Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model
AbstractWe describe estimation, learning and prediction in a treatment-response model with two outcomes. The introduction of potential outcomes in this model introduces four cross-regime correlation parameters that are not contained in the likelihood for the observed data and thus are not identified. Despite this inescapable identification problem, we build upon the results of Koop and Poirier (1997) to describe how learning takes place about the four non-identified correlations through the imposed positive definiteness of the covariance matrix. We then derive bivariate distributions associated with commonly estimated ``treatment parameters'' (including the Average Treatment Effect and effect of Treatment on the Treated), and use the learning that takes place about the non-identified correlations to calculate these densities. We illustrate our points in several generated data experiments and apply our methods to estimate the joint impact of child labor on achievement scores in language and mathematics.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 12480.
Date of creation: 01 Jan 2006
Date of revision:
Publication status: Published in Econometric Reviews 2006, vol. 25, pp. 1-40
Contact details of provider:
Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
More information through EDIRC
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Djebbari, Habiba & Smith, Jeffrey A., 2008.
"Heterogeneous Impacts in PROGRESA,"
IZA Discussion Papers
3362, Institute for the Study of Labor (IZA).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephanie Bridges) The email address of this maintainer does not seem to be valid anymore. Please ask Stephanie Bridges to update the entry or send us the correct address.
If references are entirely missing, you can add them using this form.