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Social Experiments and Instrumental Variables with Duration Outcomes

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  • Jaap H. Abbring

    ()
    (Vrije Universiteit Amsterdam)

  • Gerard J. van den Berg

    ()
    (Vrije Universiteit Amsterdam)

Abstract

This paper examines the empirical analysis of treatment effects on duration outcomes from data that contain instrumental variation. We focus on social experiments in which an intention to treat is randomized and compliance may be imperfect. We distinguish between cases where the treatment starts at the moment of randomization and cases where it starts at a later point in time. We derive exclusion restrictions under various informational and behavioral assumptions and we analyze identifiability under these restrictions. It turns out that randomization (and by implication, instrumental variation) by itself is often insufficient for inference on interesting effects, and needs to be augmented by a semi-parametric structure. We develop corresponding non- and semi-parametric tests and estimation methods.

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Bibliographic Info

Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 05-047/3.

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Date of creation: 12 May 2005
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Handle: RePEc:dgr:uvatin:20050047

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Web page: http://www.tinbergen.nl

Related research

Keywords: event-history analysis; intention to treat; non-compliance; policy evaluation; selection;

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References

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  1. Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-Employment Bonus Experiment," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 412, The Johns Hopkins University,Department of Economics.
  2. Bijwaard, G.E., 2002. "Instrumental variable estimation for duration data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute EI 2002-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Alberto Abadie & Joshua Angrist & Guido Imbens, 2002. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Econometrica, Econometric Society, Econometric Society, vol. 70(1), pages 91-117, January.
  4. James Heckman & Jeffrey Smith & Christopher Taber, 1998. "Accounting For Dropouts In Evaluations Of Social Programs," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 1-14, February.
  5. Heckman, James J. & Lalonde, Robert J. & Smith, Jeffrey A., 1999. "The economics and econometrics of active labor market programs," Handbook of Labor Economics, Elsevier, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 31, pages 1865-2097 Elsevier.
  6. Charles F. Manski, 1997. "Monotone Treatment Response," Econometrica, Econometric Society, Econometric Society, vol. 65(6), pages 1311-1334, November.
  7. James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0157, National Bureau of Economic Research, Inc.
  8. Jaap H. Abbring & Gerard J. Berg & Jan C. Ours, 2005. "The Effect of Unemployment Insurance Sanctions on the Transition Rate from Unemployment to Employment," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 115(505), pages 602-630, 07.
  9. Lawrence Katz & B. Jeffrey Liebman, 2000. "Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment," Working Papers, Princeton University, Department of Economics, Industrial Relations Section. 820, Princeton University, Department of Economics, Industrial Relations Section..
  10. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, Econometric Society, vol. 62(2), pages 467-75, March.
  11. Meyer, Bruce D, 1996. "What Have We Learned from the Illinois Reemployment Bonus Experiment?," Journal of Labor Economics, University of Chicago Press, University of Chicago Press, vol. 14(1), pages 26-51, January.
  12. van den Berg, Gerard J & van der Klaauw, Bas, 2001. "Counselling and Monitoring of Unemployed Workers: Theory and Evidence from a Controlled Social Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2986, C.E.P.R. Discussion Papers.
  13. Berg, G.J. & Ours, J.C., 1994. "Eyeball tests for state dependence and unobserved heterogeneity in aggregate unemployment duration data," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  14. James Heckman, 1997. "Instrumental Variables: A Study of Implicit Behavioral Assumptions Used in Making Program Evaluations," Journal of Human Resources, University of Wisconsin Press, vol. 32(3), pages 441-462.
  15. Jaap H. Abbring & Pierre-Andre Chiappori, 2004. "Moral Hazard and Dynamic Insurance Data," 2004 Meeting Papers, Society for Economic Dynamics 316, Society for Economic Dynamics.
  16. Ours, J.C. van & Berg, G. van den, 1997. "Eyeballing state dependence and unobserved heterogeneity in aggregate unemployment duration data," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86869, Tilburg University.
  17. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, Royal Statistical Society, vol. 65(3), pages 701-710.
  18. van den Berg, Gerard J., 2007. "An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation," IZA Discussion Papers 2585, Institute for the Study of Labor (IZA).
  19. Gerard van den Berg & Bas van der Klaauw, 2000. "Counseling and Monitoring of Unemployed Workers: Theory and Evidence from a Social Experiment," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0972, Econometric Society.
  20. Richardson, Katarina & van den Berg, Gerard J., 2002. "The effect of vocational employment training on the individual transition rate from unemployment to work," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy 2002:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  21. Christopher Ferrall, 2002. "Estimation and Inference in Social Experiments," General Economics and Teaching, EconWPA 0209001, EconWPA.
  22. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  23. Imbens, Guido W & Rubin, Donald B, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 64(4), pages 555-74, October.
  24. Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 49(3), pages 403-09, July.
  25. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The Nonparametric Identification of Treatment Effects in Duration Models," Econometrica, Econometric Society, Econometric Society, vol. 71(5), pages 1491-1517, 09.
  26. Ham, John C & LaLonde, Robert J, 1996. "The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training," Econometrica, Econometric Society, Econometric Society, vol. 64(1), pages 175-205, January.
  27. Dan A. Black & Jeffrey A. Smith & Mark C. Berger & Brett J. Noel, 2003. "Is the Threat of Reemployment Services More Effective Than the Services Themselves? Evidence from Random Assignment in the UI System," American Economic Review, American Economic Association, American Economic Association, vol. 93(4), pages 1313-1327, September.
  28. Andrew Chesher, 2002. "Semiparametric identification in duration models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP20/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  29. Abadie A., 2002. "Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 97, pages 284-292, March.
  30. Eberwein, Curtis & Ham, John C & LaLonde, Robert J, 1997. "The Impact of Being Offered and Receiving Classroom Training on the Employment Histories of Disadvantaged Women: Evidence from Experimental Data," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 64(4), pages 655-82, October.
  31. Christopher Ferral, 2002. "Estimation and Inference in Social Experiments," Working Papers, Queen's University, Department of Economics 1008, Queen's University, Department of Economics.
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