Download or read book Three Essays in Causal Inference written by Laurence Wong and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is a collection of three essays on causal inference. Chapter 1 considers the problem of constructing confidence intervals or bands for the quantiles of treatment effects under settings where point identification is impossible. I show that under settings where selection is only on observables bounds for the entire quantile function can nonetheless be estimated, and this enables the estimation of confidence bands. I also extend these results to instrumental variable settings. Computational complexity analysis demonstrates that the methodology I propse is computationally attractive. Chapters 2 and 3 consider extending the synthetic control approach of Abadie, Diamond, and Haimueller (2010) to two different settings where individual-level data is available. In Chapter 2 I consider estimating average treatment effects by constructing for every subject in the treatment group a synthetic twin composed of individuals in the control group. I show that the resulting estimator is unbiased when selection is dependent only on observables. I also show that matching estimators and OLS estimators can be viewed as special cases of synthetic control estimators. Furthermore, I demonstrate that the estimator is highly scalable computationally. In Chapter 3, I consider settings where either panel data or repeated cross-sectional data is available. I show that the synthetic control estimator in this setting can yield asymptotically valid standard errors when aggregation is done from individual-level data, unlike the original work of Abadie, Diamond, and Hainmueller (2010). To demonstrate asymptotic properties, two types of asymptotic analysis are carried out: one appropriate when the number of observations at each point in time in each subpopulation tends to infinity, and one suitable for stationary aggregate data and in which the number of pre-intervention periods gets large.

Download or read book Three Essays on Causal Inference written by Kevin Xinkai Guo and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis describes three research projects in causal inference, all related to the problem of contrasting the average counterfactual outcomes on two sides of a binary decision. In the first project, we discuss estimation of the average causal effect in a randomized control trial. Here, we find that statisticians find themselves in a kind of statistical paradise: a simple model-based procedure delivers correct confidence intervals even if the experimental participants are not randomly sampled and mis-specified models are used. In the second project, we consider the problem of testing for a treatment effect using observational data with no hidden confounders. Conceptually, this is no different from a rather complicated RCT, and one might expect that a return to statistical paradise is possible. Unfortunately, this is not the case: we show that even intuitively reasonable uses of correct models may still yield misleading conclusions. The final project looks at observational data with unobserved confounding and gives methods for computing bounds on average causal effects. Here, we discover some never-before-seen robustness properties unique to the partially-identified setting.

Download or read book Three Essays on Causal Inference in Comparative Political Behavior written by Holger Lutz Kern and published by . This book was released on 2008 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation contains three independent essays, each applying statistical methods for causal inference in observational studies to central topics in comparative political behavior.

Download or read book Three Essays on Causal Inference for Observational Studies written by Magdalena Bennett and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Finally, the third paper in this thesis addresses the question of unintended consequences in school segregation due to the introduction of a targeted voucher scheme. I use a difference-in-difference approach, in combination with matching on time-stable covariates, to estimate the effect that the 2008 Chilean voucher policy had on both average students' household income and academic performance at the school level. Results show that even though the policy had a positive effect on schools' standardized test scores, closing the gap between schools that subscribed to the policy compared to those that did not, there was also an increase in the differences between socioeconomic characteristics at the school level, such as average household income.

Download or read book Three Essays in Robust Causal Inference written by Pietro Emilio Spini and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economics research often addresses questions with an implicit or explicit policy goal. When such a goal involves an active intervention, such as the assignment of a particular treatment variable to participants, the analysis of its effects requires the tools of causal inference. In such settings, the opportunity to use experimental or observational data to tease out policy parameters of interest requires a combination of statistical and causal assumptions. In reduced form work, where an explicit economic theory is not laid out to allow identification of policy parameters from data, the investigation of the causal assumptions becomes a critical exercise for the credibility of the results. Many robustness exercises evaluate the effect that relaxing and/or modifying assumptions produces on the results of the study. The scope of these exercises is very broad, reflecting the need to tailor specific robustness exercises to whichever assumptions are most likely to be violated in a given domain. This dissertation is a collection of three essays on robust causal inference that share a unifying theme: preserving the nonparametric nature of the robustness exercise. This aspect has both a theoretical and practical relevance. First, causal assumptions are usually nonparametric: robustness exercises that restrict to parametric cases might lead to misleading insights. Further, economics research has started to incorporate more flexible nonparametric and semi-parametric techniques which may call for robustness exercises that are readily applicable to these approaches. Because robustness exercises are context specific, each of these essays addresses a separate aspect of it. Chapter 1 investigates how changes in the distribution of covariates may invalidate given experimental results, with implications for evidence based policy-making. It proposes an explicit metric of robustness that measures the distance of the closest distribution of covariates for which experimental results are violated. Chapter 2 analyses the practice of robustness checks as a way to validate a researcher's identification strategy. It details out the limitations of these exercises in detecting failure of identification and proposes a non-parametric robustness test that bypasses functional form assumptions. Finally, Chapter 3 focuses on the robustness of Marginal Treatment Effect identification when the instrumental variables fail to incentivize treatment for a subset of the population. It provides two alternative identification results which can be relevant in practice.

