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Two-stage least squares random forests with an application to Angrist and Evans (1998)

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  • Biewen, Martin
  • Kugler, Philipp

Abstract

We develop the case of two-stage least squares random forests based on Athey et al. (2019) and apply it to the classic analysis of Angrist and Evans (1998).

Suggested Citation

  • Biewen, Martin & Kugler, Philipp, 2021. "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, vol. 204(C).
    • Handle: RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001701
    DOI: 10.1016/j.econlet.2021.109893
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    References listed on IDEAS

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    1. Helmut Farbmacher & Raphael Guber & Sven Klaassen, 2022. "Instrument Validity Tests With Causal Forests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 605-614, April.
    2. Chernozhukov, Victor & Hansen, Christian, 2008. "The reduced form: A simple approach to inference with weak instruments," Economics Letters, Elsevier, vol. 100(1), pages 68-71, July.
    3. Ichino, Andrea & Lindström, Elly-Ann & Viviano, Eliana, 2014. "Hidden consequences of a first-born boy for mothers," Economics Letters, Elsevier, vol. 123(3), pages 274-278.
    4. Jeffrey M Wooldridge, 2010. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232588, April.
    5. Sexton, Joseph & Laake, Petter, 2009. "Standard errors for bagged and random forest estimators," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 801-811, January.
    6. Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
    7. Kugler, Philipp & Biewen, Martin, 2020. "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224538, Verein für Socialpolitik / German Economic Association.
    8. Angrist, Joshua D & Evans, William N, 1998. "Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size," American Economic Review, American Economic Association, vol. 88(3), pages 450-477, June.
    9. Biewen, Martin & Kugler, Philipp, 2021. "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, vol. 204(C).
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    Cited by:

    1. Koryu Sato & Haruko Noguchi & Kosuke Inoue, 2023. "Heterogeneous Treatment Effect of Retirement on Cognitive Function," Working Papers 2306, Waseda University, Faculty of Political Science and Economics.
    2. Biewen, Martin & Kugler, Philipp, 2021. "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, vol. 204(C).

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    More about this item

    Keywords

    Machine learning; Generalized random forests; Fertility; Instrumental variable estimation;
    All these keywords.

    JEL classification:

    • C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • J22 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Time Allocation and Labor Supply
    • J13 - Labor and Demographic Economics - - Demographic Economics - - - Fertility; Family Planning; Child Care; Children; Youth
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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