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A Note on Endogenous Control Variables in Evaluation Studies

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Author Info
Michael Lechner ()

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Abstract

The paper addresses the issue of potentially endogenous control variables in evaluation studies based on the assumption that selection bias can be avoided by conditioning on observed variables. It shows that the standard formulation of the conditional independence (CIA) or selection on observables assumption obscures the endogeneity problem. The paper clarifies the issue by suggesting a CIA based on exogenous (potential) outcomes as well as explicit exogeneity conditions. The refined CIA allows to asses the endogeneity bias as well as the plausibility of the CIA, because it allows a separate discussion of (i) the problems of missing variables that are necessary to avoid selection bias, and (ii) the problem that some of the control variables may be influenced by the treatment.

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File URL: http://www.vwa.unisg.ch/RePEc/usg/dp2005/DP-16_Le.pdf
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Publisher Info
Paper provided by Department of Economics, University of St. Gallen in its series University of St. Gallen Department of Economics working paper series 2005 with number 2005-16.

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Length: 8 pages
Date of creation: Aug 2005
Date of revision:
Handle: RePEc:usg:dp2005:2005-16

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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
C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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References listed on IDEAS
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. Guido W. Imbens, 1999. "The Role of the Propensity Score in Estimating Dose-Response Functions," NBER Technical Working Papers 0237, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Donald B. Rubin, 2004. "Direct and Indirect Causal Effects via Potential Outcomes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 31(2), pages 161-170. [Downloadable!] (restricted)
  3. Donald B. Rubin, 2005. "Causal Inference Using Potential Outcomes: Design, Modeling, Decisions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 322-331, March. [Downloadable!] (restricted)
  4. Michael Lechner, 2000. "Programme Heterogeneity and Propensity Score Matching: An Application to the Evaluation of Active Labour Market Policies," Econometric Society World Congress 2000 Contributed Papers 0647, Econometric Society. [Downloadable!]
  5. Gerfin, Michael & Lechner, Michael, 2000. "Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," IZA Discussion Papers 154, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  6. Michael Lechner & Ruth Miquel, 2005. "Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions," University of St. Gallen Department of Economics working paper series 2005 2005-17, Department of Economics, University of St. Gallen. [Downloadable!]
  7. Michael Lechner, 1999. "Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence Assumption," IZA Discussion Papers 91, Institute for the Study of Labor (IZA). [Downloadable!]
  8. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March. [Downloadable!] (restricted)
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  9. Guido W. Imbens, 2004. "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, 06. [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. Michael Lechner & Blaise Melly, 2007. "Earnings Effects of Training Programs," IZA Discussion Papers 2926, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  2. Carlos A. Flores & Alfonso Flores-Lagunes, . "Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment," Working Papers 0706, University of Miami, Department of Economics. [Downloadable!]
  3. Michael Lechner & Ruth Miquel, 2005. "Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions," University of St. Gallen Department of Economics working paper series 2005 2005-17, Department of Economics, University of St. Gallen. [Downloadable!]
  4. Robert Poppe, 2007. "The Matching Approach on Expenditure Patterns of Migrant Households: Evidence from Moldova," Kiel Advanced Studies Working Papers 444, Kiel Institute for the World Economy. [Downloadable!]
  5. Katrin Hussinger, 2008. "R&D and subsidies at the firm level: an application of parametric and semiparametric two-step selection models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 729-747. [Downloadable!]
    Other versions:
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