Download or read book Three Essays on Causal Inference with High dimensional Data and Machine Learning Methods written by Neng-Chieh Chang and published by . This book was released on 2020 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation consists of three chapters that study causal inference when applying machinelearning methods. In Chapter 1, I propose an orthogonal extension of the semiparametric difference-in-differences estimator proposed in Abadie (2005). The proposed estimator enjoys the so-called Neyman-orthogonality (Chernozhukov et al. 2018) and thus it allows researchers to flexibly use a rich set of machine learning (ML) methods in the first-step estimation. It is particularly useful when researchers confront a high-dimensional data set when the number of potential control variables is larger than the sample size and the conventional nonparametric estimation methods, such as kernel and sieve estimators, do not apply. I apply this orthogonal difference-in-differences estimator to evaluate the effect of tariff reduction on corruption. The empirical results show that tariff reduction decreases corruption in large magnitude. In Chapter 2, I study the estimation and inference of the mode treatment effect. Mean,median, and mode are three essential measures of the centrality of probability distributions. In program evaluation, the average treatment effect (mean) and the quantile treatment effect (median) have been intensively studied in the past decades. The mode treatment effect, however, has long been neglected in program evaluation. This paper fills the gap by discussing both the estimation and inference of the mode treatment effect. I propose both traditional kernel and machine learning methods to estimate the mode treatment effect. I also derive the asymptotic properties of the proposed estimators and find that both estimators follow the asymptotic normality but with the rate of convergence slower than the regular rate N^1/2, which is different from the rates of the classical average and quantile treatment effect estimators. In Chapter 3 (joint with Liqiang Shi), we study the estimation and inference of the doublyrobust extension of the semiparametric quantile treatment effect estimation discussed in Firpo (2007). This proposed estimator allows researchers to use a rich set of machine learning methods in the first-step estimation, while still obtaining valid inferences. Researchers can include as many control variables as they consider necessary, without worrying about the over-fitting problem which frequently happens in the traditional estimation methods. This paper complements Belloni et al. (2017), which provided a very general framework to discuss the estimation and inference of many different treatment effects when researchers apply machine learning methods.

