read book Handbook of Probability written by Tamás Rudas and published by SAGE. This book was released on 2008-02-21 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is a valuable reference guide for readers interested in gaining a basic understanding of probability theory or its applications in problem solving in the other disciplines." —CHOICE Providing cutting-edge perspectives and real-world insights into the greater utility of probability and its applications, the Handbook of Probability offers an equal balance of theory and direct applications in a non-technical, yet comprehensive, format. Editor Tamás Rudas and the internationally-known contributors present the material in a manner so that researchers of various backgrounds can use the reference either as a primer for understanding basic probability theory or as a more advanced research tool for specific projects requiring a deeper understanding. The wide-ranging applications of probability presented make it useful for scholars who need to make interdisciplinary connections in their work. Key Features Contains contributions from the international who's-who of probability across several disciplines Offers an equal balance of theory and applications Explains the most important concepts of probability theory in a non-technical yet comprehensive way Provides in-depth examples of recent applications in the social and behavioral sciences as well as education, business, and law Intended Audience This Handbook makes an ideal library purchase. In addition, this volume should also be of interest to individual scholars in the social and behavioral sciences.
Download or read book Cluster Based Industrial Development written by T. Sonobe and published by Springer. This book was released on 2014-10-30 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book attempts to provide an effective strategy for industrial development based on the KAIZEN management training experiments conducted in Ghana, Kenya, Ethiopia, Vietnam, and Tanzania. We focus on micro and small enterprises (MSEs) in industrial clusters, because clusters consisting of MSEs are ubiquitous and have high potential to grow.
Download or read book Handbook of Field Experiments written by Esther Duflo and published by Elsevier. This book was released on 2017-03-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Field Experiments provides tactics on how to conduct experimental research, also presenting a comprehensive catalog on new results from research and areas that remain to be explored. This updated addition to the series includes an entire chapters on field experiments, the politics and practice of social experiments, the methodology and practice of RCTs, and the econometrics of randomized experiments. These topics apply to a wide variety of fields, from politics, to education, and firm productivity, providing readers with a resource that sheds light on timely issues, such as robustness and external validity. Separating itself from circumscribed debates of specialists, this volume surpasses in usefulness the many journal articles and narrowly-defined books written by practitioners. - Balances methodological insights with analyses of principal findings and suggestions for further research - Appeals broadly to social scientists seeking to develop an expertise in field experiments - Strives to be analytically rigorous - Written in language that is accessible to graduate students and non-specialist economists
Download or read book DAGStat 2022 written by DAGStat (Deutsche Arbeitsgemeinschaft Statistik) and published by Cuvillier Verlag. This book was released on 2022-03-16 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Das Buch enthält die Abstracts der eingeladenen bzw. angenommenen Vorträge der 6. Konferenz der Deutschen Arbeitsgemeinschaft Statistik (DAGStat), welche vom 28. März bis 1. April 2022 am Universitätsklinikum Hamburg-Eppendorf (UKE) in Kooperation mit der Universität Hamburg sowie der Helmut-Schmidt-Universität stattfand. Die Konferenz stellte ebenfalls das 68. Biometrische Kolloquium der Deutschen Region der International Biometric Society (IBS-DR) dar, sowie die 45. Jahrestagung der Gesellschaft für Klassifikation (GfKl/Data Science Society). Die Vorträge behandelten dabei ein breites Spektrum sowohl angewandter als auch eher methodischer/theoretischer Themen aus dem Bereich Statistik und Data Science.
Download or read book New Perspectives in Statistical Modeling and Data Analysis written by Salvatore Ingrassia and published by Springer Science & Business Media. This book was released on 2011-06-29 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides recent research results in data analysis, classification and multivariate statistics and highlights perspectives for new scientific developments within these areas. Particular attention is devoted to methodological issues in clustering, statistical modeling and data mining. The volume also contains significant contributions to a wide range of applications such as finance, marketing, and social sciences. The papers in this volume were first presented at the 7th Conference of the Classification and Data Analysis Group (ClaDAG) of the Italian Statistical Society, held at the University of Catania, Italy.
