On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
AbstractIn this paper we describe methods for obtaining the predictive distributions of outcome gains in the framework of a standard latent variable selection model. While most previous work has focused on estimation of mean treatment parameters as the method for characterizing outcome gains from program participation, we show the entire distributions associated with these gains can be accurately obtained on certain situations.
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Bibliographic InfoPaper provided by California Irvine - School of Social Sciences in its series Papers with number 00-01-30.
Length: 37 pages
Date of creation: 2001
Date of revision:
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Postal: UNIVERSITY OF CALIFORNIA IRVINE, SCHOOL OF SOCIAL SCIENCES, IRVINECALIFORNIA 91717 U.S.A.
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Other versions of this item:
- Poirier, Dale J & Tobias, Justin L, 2003. "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 258-68, April.
- Poirier, Dale J & Tobias, Justin, 2003. "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Staff General Research Papers 12014, Iowa State University, Department of Economics.
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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