Estimation of heterogeneous treatment effects on hazard rates

Arbeitspapier

Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution of treatment effects from duration data with selectivity, by means of a nonparametric maximum likelihood estimator with unrestricted numbers of mass points for the heterogeneity distribution. We find that specifying the treatment effect as homogenous may yield misleading average results if the true effects are heterogeneous, even when the sorting into treatment is appropriately accounted for. Specifying the treatment effect as a random coefficient allows for precise estimation of informative average treatment effects including the program's overall impact on the mean duration.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: IZA Discussion Papers ; No. 4794

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models ; Duration Analysis; Optimal Timing Strategies ; Unemployment: Models, Duration, Incidence, and Job Search ; Computational Techniques; Simulation Modeling
• Thema: Duration analysis ; unobserved heterogeneity ; program evaluation ; nonparametric estimation ; Monte Carlo simulation ; timing of events ; random effects

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Gaure, Simen ; Røed, Knut ; van den Berg, Gerard J. ; Zhang, Tao
• Ereignis: Veröffentlichung
• (wer): Institute for the Study of Labor (IZA)
• (wo): Bonn
• (wann): 2010

Weitere Informationen

• Handle: http://hdl.handle.net/10419/35857
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