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Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails

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Author Info
Millimet, Daniel L. () (Southern Methodist University)
Tchernis, Rusty () (Indiana University)

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Abstract

We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case of selection on unobservables. We then propose a new minimum biased estimator of the average treatment effect. We assess the finite sample performance of our estimator using simulated data, as well as a timely application examining the causal effect of the School Breakfast Program on childhood obesity. We find our new estimator to be quite advantageous in many situations, even when selection is only on observables.

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Publisher Info
Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 3632.

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Length: 39 pages
Date of creation: Aug 2008
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Handle: RePEc:iza:izadps:dp3632

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Related research
Keywords: treatment effects propensity score bias unconfoundedness selection on unobservables

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Find related papers by JEL classification:
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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  1. Millimet, Daniel L. & Tchernis, Rusty & Husain, Muna, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," IZA Discussion Papers 3664, Institute for the Study of Labor (IZA). [Downloadable!]
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  2. James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers 11259, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Jayanta Bhattacharya & Janet Currie & Steven Haider, 2004. "Breakfast of Champions? The School Breakfast Program and the Nutrition of Children and Families," NBER Working Papers 10608, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Daniel Millimet & Rusty Tchernis, 2008. "On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies," Caepr Working Papers 2006-013_Updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  5. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, 07. [Downloadable!] (restricted)
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  6. Black, Dan A. & Smith, J.A.Jeffrey A., 2004. "How robust is the evidence on the effects of college quality? Evidence from matching," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 99-124. [Downloadable!] (restricted)
    Other versions:
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This page was last updated on 2008-12-1.

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