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

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

Author Info

Poirier, D.J.
Tobias, J.L.

Additional information is available for the following registered author(s):

Justin Tobias

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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Publisher 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.

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Related research
Keywords: DISTRIBUTION ; OUTCOME ; INFORMATION;

Other versions of this item:

Article
- 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.
Paper
- Poirier, Dale J & Tobias, Justin, 2004. "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.

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

Cited by:
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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. [Downloadable!]
Other versions:
- Ariun Ishdorj & Helen H. Jensen & Justin Tobias, 2007. "Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications 07-wp452, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

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