Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
AbstractThis paper offers some new directions in the analysis of nonparamertric models with exogenous treatment assignment. The nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross-validation, it also identifies potentially irrelevant variables and linear versus nonlinear effects. Examination of the distribution of effects requires distribution metrics, such as stochastic dominance tests for ranking based on a wide range of criterion functions, including dollar valuations. We can identify subgroups with different treatment outcomes. We offer an empirical demonstration based on the GAIN data. In the case of one covariate (English as the primary language), there is support for a statistical inference of uniform first order dominant treatment effects. We also find several others that indicate second and higher order dominance rankings to a statistical degree of confidence.
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Bibliographic InfoPaper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 6874.
Length: 27 pages
Date of creation: Sep 2012
Date of revision:
Publication status: published in: Jeffrey Racine, Liangjun Su and Aman Ullah (eds.), Oxford Handbook of Nonparametric and Semiparametric Econometrics and Statistics, Oxford: OUP, 2014
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Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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