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Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails

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  • Millimet, Daniel L.

    ()
    (Southern Methodist University)

  • Tchernis, Rusty

    ()
    (Georgia State University)

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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Bibliographic Info

Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 3632.

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Length: 39 pages
Date of creation: Aug 2008
Date of revision:
Publication status: published as 'Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program' in: Journal of Applied Econometrics, 2013, 28 (6), 982–1017
Handle: RePEc:iza:izadps:dp3632

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Keywords: bias; unconfoundedness; propensity score; selection on unobservables; treatment effects;

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References

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  1. Guido Imbens, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometric Society World Congress 2000 Contributed Papers 1166, Econometric Society.
  2. Jeffrey Smith & Petra Todd, 2003. "Does Matching Overcome Lalonde's Critique of Nonexperimental Estimators?," University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers, University of Western Ontario, CIBC Centre for Human Capital and Productivity 20035, University of Western Ontario, CIBC Centre for Human Capital and Productivity.
  3. James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers 11259, National Bureau of Economic Research, Inc.
  4. 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).
  5. Jayanta Bhattacharya & Janet Currie & Steven J. Haider, 2006. "Breakfast of Champions?: The School Breakfast Program and the Nutrition of Children and Families," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
  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, Elsevier, vol. 121(1-2), pages 99-124.
  7. Millimet, Daniel L. & Tchernis, Rusty, 2009. "On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 27(3), pages 397-415.
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Citations

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Cited by:
  1. Owusu, Victor & Abdulai, Awudu & Abdul-Rahman, Seini, 2011. "Non-farm work and food security among farm households in Northern Ghana," Food Policy, Elsevier, Elsevier, vol. 36(2), pages 108-118, April.
  2. Gurun, Ayfer & Millimet, Daniel L., 2008. "Does Private Tutoring Payoff?," IZA Discussion Papers 3637, Institute for the Study of Labor (IZA).
  3. Sampaio, Breno Ramos & Sampaio, Gustavo Ramos & Sampaio, Yony, 2012. "On Estimating The Effects of Legalization: Do Agricultural Workers Really Benefit?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists 126858, International Association of Agricultural Economists.

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