Questions tagged [causal-inference]

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Cross sectional survey - difference in difference campaign evaluation

I would like to use two cross sectional surveys to evaluate the impact of a media campaign on public opinions. The problem is how to identify the "untreated" at baseline? Technically ...
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Role of Deficit rise towards GDP growth rate

This year, the general deficit of India (deficit of Union and all State governments) is expected to be 9.9% while pre-covid it was ~6.5% (3.4% union +3% limit on states borrowing). I want to ask if ...
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2 votes
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Difference between a structural and a causal model in economics

I was reading this sentence "As we discuss later in Section 8, IO economists have developed a variety of structural models of auction bid data. These models have been used to derive causal models ...
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1 vote
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Fuzzy RDD when individuals can affect the probability of treatment

I want to evaluate the effect of getting into a program on earnings. In my case individuals that get a score above $c$ can decide weather to get into the program or not. On the other hand those that ...
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3 votes
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How does counterfactual for continuous variables work?

It is clear to me what counterfactual is and how it works for binary variables. However, I'm confused about how it works for continuous variables. For example, we are trying to estimate the effect of ...
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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 ...
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4 votes
1 answer
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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 ...
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1 vote
1 answer
55 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 ...
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3 votes
1 answer
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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 ...
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1 vote
2 answers
57 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. ...
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1 vote
1 answer
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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" **...
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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 ...
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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 ...
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4 votes
1 answer
114 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} ...
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  • 143
8 votes
3 answers
3k 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 ...
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2 votes
0 answers
54 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 ...
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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 ...
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