Tag Archives: Questions
P-score in the reg?
Geo. from GA asks this interesting question 'bout the propensity score: I was wondering whether replacing high dimensional covariates (X) in the regression model with their propensity scores (p(X)) was a good idea? That is, Y = a + bT + cX + e becomes Y= a + bT + c(p(X)) + e. The book […]
Multiple endogenous variables – now what?!
Diligent reader Daniela Falzon, who works at the World Bank (in France . . . or Washington, DC) writes us with the following interesting problem concerning multiple endogenous variables in 2SLS: I am estimating Y = b0+ b1*X1 +b2* X2 + b3*X1*X2 + X3 Y is a dummy variable X1 is a dummy variable and […]
Adding lagged dependent variables to differenced models
Reader Christopher Ordowich asks: In sections 5.3-5.4, there is a great discussion of using fixed effects vs. a lagged dependent variable with panel data. I am having trouble reconciling some of this discussion with a section in a recent paper by Imbens and Wooldridge (2008) titled “Recent Developments in the Econometrics of Program Evaluation.” On […]
Is 2SLS really OK?
Elias Dinas from EUI asks: In section 4.6.1 you explain very clearly the problems from the straightforward use of the 2SLS logic in binary choice and/orendogenous treatment models. You also provide a simple ‘linearized’ alternative but this is useful at the cost of introducing back-door identifying information. It so happens that I have a continuous […]
Can I get an indulgence for bad control?