Tag Archives: Questions
Our Chicago Connection
http://theincidentaleconomist.com/wordpress/dont-forget-the-t-shirt/ Thanks Austin!
Fixed effects (DD) and LDV bracketing example
On p. 246, we reference Guryan (2004) as a scenario where DD and lagged dependent variables methods bracket the causal effect of interest (see also Section 5.4) . . . except that the editors and/or referees wrote that out of Guryan’s script. This argument does appear, however, in his 2001 working paper, available here
Published June 8, 2012 | Also tagged Corrections, difference-in-differences, Reader Comments | Leave a comment
Testing DD
Jessie asks: Is there a nonparametric (or parametric) test that can be used to test whether the treatment and control group are similar in difference-in-difference before the treatment occurs? For example, in the Card-Krueger minimum wage example (Figure 5.2.1), would there be a test to check whether the trend in the employment rate was statistically […]
QOB Qonfusion
Ilyssa wonders Question: In Table 4.1.1 (p. 124), how are there 30 instruments in Column 8 rather than 27 (= 3 qob dummies * 9 year of birth dummies)? Why indeed? There are still 3 QOB main effects. JA
Imbens and Angrist Discover LATE
… in the the Andean foothills, Chile, November 2011
Covariate Contradiction?
Thoughtful reader Nikhil from UBC asks: I had a question regarding LATE. In your book you say in a model with covariates, 2SLS leads to a sort of "covariate averaged LATE" even when one does not have a saturated model. Does this mean that as one introduces covariates the 2SLS estimator is most likely to […]
Why are There So Many Dummies?
Lina from Essex writes: When talking about grouped data and 2SLS (section 4.1.3) you mention that expanding a continuous instrument is equivalent to have a set of Wald estimators that consistent estimates the causal effect of interest and in the Vietnam paper you mention that using the whole set of dummies as instruments is more […]
Regression what?!
Matt from Western Kentucky U comments on Chapter 3. . . Question: You state: “Our view is that regression can be motivated as a particular sort of weighted matching estimator, and therefore the differences between regression and matching estimates are unlikely to be of major empirical importance” (Chapter 3 p. 70) I take this to […]
Signs of aging …