Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition


Frölich, Markus ; Huber, Martin



DOI: https://doi.org/10.1080/01621459.2014.896804
URL: http://www.tandfonline.com/doi/abs/10.1080/0162145...
Additional URL: https://www.alexandria.unisg.ch/224619/1/Fr%C3%B6l...
Document Type: Article
Year of publication: 2014
The title of a journal, publication series: Journal of the American Statistical Association : JASA
Volume: 109
Issue number: 508
Page range: 1697-1711
Place of publication: Abingdon [u.a.]
Publishing house: Taylor & Francis Group
ISSN: 0162-1459 , 1537-274X
Publication language: English
Institution: School of Law and Economics > VWL, Ökonometrie (Frölich 2008-)
Subject: 330 Economics
Abstract: This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short -term (or intermediate) outcomes to identify the average treatment effect on the outcomes of compliers (the subpopulation whose treatment reacts on the instrument) in multiple periods based on inverse probability weighting. Treatment selection and attrition may depend on both observed characteristics and the unobservable compliance type, which is possibly related to unobserved factors. We also provide a simulation study and apply our methods to the evaluation of a policy intervention targeting college achievement, where we find that controlling for attrition considerably affects the effect estimates.




Dieser Eintrag ist Teil der Universitätsbibliographie.




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