PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2012 | nr 2 | 22
Tytuł artykułu

The Oaxaca-Blinder unexplained component as a treatment effects estimator

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper I use the National Supported Work (NSW) data to examine the validity of the Oaxaca-Blinder unexplained component as an estimator of the population average treatment effect on the treated (PATT). Precisely, I utilize dataset and variable selections used in previous studies of the NSW data to compare the performance of the Oaxaca-Blinder unexplained component with methods based on the propensity score (Dehejia and Wahba, 1999) and bias-corrected matching estimators (Abadie and Imbens, 2011). I show that in both cases the Oaxaca-Blinder unexplained component performs superior compared to the previously analyzed estimators provided that common support is imposed.
Rocznik
Numer
Strony
22
Opis fizyczny
Twórcy
  • Szkoła Główna Handlowa w Warszawie
Bibliografia
  • Abadie, A. and Imbens, G. W. (2011). 'Bias-corrected matching estimators for average treatment effects', Journal of Business and Economic Statistics, Vol. 29, pp. 1-11.
  • Angrist, J. D. and Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, Princeton-Oxford.
  • Barsky, R., Bound, J., Charles, K. K. and Lupton, J. P. (2002). 'Accounting for the blackwhite wealth gap: a nonparametric approach', Journal of the American Statistical Association, Vol. 97, pp. 663-673.
  • Becker, S. O. and Ichino, A. (2002). 'Estimation of average treatment effects based on propensity scores', Stata Journal, Vol. 2, pp. 358-377.
  • Blinder, A. S. (1973). 'Wage discrimination: reduced form and structural estimates', Journal of Human Resources, Vol. 8, pp. 436-455.
  • Cobb-Clark, D. A. and Crossley, T. (2003). 'Econometrics for evaluations: an introduction to recent developments', Economic Record, Vol. 79, pp. 491-511.
  • Crump, R. K., Hotz, V. J., Imbens, G. W. and Mitnik, O. A. (2009). 'Dealing with limited overlap in estimation of average treatment effects', Biometrika, Vol. 96, pp. 187-199.
  • Dehejia, R. H. and Wahba, S. (1999). 'Causal effects in nonexperimental studies: reevaluating the evaluation of training programs', Journal of the American Statistical Association, Vol. 94, pp. 1053-1062.
  • Dehejia, R. H. and Wahba, S. (2002). 'Propensity score-matching methods for nonexperimental causal studies', Review of Economics and Statistics, Vol. 84, pp. 151-161.
  • Fortin, N., Lemieux, T. and Firpo, S. (2011). 'Decomposition methods in economics', in Ashenfelter O. and Card D. (eds), Handbook of Labor Economics, Vol. 4A, Elsevier, San Diego-Amsterdam, pp. 1-102.
  • Heckman, J. J. and Hotz, V. J. (1989). 'Choosing among alternative nonexperimental methods for estimating the impact of social programs: the case of manpower training', Journal of the American Statistical Association, Vol. 84, pp. 862-874.
  • Imbens, G. W. and Wooldridge, J. M. (2009). 'Recent developments in the econometrics of program evaluation', Journal of Economic Literature, Vol. 47, pp. 5-86.
  • Jann, B. (2008). 'The Blinder-Oaxaca decomposition for linear regression models', Stata Journal, Vol. 8, pp. 453-479.
  • Kline, P. (2011). 'Oaxaca-Blinder as a reweighting estimator', American Economic Review, Vol. 101, pp. 532-537.
  • LaLonde, R. J. (1986). 'Evaluating the econometric evaluations of training programs with experimental data', American Economic Review, Vol. 76, pp. 604-620.
  • Melly, B. (2006). 'Applied quantile regression', PhD dissertation, University of St. Gallen.
  • Oaxaca, R. (1973). 'Male-female wage differentials in urban labor markets', International Economic Review, Vol. 14, pp. 693-709.
  • Porro, G. and Iacus, S. M. (2009). 'Random recursive partitioning: a matching method for the estimation of the average treatment effect', Journal of Applied Econometrics, Vol. 24, pp. 163-185.
  • Robins, J. M., Rotnitzky, A. and Zhao, L. P. (1994). 'Estimation of regression coefficients when some regressors are not always observed', Journal of the American Statistical Association, Vol. 89, pp. 846-866.
  • Smith, J. A. and Todd, P. E. (2001). 'Reconciling conflicting evidence on the performance of propensity-score matching methods', American Economic Review, Vol. 91, pp. 112-118.
  • Smith, J. A. and Todd, P. E. (2005). 'Does matching overcome LaLonde's critique of nonexperimental estimators?', Journal of Econometrics, Vol. 125, pp. 305-353.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171231149

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.