Download or read book Three Essays on Causal Inference for Marketing Applications written by Ashutosh Charudatta Bhave and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In my dissertation consisting of three research projects, I focus on solving problems which deal with reliably estimating the impact of a change in policy in quasi-experimental setup. I utilize cutting edge methods in econometrics and machine learning to quantify causal effects of policy changes, understand the mechanism behind the effect and most importantly highlight the implications for the managers and policy makers. My first research paper, “A Study of the Effects of Legalization of Recreational Marijuana on Sales of Cigarettes” attempts to establish a causal link between the legalization of recreational marijuana and the sales of cigarettes in retail stores. Recreational marijuana legalization (RML) has been on the rise in the recent years and many arguments have been put forth to support or counter this move. We explore the possibility of RML impacting cigarette consumption. This is important for understanding the impact on health care expenditures related to smoking, which is about $330 billion in the US. Our results show that in states that have passed RML, there is a 7% increase in cigarette sales. This is an important finding since it reverses a decline in cigarette sales in recent years. Therefore, we conclude that states should exercise caution while considering legalization of recreational use of marijuana. My second project, “Effects of Social Media Fights and New Product Launches in the Fast Food Industry” examines the effects of engaging in ‘Twitter feuds’ with competition during new product launches. We propose a viable mechanism that explains how seemingly harmless banter of social media could have unforeseen impact on a firm’s business. Through empirical evidence from recent incidents, we show that Twitter activity has a spillover into traditional media which leads to surge in online search. Online search activity is followed by the offline sales as documented in literature as well as evidenced from our unique foot traffic data. Next, we document the long-term effects of this menu innovation in causal framework, well beyond the initial frenzy, with a novel synthetic difference-in-differences (SDID) method proposed by Arkhangelsky et al. (2021). Results show that the launch led to a 30% increase in store visits up to six months after the launch. Overall, these findings underscore the importance of savvy social media presence especially during a product launch- which could be driver for peaked interest leading to impact on overall business. The flip side for competitors is that initiating seemingly harmless banter, unlike in the offline setting, could end up providing free publicity to one’s rivals. Overall, we highlight the enormous potential of social media to affect business and advise caution to brand managers before engaging in any activity. My third project “A study of wear out and heterogeneous effects of unlimited shipping program on customer engagement in the online retail industry” we study effects of a variation of free shipping promotion in the online retail industry. Free shipping promotions have become popular among online retailers. Most online shoppers expect deliveries without additional costs and cite it as a primary concern while shopping online. Many online retailers across industries have implemented long term free shipping programs on all purchases with fixed annual fees. In this paper, we analyze benefits associated with such programs for the retailers and also shed light on the potential pitfalls, using data from a leading online retailer in the UK. Our results indicate that that there is a significant decay in customer spending after initial days and the effects wear out completely short way through the promotion period. Moreover, changes in purchase behavior (significantly lower basket size after enrolling for free shipping) could hurt the retailer. Thus, online retailers should be cautious when offering long term free shipping promotion. In the next part of the paper, we use pre-promotion engagement as a moderating factor to capture heterogeneous effects of free shipping programs across customers, using Honest Causal Forests approach. Our results show that free shipping promotions work better (higher revenues, smaller drop in basket size) for customers with relatively lower engagement with the retailer in the prepromotion period. Online retailers could use these findings to devise their targeting strategy for free shipping promotions.

Download or read book Three Essays on Statistical Inference and Estimation for Heterogeneous Causal Effects in Economics written by Phillip Alexander Heiler and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Causal Inference and Econometrics written by Haitian Xie and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is a collection of three essays on the econometric analysis of causal inference methods. Chapter 1 examines the identification and estimation of the structural function in fuzzy RD designs with a continuous treatment variable. We show that the nonlinear and nonseparable structural function can be nonparametrically identified at the RD cutoff under shape restrictions, including monotonicity and smoothness conditions. Based on the nonparametric identification equation, we propose a three-step semiparametric estimation procedure and establish the asymptotic normality of the estimator. The semiparametric estimator achieves the same convergence rate as in the case of a binary treatment variable. As an application of the method, we estimate the causal effect of sleep time on health status by using the discontinuity in natural light timing at time zone boundaries. Chapter 2 examines the local linear regression (LLR) estimate of the conditional distribution function F(y|x). We derive three uniform convergence results: the uniform bias expansion, the uniform convergence rate, and the uniform asymptotic linear representation. The uniformity in the above results is with respect to both x and y and therefore has not previously been addressed in the literature on local polynomial regression. Such uniform convergence results are especially useful when the conditional distribution estimator is the first stage of a semiparametric estimator. Chapter 3 studies the estimation of causal parameters in the generalized local average treatment effect model, a generalization of the classical LATE model encompassing multi-valued treatment and instrument. We derive the efficient influence function (EIF) and the semiparametric efficiency bound for two types of parameters: local average structural function (LASF) and local average structural function for the treated (LASF-T). The moment condition generated by the EIF satisfies two robustness properties: double robustness and Neyman orthogonality. Based on the robust moment condition, we propose the double/debiased machine learning (DML) estimators for LASF and LASF-T. We also propose null-restricted inference methods that are robust against weak identification issues. As an empirical application, we study the effects across different sources of health insurance by applying the developed methods to the Oregon Health Insurance Experiment.

