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1 edition of Bandwidth selection and the estimation of treatment effects with unbalanced data found in the catalog.

Bandwidth selection and the estimation of treatment effects with unbalanced data

Modelle und Methoden

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      • Title from PDF file as viewed on 10/10/2007.Includes bibliographical references.Also available in print.System requirements: Adobe Acrobat Reader.Mode of access: World Wide Web.

        StatementIZA
        PublishersIZA
        Classifications
        LC Classifications2007
        The Physical Object
        Paginationxvi, 86 p. :
        Number of Pages45
        ID Numbers
        ISBN 10nodata
        Series
        1
        2Discussion paper (Forschungsinstitut zur Zukunft der Arbeit : Online) -- no. 3095
        3Discussion paper -- no. 3095

        This paper addresses the selection of smoothing parameters for estimating the average treatment effect on the treated using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions containing the mass of the treated units, we define and implement weighted cross-validation approaches that improve over conventional methods by considering the location of the treated units in the selection of the smoothing parameters. We also implement a locally varying bandwidth method that uses larger bandwidths in areas where the mass of the treated units is located. A Monte Carlo study compares our proposed methods to the conventional unweighted method and to a related method inspired by Bergemann et al. (2005). The Monte Carlo analysis indicates efficiency gains from all methods that take account of the location of the treated units. We also apply all five methods to bandwidth selection in the context of the data from LaLondes (1986) study of the performance of non-experimental estimators using the experimental data from the National Supported Work (NSW) Demonstration program as a benchmark. Overall, both the Monte Carlo analysis and the empirical application show feasible precision gains for the weighted cross-validation and the locally varying bandwidth approaches--Forschungsinstitut zur Zukunft der Arbeit web site. File Size: 4MB.


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Econometric Evaluation of Active Labour Market Policies. Lechner, Michael and Jeffrey Smith. Black, Dan, Kermit Daniel and Jeffrey Smith. Silverman B 1986 Density estimation for statistics and data analysis.The Workforce Investment Act: Implementation Experiences and Evaluation Findings.Natalia Kolesnikova, and Lowell J. Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 24 See also in Demography 2000• UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics 31 1999• It also allows you to accept potential citations to this item that we are uncertain about.