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Matching Estimating of Dynamic Treatment Models: Some Practical Issues

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  • Michael Lechner

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Abstract

Lechner and Miquel (2001) approached the causal analysis of sequences of interventions from a potential outcome perspective based on selection on observable type of assumptions (sequential conditional independence assumptions). Lechner (2004) proposed matching estimators for this framework. However, many practical issues that might have substantial consequences for interpretation of the results have not been thoroughly investigated so far. This paper discusses some of these practical issues. The discussion is related to estimates based on an artificial data set for which the true values of the parameters are known and that shares many features of data that could be used for an empirical dynamic matching analysis.

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File URL: http://www1.vwa.unisg.ch/RePEc/usg/dp2006/DP03_Le.pdf
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Bibliographic Info

Paper provided by Department of Economics, University of St. Gallen in its series University of St. Gallen Department of Economics working paper series 2006 with number 2006-03.

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Length: 39 pages
Date of creation: Jan 2006
Date of revision:
Handle: RePEc:usg:dp2006:2006-03

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Related research

Keywords: Dynamic treatment regimes; nonparametric identification; causal effects; sequential randomisation; programme evaluation; treatment effects; dynamic matching; panel data;

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Cited by:
  1. Lechner, Michael & Wiehler, Stephan, 2007. "Does the Order and Timing of Active Labor Market Programs Matter?," IZA Discussion Papers 3092, Institute for the Study of Labor (IZA).
  2. Stephan, Gesine, 2008. "The effects of active labor market programs in Germany : an investigation using different definitions of non-treatment," IAB Discussion Paper 200812, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  3. Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen.
  4. Stefan Boes, 2009. "Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information," SOI - Working Papers 0918, Socioeconomic Institute - University of Zurich.
  5. Lechner, Michael & Wiehler, Stephan, 2007. "Does the Order and Timing of Active Labour Market Programmes Matter?," CEPR Discussion Papers 6521, C.E.P.R. Discussion Papers.
  6. repec:wyi:wpaper:001968 is not listed on IDEAS
  7. repec:wyi:journl:002075 is not listed on IDEAS

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