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On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter

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Author Info

  • Poirier, D.J.
  • Tobias, J.L.

Abstract

In 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 Info

Paper provided by California Irvine - School of Social Sciences in its series Papers with number 00-01-30.

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Length: 37 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:fth:calirv:00-01-30

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Postal: UNIVERSITY OF CALIFORNIA IRVINE, SCHOOL OF SOCIAL SCIENCES, IRVINECALIFORNIA 91717 U.S.A.

Related research

Keywords: DISTRIBUTION ; OUTCOME ; INFORMATION;

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Cited by:
  1. Ishdorj, Ariun & Jensen, Helen H. & Tobias, Justin, 2007. "Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach," Staff General Research Papers 12833, Iowa State University, Department of Economics.
  2. Munkin, Murat K. & Trivedi, Pravin K., 2008. "Bayesian analysis of the ordered probit model with endogenous selection," Journal of Econometrics, Elsevier, vol. 143(2), pages 334-348, April.
  3. Giorgio Calzolari & Antonino Di Pino, 2014. "Self-Selection and Direct Estimation of Across-Regime Correlation Parameter," Econometrics Working Papers Archive 2014_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Muto, Sachio, 2006. "Estimation of the bid rent function with the usage decision model," Journal of Urban Economics, Elsevier, vol. 60(1), pages 33-49, July.
  5. Ishdorj, Ariun & Crepinsek, Mary Kay & Jensen, Helen H., 2012. "Children’s Consumption of Fruits and Vegetables: Do School Environment and Policies Affect Choice in School Meals?," 2012 AAEA/EAAE Food Environment Symposium, May 30-31, Boston, MA 123534, Agricultural and Applied Economics Association.
  6. Li, Mingliang & Tobias, Justin L., 2011. "Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling," Journal of Econometrics, Elsevier, vol. 162(2), pages 345-361, June.
  7. Chib, Siddhartha, 2007. "Analysis of treatment response data without the joint distribution of potential outcomes," Journal of Econometrics, Elsevier, vol. 140(2), pages 401-412, October.

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