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A generalized regression-adjustment estimator for average treatment effects from panel data

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  • David M. Drukker

    (StataCorp)

Abstract

I illustrate that the simple regression-adjustment estimator is inconsis- tent for the average treatment effect when the random effects affecting treatment assignment are correlated with the random effects that affect the potential out- comes. I present a simple parametric estimator that is consistent in this case. Copyright 2016 by StataCorp LP.

Suggested Citation

  • David M. Drukker, 2016. "A generalized regression-adjustment estimator for average treatment effects from panel data," Stata Journal, StataCorp LP, vol. 16(4), pages 826-836, December.
    • Handle: RePEc:tsj:stataj:v:16:y:2016:i:4:p:826-836
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    Cited by:

    1. Paul Nkegbe & Abdelkrim Araar & Benjamin Abu & Yazidu Ustarz & Hamdiyah Alhassan & Edinam Dope Setsoafia & Shamsia Abdul-Wahab, 2018. "Rural Non-Farm Engagement and Agriculture Commercialization in Ghana: Complements or Competitors?," Working Papers PMMA 2018-07, PEP-PMMA.
    2. Combes,Jean-Louis,Minea,Alexandru,Sawadogo,Pegdewende Nestor, 2021. "Do Illicit Financial Flows Hurt Tax Revenues ? Evidence from the Developing World," Policy Research Working Paper Series 9781, The World Bank.
    3. Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
    4. Davide Luca & Felix Modrego, 2021. "Stronger together? Assessing the causal effect of inter‐municipal cooperation on the efficiency of small Italian municipalities," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 261-293, January.
    5. Edoardo Baldoni & Roberto Esposti, 2023. "Estimating The Impact Of Policies Under Spatial Interference. The Case Of Cap Support To Organic Farming," Working Papers 475, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Xue Wang, 2020. "Mobile Payment and Informal Business: Evidence from China's Household Panel Data," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(3), pages 90-115, May.

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