Questions tagged [causal-inference]

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4
votes
1answer
131 views

Seemingly Unrelated Regression Estimation - Equivalent to OLS Standard errors?

In a SURE framework, if all X are the same in all regressions I was under the impression that there is no efficiency gain. Recently an assistant professor told me that the beta coefficients would be ...
4
votes
1answer
44 views

Bootstrap always valid under asymptotic Normality?

If an estimator is known to have an asymptotically normal distribution, is that sufficient for the bootstrap to be valid? It seems that is must be, but in 20 minutes of Googling I have come up empty ...
2
votes
1answer
40 views

Can Difference-in-Difference be used when the treatment effects get smaller with time since treatment?

Recently, there is an emerging line of the study said that the traditional two-way fixed effect(TWFE) is failed in a lot of case because of the heterogeneous effects of laws over time, follow some ...
3
votes
1answer
34 views

Subsampling vs. m out of n bootstrap

My understanding is the distinction between subsampling and the m out of n bootstrap is that subsampling draws without replacement but the m out of n bootstrap does not. If we are not in a situation ...
1
vote
2answers
34 views

Reverse DiD: or using always treated as control

I would be interested also in the generalised case, but let's start with 2x2 to keep it simple. Say you have two groups $i \in \{1,2\}$ and two time periods $t$ and $t-1$, as the classical DiD case. ...
0
votes
0answers
15 views

RDD with time-varying cut-off

I have a sharp assignment rule based on age cut-off. During my observation period, the cut-off was reduced expanding access. I can do a normal RDD based on the current cut-off, but is there a better ...
3
votes
1answer
85 views

What are the meanings of “difference-in-differences” and “causal estimand”?

In one discussion, I saw the answer containing two words that I think can be used interchangeably, but I am not sure if it's the case. I simply state in other posts that the "generalized" **...
0
votes
0answers
26 views

Advice on research methodology

I had wanted to ask this community for some advice on some potential methodologies I am developing. Context: I want to evaluate the effectiveness of a component of this scholarship program, which ...
0
votes
0answers
29 views

Behavioral responses of tax policy on labour supply ( first time doing Difference in Differences)

I am trying to estimate the causal effects of the The Working Income Tax Benefit (WITB) on the labour supply of married women in Canada. The WITB is essentially equivalent to the EITC. I am looking at ...
0
votes
0answers
38 views

complex Difference-in-difference formula

I have 5-year sales information from a grocery store in Canada. I want to check whether an event that happened in 2017, affected the effect of the price of a product on its sales. For example, imagine ...
4
votes
1answer
91 views

Skepticism about the claims of instrument variable validity/exclusion through a statistical test—the Arellano-Bond Test

I am an applied researcher and occasionally come across papers that have panel data and that use dynamic models with both a fixed-effects term and lagged DV (or multiple autoregressive terms): $y_{it} ...
8
votes
3answers
1k views

Identifying assumption meaning

I am hoping to get a good explanation regarding what is meant by an identifying assumption. In many articles, under empirical strategy, authors state that: we exploit firm level variation to identify ...
2
votes
0answers
48 views

Trade-off between “extent of controls” and “quasi-experimental”

I apologize in advance for a long and possibly misworded question. I am trying to get to something but I am not exactly sure how to explain it. Hopefully, you can bear with me and provide me with some ...
0
votes
0answers
17 views

Impactful fixed-effect identification with open data

For a replication project, I am looking for impactful (and ideally somewhat recent) papers that use fixed-effects as their main identification strategy and make their data publicly available. By ...