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Causal inference with sample selection

Author

Listed:
  • David M. Drukker

    (StataCorp)

Abstract

I discuss how to use the new extended regression model (ERM) commands to estimate average causal effects when the outcome is censored or when the sample is endogenously selected. I also discuss how to use these commands to estimate causal effects in the presence of endogenous explanatory variables, which these commands also accomodate.

Suggested Citation

  • David M. Drukker, 2017. "Causal inference with sample selection," Canadian Stata Users' Group Meetings 2017 02, Stata Users Group.
    • Handle: RePEc:boc:csug17:02
    as

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    File URL: http://repec.org/csug2017/Canada17_Drukker.pdf
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    References listed on IDEAS

    as
    1. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(5), pages 1026-1028, October.
    2. Jeffrey M Wooldridge, 2010. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232588, December.
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