Download or read book Three Essays on Causality Approach to Modeling Long term Economic Growth written by Piyachart Phiromswad and published by . This book was released on 2007 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Causality and Crime written by Bryan Lamont Sykes and published by . This book was released on 2007 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Causal Inference written by Michael Pollmann and published by . This book was released on 2022 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation explores the estimation of causal effects in settings with non-standard data. In the first chapter, the treatments are not directly assigned to outcome units but instead occur in the same geographic space. In the second chapter, responses to hypothetical questions describing both the treated and control state are used to learn about the effects of a treatment on real behavior (outcomes). In the third chapter, treatments are assigned according to a randomized experiment but outcomes are heavy-tailed, such that semiparametric approaches are useful to improve efficiency and robustness. The first chapter considers settings where the treatments causing the effects of interest are not directly associated with specific units for which we measure outcomes, but rather occur in the same geographic space. Many events and policies (treatments), such as opening of businesses, building of hospitals, and sources of pollution, occur at specific spatial locations, with researchers interested in their effects on nearby individuals or businesses (outcome units). However, the existing treatment effects literature primarily considers treatments that could experimentally be assigned directly at the level of the outcome units, potentially with spillover effects. I approach the spatial treatment setting from a similar experimental perspective: What ideal experiment would we design to estimate the causal effects of spatial treatments? This perspective motivates a comparison between individuals near realized treatment locations and individuals near counterfactual (unrealized) candidate locations, which is distinct from current empirical practice. I derive standard errors based on this design-based perspective that are straightforward to compute irrespective of spatial correlations in outcomes. Furthermore, I propose machine learning methods to find counterfactual candidate locations and show how to apply the proposed methods on observational data. I study the causal effects of grocery stores on foot traffic to nearby businesses during COVID-19 shelter-in-place policies. I find a substantial positive effect at a very short distance. Correctly accounting for possible effect "interference" between grocery stores located close to one another is of first order importance when calculating standard errors in this application. The second chapter is co-authored with B. Douglas Bernheim, Daniel Björkegren, and Jeffrey Naecker. We explore methods for inferring the causal effects of treatments on choices by combining data on real choices with hypothetical evaluations. We propose a class of estimators, identify conditions under which they yield consistent estimates, and derive their asymptotic distributions. The approach is applicable in settings where standard methods cannot be used (e.g., due to the absence of helpful instruments, or because the treatment has not been implemented). It can recover heterogeneous treatment effects more comprehensively, and can improve precision. We provide proof of concept using data generated in a laboratory experiment and through a field application. The final chapter is co-authored with Susan Athey, Peter J. Bickel, Aiyou Chen, and Guido W. Imbens. We develop new semiparametric methods for estimating treatment effects. We focus on a setting where the outcome distributions may be heavy-tailed, where treatment effects are small, where sample sizes are large and where assignment is completely random. This setting is of particular interest in recent experimentation in tech companies. We propose using parametric models for the treatment effects, as opposed to parametric models for the full outcome distributions. This leads to semiparametric models for the outcome distributions. We derive the semiparametric efficiency bound for this setting, and propose efficient estimators. In the case with a constant treatment effect one of the proposed estimators has an interesting interpretation as a weighted average of quantile treatment effects, with the weights proportional to (minus) the second derivative of the log of the density of the potential outcomes. Our analysis also results in an extension of Huber's model and trimmed mean to include asymmetry and a simplified condition on linear combinations of order statistics, which may be of independent interest.

Download or read book Essays in Causal Inference written by Yoshiyasu Rai and published by . This book was released on 2019 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Chapter 1, I study the statistical inference problem for treatment assignment policies. In typical applications, individuals with different characteristics are expected to differ in their responses to treatment. As a result, treatment assignment policies that allocate treatment based on individuals' observed characteristics can have a significant influence on outcomes and welfare. A growing literature proposes various approaches to estimating the welfare-optimzing treatment assignment policy. I develop a method for assessing the precision of estimated optimal policies. In particular, for the welfare used by \cite{KT:18} to propose estimated assignment policy, my method constructs (i) a confidence set of policies that contains the optimal policy, which maximizes the average social welfare among all the feasible policies with prespecified level and (ii) a confidence interval for the maximized welfare. A simulation study indicates that the proposed methods work reasonably well with modest sample size. I apply the method to experimental data from the National Job Training Partnership Act study. In Chapter 2, I derive the large sample properties of $M$th nearest neighbor propensity score matching estimator with a potentially misspecified propensity score model. By using the local misspecification framework, I formalize the bias/variance trade-off with respect to the choice of propensity score estimator and propose a model selection criterion that aims to minimize the estimation error. Finally, in Chapter 3 (co-authored with Taisuke Otsu), we propose asymptotically valid inference methods for matching estimators based on the weighted bootstrap. The key is to construct bootstrap counterparts by resampling based on certain linear forms of the estimators. Our weighted bootstrap is applicable for the matching estimators of both the average treatment effect and its counterpart for the treated population. Also, by incorporating a bias correction method in \cite{AI:11}, our method can be asymptotically valid even for matching based on a vector of covariates. A simulation study indicates that the weighted bootstrap method is favorably comparable with the asymptotic normal approximation by \cite{AI:06}. As an empirical illustration, we apply the proposed method to the National Supported Work data.