Download or read book Nonparametric IV Estimation of Local Average Treatment Effects with Covariates written by Markus Frölich and published by . This book was released on 2002 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Cluster Dynamics written by Paul-Gerhard Reinhard and published by John Wiley & Sons. This book was released on 2008-07-11 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Clusters as mesoscopic particles represent an intermediate state of matter between single atoms and solid material. The tendency to miniaturise technical objects requires knowledge about systems which contain a "small" number of atoms or molecules only. This is all the more true for dynamical aspects, particularly in relation to the qick development of laser technology and femtosecond spectroscopy. Here, for the first time is a highly qualitative introduction to cluster physics. With its emphasis on cluster dynamics, this will be vital to everyone involved in this interdisciplinary subject. The authors cover the dynamics of clusters on a broad level, including recent developments of femtosecond laser spectroscopy on the one hand and time-dependent density functional theory calculations on the other.
Download or read book Panel Methods for Finance written by Marno Verbeek and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-10-25 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This book provides an overview of commonly applied panel methods for financial applications, including popular techniques such as Fama-MacBeth estimation, one-way, two-way and interactive fixed effects, clustered standard errors, instrumental variables, and difference-in-differences. Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications by Marno Verbeek offers the reader: Focus on panel methods where the time dimension is relatively small A clear and intuitive exposition, with a focus on implementation and practical relevance Concise presentation, with many references to financial applications and other sources Focus on techniques that are relevant for and popular in empirical work in finance and accounting Critical discussion of key assumptions, robustness, and other issues related to practical implementation
Download or read book Causality in a Social World written by Guanglei Hong and published by John Wiley & Sons. This book was released on 2015-06-12 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Causality in a Social World introduces innovative new statistical research and strategies for investigating moderated intervention effects, mediated intervention effects, and spill-over effects using experimental or quasi-experimental data. The book uses potential outcomes to define causal effects, explains and evaluates identification assumptions using application examples, and compares innovative statistical strategies with conventional analysis methods. Whilst highlighting the crucial role of good research design and the evaluation of assumptions required for identifying causal effects in the context of each application, the author demonstrates that improved statistical procedures will greatly enhance the empirical study of causal relationship theory. Applications focus on interventions designed to improve outcomes for participants who are embedded in social settings, including families, classrooms, schools, neighbourhoods, and workplaces.
Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Download or read book Statistical Hypothesis Testing in Context Volume 52 written by Michael P. Fay and published by Cambridge University Press. This book was released on 2022-05-05 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fay and Brittain present statistical hypothesis testing and compatible confidence intervals, focusing on application and proper interpretation. The emphasis is on equipping applied statisticians with enough tools - and advice on choosing among them - to find reasonable methods for almost any problem and enough theory to tackle new problems by modifying existing methods. After covering the basic mathematical theory and scientific principles, tests and confidence intervals are developed for specific types of data. Essential methods for applications are covered, such as general procedures for creating tests (e.g., likelihood ratio, bootstrap, permutation, testing from models), adjustments for multiple testing, clustering, stratification, causality, censoring, missing data, group sequential tests, and non-inferiority tests. New methods developed by the authors are included throughout, such as melded confidence intervals for comparing two samples and confidence intervals associated with Wilcoxon-Mann-Whitney tests and Kaplan-Meier estimates. Examples, exercises, and the R package asht support practical use.
Download or read book Causal Analysis written by Martin Huber and published by MIT Press. This book was released on 2023-08-01 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and cutting-edge introduction to quantitative methods of causal analysis, including new trends in machine learning. Reasoning about cause and effect—the consequence of doing one thing versus another—is an integral part of our lives as human beings. In an increasingly digital and data-driven economy, the importance of sophisticated causal analysis only deepens. Presenting the most important quantitative methods for evaluating causal effects, this textbook provides graduate students and researchers with a clear and comprehensive introduction to the causal analysis of empirical data. Martin Huber’s accessible approach highlights the intuition and motivation behind various methods while also providing formal discussions of key concepts using statistical notation. Causal Analysis covers several methodological developments not covered in other texts, including new trends in machine learning, the evaluation of interaction or interference effects, and recent research designs such as bunching or kink designs. Most complete and cutting-edge introduction to causal analysis, including causal machine learning Clean presentation of rigorous material avoids extraneous detail and emphasizes conceptual analogies over statistical notation Supplies a range of applications and practical examples using R
