Testing for Structural Breaks in the Evaluation of Programs
AbstractA youth homicide reduction initiative in Boston in the mid-1990s poses particular difficulties for program evaluation because it did not have a control group and the exact implementation date is unknown. A standard methodology in program evaluation is to use time series variation to compare pre- and post-program outcomes. Such an approach is not valid, however, when the timing of a potential break is unknown. To evaluate the Boston initiative, we adapt from the macroeconomics literature a test of unknown break point to test for a change in regime. Tests for parameter instability provide a flexible framework for testing a range of hypotheses commonly posed in program evaluation. These tests both pinpoint the timing of maximal break and provide a valid test of statistical significance. We evaluate the results of the estimation using the asymptotic results in the literature and with our own Monte Carlo analyses. We conclude there was a statistically significant discontinuity in youth homicide incidents (on the order of 60 percent) shortly after the intervention was unveiled.
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Date of creation: May 2001
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- Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003. "Testing for Structural Breaks in the Evaluation of Programs," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 550-558, August.
- Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 1999. "Testing for Structural Breaks in the Evaluation of Programs," NBER Working Papers 7226, National Bureau of Economic Research, Inc.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- K42 - Law and Economics - - Legal Procedure, the Legal System, and Illegal Behavior - - - Illegal Behavior and the Enforcement of Law
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