Download or read book Essays on Causal Inference in Observational Studies written by Alexis J. Diamond and published by . This book was released on 2008 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third essay investigates the impact of United Nations peacekeeping following civil war. King and Zeng (2007) found that prior work on this topic (Doyle and Sambanis 2000) had been based more on indefensible modeling assumptions than on evidence. This essay revisits the Doyle and Sambanis (2000) causal questions and answers them using new matching-based methods. These new methods do not require assumptions that plagued prior work, and they are broadly applicable to many important inferential problems in political science and beyond. When the methods are applied to the Doyle and Sambanis (2000) data, there is a preponderance of evidence to suggest that UN peacekeeping has had a positive effect on peace and democracy in the aftermath of civil war.

Download or read book Essays on Causal Inference in Economics written by Elias Moor and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Causal Inference in Randomized Experiments written by Winston Lin and published by . This book was released on 2013 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation explores methodological topics in the analysis of randomized experiments, with a focus on weakening the assumptions of conventional models. Chapter 1 gives an overview of the dissertation, emphasizing connections with other areas of statistics (such as survey sampling) and other fields (such as econometrics and psychometrics). Chapter 2 reexamines Freedman's critique of ordinary least squares regression adjustment in randomized experiments. Using Neyman's model for randomization inference, Freedman argued that adjustment can lead to worsened asymptotic precision, invalid measures of precision, and small-sample bias. This chapter shows that in sufficiently large samples, those problems are minor or easily fixed. OLS adjustment cannot hurt asymptotic precision when a full set of treatment-covariate interactions is included. Asymptotically valid confidence intervals can be constructed with the Huber-White sandwich standard error estimator. Checks on the asymptotic approximations are illustrated with data from a randomized evaluation of strategies to improve college students' achievement. The strongest reasons to support Freedman's preference for unadjusted estimates are transparency and the dangers of specification search. Chapter 3 extends the discussion and analysis of the small-sample bias of OLS adjustment. The leading term in the bias of adjustment for multiple covariates is derived and can be estimated empirically, as was done in Chapter 2 for the single-covariate case. Possible implications for choosing a regression specification are discussed. Chapter 4 explores and modifies an approach suggested by Rosenbaum for analysis of treatment effects when the outcome is censored by death. The chapter is motivated by a randomized trial that studied the effects of an intensive care unit staffing intervention on length of stay in the ICU. The proposed approach estimates effects on the distribution of a composite outcome measure based on ICU mortality and survivors' length of stay, addressing concerns about selection bias by comparing the entire treatment group with the entire control group. Strengths and weaknesses of possible primary significance tests (including the Wilcoxon-Mann-Whitney rank sum test and a heteroskedasticity-robust variant due to Brunner and Munzel) are discussed and illustrated.

Download or read book Essays in Causal Inference written by Raiden B. Hasegawa and published by . This book was released on 2019 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: In observational studies, identifying assumptions may fail, often quietly and without notice, leading to biased causal estimates. Although less of a concern in randomized trials where treatment is assigned at random, bias may still enter the equation through other means. This dissertation has three parts, each developing new methods to address a particular pattern or source of bias in the setting being studied. In the first part, we extend the conventional sensitivity analysis methods for observational studies to better address patterns of heterogeneous confounding in matched-pair designs. We illustrate our method with two sibling studies on the impact of schooling on earnings, where the presence of unmeasured, heterogeneous ability bias is of material concern. The second part develops a modified difference-in-difference design for comparative interrupted time series studies. The method permits partial identification of causal effects when the parallel trends assumption is violated by an interaction between group and history. The method is applied to a study of the repeal of Missouri's permit-to-purchase handgun law and its effect on firearm homicide rates. In the final part, we present a study design to identify vaccine efficacy in randomized control trials when there is no gold standard case definition. Our approach augments a two-arm randomized trial with natural variation of a genetic trait to produce a factorial experiment. The method is motivated by the inexact case definition of clinical malaria.