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Estimating marginal treatment effects using parametric and semiparametric methods

Author

Listed:
  • Scott Brave

    (Federal Reserve Bank of Chicago)

  • Thomas Walstrum

    (University of Illinois at Chicago
    Federal Reserve Bank of Chicago)

Abstract

We describe the new command margte, which computes marginal and average treatment effects for a model with a binary treatment and a continuous outcome given selection on unobservables and returns. Marginal treatment effects differ from average treatment effects in instances where the impact of treatment varies within a population in correlation with unobserved characteristics. Both parametric and semiparametric estimation methods can be used with margte, and we provide evidence from a Monte Carlo simulation for when each is preferable. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Scott Brave & Thomas Walstrum, 2014. "Estimating marginal treatment effects using parametric and semiparametric methods," Stata Journal, StataCorp LLC, vol. 14(1), pages 191-217, March.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:1:p:191-217
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    Citations

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    Cited by:

    1. Rob J. M. Alessie & Viola Angelini & Jochen O. Mierau & Laura Viluma, 2020. "Moral hazard and selection for voluntary deductibles," Health Economics, John Wiley & Sons, Ltd., vol. 29(10), pages 1251-1269, October.
    2. Giesecke, Matthias & Schuß, Eric, 2019. "Heterogeneity in marginal returns to language training of immigrants," IAB-Discussion Paper 201919, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    3. Akabayashi, Hideo & Ruberg, Tim & Shikishima, Chizuru & Yamashita, Jun, 2023. "Education-oriented and care-oriented preschools: Implications on child development," Labour Economics, Elsevier, vol. 84(C).
    4. Mnasri, Mohamed & Dionne, Georges & Gueyie, Jean-Pierre, 2017. "The use of nonlinear hedging strategies by US oil producers: Motivations and implications," Energy Economics, Elsevier, vol. 63(C), pages 348-364.
    5. Cornelissen, Thomas & Dustmann, Christian & Raute, Anna & Schönberg, Uta, 2016. "From LATE to MTE: Alternative methods for the evaluation of policy interventions," Labour Economics, Elsevier, vol. 41(C), pages 47-60.
    6. Fentie, Amare & Beyene, Abebe D., 2019. "Climate-smart agricultural practices and welfare of rural smallholders in Ethiopia: Does planting method matter?," Land Use Policy, Elsevier, vol. 85(C), pages 387-396.
    7. Eric Schuss & Mohammed Azaouagh, 2021. "Combining parenthood and work: transmission channels and heterogeneous returns to early public childcare," Review of Economics of the Household, Springer, vol. 19(3), pages 641-676, September.
    8. Francetic Igor, 2022. "Selection on moral hazard in the Swiss market for mandatory health insurance: Empirical evidence from Swiss Household Panel data," Papers 2208.03815, arXiv.org, revised Sep 2023.
    9. Thomas Cornelissen & Christian Dustmann & Anna Raute & Uta Schönberg, 2018. "Who Benefits from Universal Child Care? Estimating Marginal Returns to Early Child Care Attendance," Journal of Political Economy, University of Chicago Press, vol. 126(6), pages 2356-2409.
    10. Richard Dorsett & Lucy Stokes, 2022. "Pre‐apprenticeship training for young people: Estimating the marginal and average treatment effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 37-60, January.
    11. Gerten, Elisa & Beckmann, Michael & Kräkel, Matthias, 2022. "Information and Communication Technology, Hierarchy, and Job Design," IZA Discussion Papers 15491, Institute of Labor Economics (IZA).
    12. Torres Franco, Nicolás Arturo & Dávalos, Eleonora & Morales, Leonardo Fabio, 2021. "Heterogeneous Effects of Agricultural Technical Assistance in Colombia," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 53(4), pages 459-481, November.
    13. Lauber, Verena & Thomas, Lampert, 2014. "The Effect of Early Universal Daycare on Child Weight Problems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100399, Verein für Socialpolitik / German Economic Association.
    14. Wang, Tong & Jin, Hailong, 2024. "Impact of cost share programs on conservation practice adoption: A new perspective," 2024 Annual Meeting, July 28-30, New Orleans, LA 343974, Agricultural and Applied Economics Association.
    15. Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed, 2018. "Dynamic corporate risk management: Motivations and real implications," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 97-111.
    16. Moscelli, Giuseppe & Siciliani, Luigi & Gutacker, Nils & Cookson, Richard, 2018. "Socioeconomic inequality of access to healthcare: Does choice explain the gradient?," Journal of Health Economics, Elsevier, vol. 57(C), pages 290-314.
    17. Tomás Cortés & Nicolás Grau & Jorge Rivera, 2019. "Juvenile Incarceration and Adult Recidivism," Working Papers wp482, University of Chile, Department of Economics.
    18. Afzali, Mansoor, 2023. "Corporate culture and financial statement comparability," Advances in accounting, Elsevier, vol. 60(C).
    19. Cariappa, A.G. Adeeth & Chandel, B.S., 2020. "Interlink between factor and product markets: opportunity for the future of Indian agriculture," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 33(Conferenc), December.
    20. Amadu, Festus O. & Miller, Daniel C., 2024. "The impact of forest product collection and processing on household income in rural Liberia," Forest Policy and Economics, Elsevier, vol. 158(C).
    21. Fentie, Amare & Beyene, Abebe D., 2018. "Climate-Smart Agricultural Practices and Welfare of Rural Smallholders in Ethiopia: Does Planting Method Matter?," EfD Discussion Paper 18-8, Environment for Development, University of Gothenburg.
    22. Dionne, Georges & Mnasri, Mohamed, 2018. "Real implications of corporate risk management: Evidence from U.S. oil producers," Working Papers 18-5, HEC Montreal, Canada Research Chair in Risk Management.
    23. Spanos, Yiannis E., 2021. "Exploring heterogeneous returns to collaborative R&D: A marginal treatment effects perspective," Research Policy, Elsevier, vol. 50(5).
    24. Péron, M.; & Dormont, B.;, 2018. "Heterogeneous moral hazard in Supplementary Health Insurance," Health, Econometrics and Data Group (HEDG) Working Papers 18/27, HEDG, c/o Department of Economics, University of York.

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