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Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails

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Author Info
Daniel Millimet () (Southern Methodist University)
Rusty Tchernis () (Indiana University Bloomington)

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Abstract

We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case of selection on unobservables. We then propose a new minimum biased estimator of the average treatment effect. We assess the finite sample performance of our estimator using simulated data, as well as a timely application examining the causal effect of the School Breakfast Program on childhood obesity. We find our new estimator to be quite advantageous in many situations, even when selection is only on observables.

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File URL: http://www.iub.edu/~caepr/RePEc/PDF/2008/CAEPR2008-008.pdf
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Publisher Info
Paper provided by Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington in its series Caepr Working Papers with number 2008-008.

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Length: 38 pages
Date of creation: Apr 2008
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Handle: RePEc:inu:caeprp:2008-008

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Related research
Keywords: Treatment Effects; Propensity Score; Bias; Unconfoundedness; Selection on Unobservables;

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Find related papers by JEL classification:
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Millimet, Daniel L. & Tchernis, Rusty & Husain, Muna, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," IZA Discussion Papers 3664, Institute for the Study of Labor (IZA). [Downloadable!]
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  2. James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers 11259, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Jayanta Bhattacharya & Janet Currie & Steven Haider, 2004. "Breakfast of Champions? The School Breakfast Program and the Nutrition of Children and Families," NBER Working Papers 10608, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Daniel Millimet & Rusty Tchernis, 2008. "On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies," Caepr Working Papers 2006-013_Updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  5. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, 07. [Downloadable!] (restricted)
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  6. Black, Dan A. & Smith, J.A.Jeffrey A., 2004. "How robust is the evidence on the effects of college quality? Evidence from matching," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 99-124. [Downloadable!] (restricted)
    Other versions:
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Gurun, Ayfer & Millimet, Daniel L., 2008. "Does Private Tutoring Payoff?," IZA Discussion Papers 3637, Institute for the Study of Labor (IZA). [Downloadable!]
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