Questions tagged [causal-inference]
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27
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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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answer
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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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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 ...
- 3,458
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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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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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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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Is it possible to run a regression discontinuity design (RDD) with different treatment intensities?
My question arises from an arbitrary assignment rule which gives monetary transfers to cities in Colombia with a population of less than 25,000 inhabitants. However, the transfer varies between cities ...
2
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Articles on the definition of causality in Economics
I am looking for illustrative "soft" articles on the definition of causality of Economics. Something to assign as a reading in a causal inference course. Any ideas?
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Is it possible to integrate propensity score (weighting or matching) and synthetic control method?
I apologise in advance because I'm obviously new both to causal inference and to this community.
I would like to estimate the impact of a treatment on firms' behavior. I'm considering using the ...
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Meaning of non-anticipation assumption in panel context
I am moving this discussion from this comment section to a full question.
Consider a binary policy $D_{it} \in \{0,1\}$ that is not randomly assigned to some units in period $t=\tau$. We have ...
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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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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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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. ...
- 1,781
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1
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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" **...
- 1,090
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2
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134
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Diff-in-diff with two control groups: compare parallel trends
Suppose in a diff-in-diff problem, I have two control groups, but just one can be used as comparison, so I want to check which of them provides a better comparison. My idea is to compare the parallel ...
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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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Granger-Sims causality and subtle differences
For a bivariate process $(\textbf{X},\textbf{Y})=( (X_t, Y_t)^\top, t\in\mathbb{Z})$, we say that the process $\textbf{X}$ Sims-causes the process $\textbf{Y}$ (notation $\textbf{X}\overset{Sims}{\to}...
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Is matching combined with Diff-in-Diff a bad idea?
I remember seeing such a comment on Twitter long time ago but I see so many prominent papers doing it that I doubt it can really bad. Does somebody know more (e.g. papers) on this?
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Discussing Difference-in-Difference Assumption of the treatment assigment
while reviewing some of the literature on DiD and Event Study designs, I come up with a general question, since DiD is by definition a quasi-experimental approach to determining causal effects when ...
- 133
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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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Pooled difference-in-differences with limited panel
I wish to estimate a pooled difference-in-differences specification in the following form:
$y_{i,t}=\alpha_i+\theta_t + \beta \times \mathbf{1}\left(t > \bar{t}\right) \times Treatment_i + \...
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Regression and RDD give results in opposite directions but both statistically significant
I am conducting an RDD on an attitude and how it shifts over time due to a shock (sharp RD measured in days), I am using RDROBUST in STATA. I do not think I have coding errors but I need help ...
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Assessing multiple Treatment Effects in Overlapping Interventions for difference-in-difference
I am currently working on evaluating the impact of two sequential treatments, Treatment 1 and Treatment 2, on two distinct groups in our country: Group A and Group B. Treatment 1 is administered at ...
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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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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 ...
- 29
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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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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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