کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097226 | 1478582 | 2007 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Modeling and calculating the effect of treatment at baseline from panel outcomes
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کلمات کلیدی
Treatment effect - اثر درمانMarginal likelihood - احتمال عدالتMetropolis–Hastings algorithm - الگوریتم Metropolis-HastingsPanel data - دادههای پانلیMarkov chain Monte Carlo - زنجیره مارکف مونت کارلوInstrumental variable - متغیر ابزارconfounding - مخالفHeterogeneity - ناهمگونیPotential outcomes - نتایج بالقوه
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We propose and examine a panel data model for isolating the effect of a treatment, taken once at baseline, from outcomes observed over subsequent time periods. In the model, the treatment intake and outcomes are assumed to be correlated, due to unobserved or unmeasured confounders. Intake is partly determined by a set of instrumental variables and the confounding on unobservables is modeled in a flexible way, varying both by time and treatment state. Covariate effects are assumed to be subject-specific and potentially correlated with other covariates. Estimation and inference is by Bayesian methods that are implemented by tuned Markov chain Monte Carlo methods. Because our analysis is based on the framework developed by Chib [2004. Analysis of treatment response data without the joint distribution of counterfactuals. Journal of Econometrics, in press], the modeling and estimation does not involve either the unknowable joint distribution of the potential outcomes or the missing counterfactuals. The problem of model choice through marginal likelihoods and Bayes factors is also considered. The methods are illustrated in simulation experiments and in an application dealing with the effect of participation in high school athletics on future labor market earnings.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 140, Issue 2, October 2007, Pages 781-801
Journal: Journal of Econometrics - Volume 140, Issue 2, October 2007, Pages 781-801
نویسندگان
Siddhartha Chib, Liana Jacobi,