Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition

Arbeitspapier

This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment effect on the outcomes of compliers (the subpopulation whose treatment reacts on the instrument) in multiple periods based on inverse probability weighting. Treatment selection and attrition may depend on both observed characteristics and the unobservable compliance type, which is possibly related to unobserved factors. We also provide a simulation study and apply our methods to the evaluation of a policy intervention targeting college achievement, where we find that controlling for attrition considerably affects the effect estimates.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: IZA Discussion Papers ; No. 7972

Classification and Topics

• Classification: Wirtschaft ; Semiparametric and Nonparametric Methods: General ; Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions ; Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models ; Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models ; Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
• Subject: treatment effect ; attrition ; endogeneity ; panel data ; weighting

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Frölich, Markus ; Huber, Martin
• Event: Veröffentlichung
• (who): Institute for the Study of Labor (IZA)
• (where): Bonn
• (when): 2014

Further information

• Handle: http://hdl.handle.net/10419/93325
• Last update: 10.03.2025, 11:43 AM CET