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Social experiments and instrumental variables with duration outcomes

  • Jaap Abbring

    (Institute for Fiscal Studies and Tinbergen Institute)

  • Gerard Van Den Berg


    (Institute for Fiscal Studies and University of Mannheim)

This paper examines the empirical analysis of treatment effects on duration outcomes from data that contain instrumental variation. We focus on social experiments in which an intention to treat is randomized and compliance may be imperfect. We distinguish between cases where the treatment starts at the moment of randomization and cases where it starts at a later point in time. We derive exclusion restrictions under various informational and behavioral assumptions and we analyze identifiability under these restrictions. It turns out that randomization (and by implication, instrumental variation) by itself is often insufficient for inference on interesting effects, and needs to be augmented by a semi-parametric structure. We develop corresponding non- and semi-parametric tests and estimation methods.

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Paper provided by Institute for Fiscal Studies in its series IFS Working Papers with number W05/19.

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Length: 41 pp.
Date of creation: 13 Oct 2005
Date of revision:
Handle: RePEc:ifs:ifsewp:05/19
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  1. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Oxford University Press, vol. 49(3), pages 403-409.
  2. Richardson, Katarina & van den Berg, Gerard J., 2002. "The effect of vocational employment training on the individual transition rate from unemployment to work," Working Paper Series 2002:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  3. Lawrence F. Katz & Jeffrey R. Kling & Jeffrey B. Liebman, 2000. "Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment," NBER Working Papers 7973, National Bureau of Economic Research, Inc.
  4. Manski, C.F., 1996. "Monotone Treatment Response," Working papers 9604, Wisconsin Madison - Social Systems.
  5. Christopher Ferral, 2002. "Estimation and Inference in Social Experiments," Working Papers 1008, Queen's University, Department of Economics.
  6. Joshua D. Angrist & Guido W. Imbens, 1995. "Identification and Estimation of Local Average Treatment Effects," NBER Technical Working Papers 0118, National Bureau of Economic Research, Inc.
  7. Abadie A., 2002. "Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 284-292, March.
  8. Christopher Ferrall, 2002. "Estimation and Inference in Social Experiments," General Economics and Teaching 0209001, EconWPA.
  9. van den Bergh, Gerhard & van deer Klaauw, Bas, 2001. "Counseling and monitoring of unemployed workers: theory and evidence from a controlled social experiment," Working Paper Series 2001:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  10. Jean Pinquet & Jaap Abbring & Pierre-André Chiappori, 2003. "Moral Hazard and Dynamic Insurance Data," Post-Print hal-00397121, HAL.
  11. Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-employment Bonus Experiment," Tinbergen Institute Discussion Papers 98-096/4, Tinbergen Institute.
  12. James Heckman & Jeffrey Smith & Christopher Taber, 1998. "Accounting For Dropouts In Evaluations Of Social Programs," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 1-14, February.
  13. Dan A. Black & Jeffrey A. Smith & Mark C. Berger & Brett J. Noel, 2003. "Is the Threat of Reemployment Services More Effective Than the Services Themselves? Evidence from Random Assignment in the UI System," American Economic Review, American Economic Association, vol. 93(4), pages 1313-1327, September.
  14. van den Berg, Gerard, 2007. "An economic analysis of exclusion restrictions for instrumental variable estimation," Working Paper Series 2007:10, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  15. James Heckman, 1997. "Instrumental Variables: A Study of Implicit Behavioral Assumptions Used in Making Program Evaluations," Journal of Human Resources, University of Wisconsin Press, vol. 32(3), pages 441-462.
  16. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The Nonparametric Identification of Treatment Effects in Duration Models," Econometrica, Econometric Society, vol. 71(5), pages 1491-1517, 09.
  17. Andrew Chesher, 2002. "Semiparametric identification in duration models," CeMMAP working papers CWP20/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Meyer, Bruce D, 1996. "What Have We Learned from the Illinois Reemployment Bonus Experiment?," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 26-51, January.
  19. Jaap H. Abbring & Gerard J. Berg & Jan C. Ours, 2005. "The Effect of Unemployment Insurance Sanctions on the Transition Rate from Unemployment to Employment," Economic Journal, Royal Economic Society, vol. 115(505), pages 602-630, 07.
  20. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710.
  21. Heckman, James J. & Lalonde, Robert J. & Smith, Jeffrey A., 1999. "The economics and econometrics of active labor market programs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 31, pages 1865-2097 Elsevier.
  22. Alberto Abadie & Joshua Angrist & Guido Imbens, 1999. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Working papers 99-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  23. Ham, John C & LaLonde, Robert J, 1996. "The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training," Econometrica, Econometric Society, vol. 64(1), pages 175-205, January.
  24. James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers 0157, National Bureau of Economic Research, Inc.
  25. van Ours, J.C. & van den Berg, G., 1997. "Eyeballing state dependence and unobserved heterogeneity in aggregate unemployment duration data," Other publications TiSEM 123b1d37-4898-4b05-a85b-2, Tilburg University, School of Economics and Management.
  26. Curtis Eberwein & John C. Ham & Robert J. Lalonde, 1997. "The Impact of Being Offered and Receiving Classroom Training on the Employment Histories of Disadvantaged Women: Evidence from Experimental Data," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 655-682.
  27. Guido W. Imbens & Donald B. Rubin, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 555-574.
  28. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier.
  29. Jaap H. Abbring & Pierre-Andre Chiappori, 2004. "Moral Hazard and Dynamic Insurance Data," 2004 Meeting Papers 316, Society for Economic Dynamics.
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