Arbeitspapier
Instrumental variable estimation of treatment effects for duration outcomes
In this article we propose and implement an instrumental variable estimation procedure to obtain treatment effects on duration outcomes. The method can handle the typical complications that arise with duration data of time-varying treatment and censoring. The treatment effect we define is in terms of shifting the quantiles of the outcome distribution based on the Generalized Accelerated Failure Time (GAFT) model. The GAFT model encompasses two competing approaches to duration data; the (Mixed) Proportional Hazard (MPH) model and the Accelerated Failure Time (AFT) model. We discuss the large sample properties of the proposed Instrumental Variable Linear Rank (IVLR), and show how we can, with one additional step, improve upon its efficiency. We discuss the empirical implementation of the estimator and apply it to the Illinois re-employment bonus experiment.
- Language
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Englisch
- Bibliographic citation
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Series: IZA Discussion Papers ; No. 2896
- Classification
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Wirtschaft
- Subject
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Statistische Bestandsanalyse
Mikroökonometrie
Instrumentalvariablen-Schätzmethode
Lohnsubvention
Wirkungsanalyse
Theorie
Illinois
- Event
-
Geistige Schöpfung
- (who)
-
Bijwaard, Govert E.
- Event
-
Veröffentlichung
- (who)
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Institute for the Study of Labor (IZA)
- (where)
-
Bonn
- (when)
-
2007
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bijwaard, Govert E.
- Institute for the Study of Labor (IZA)
Time of origin
- 2007
Other Objects (12)
Instrumental variable estimation of treatment effects for duration outcomes
Instrumental Variable Estimation for Duration Data
Social experiments and instrumental variables with duration outcomes
Social Experiments and Instrumental Variables with Duration Outcomes
Social experiments and instrumental variables with duration outcomes
Nonparametric instrumental variable estimation
Estimation with many instrumental variables
Time-varying instrumental variable estimation
Instrumental variable models for discrete outcomes
Instrumental variables estimation with flexible distributions
Nonparametric instrumental variable estimation under monotonicity
Nonparametric instrumental variable estimation under monotonicity
Instrumental variable estimation of treatment effects for duration outcomes
Instrumental Variable Estimation for Duration Data
Social experiments and instrumental variables with duration outcomes
Social Experiments and Instrumental Variables with Duration Outcomes
Social experiments and instrumental variables with duration outcomes
Nonparametric instrumental variable estimation
Estimation with many instrumental variables
Time-varying instrumental variable estimation
Instrumental variable models for discrete outcomes
Instrumental variables estimation with flexible distributions
Nonparametric instrumental variable estimation under monotonicity
Nonparametric instrumental variable estimation under monotonicity
Instrumental variable estimation of treatment effects for duration outcomes
Instrumental Variable Estimation for Duration Data
Social experiments and instrumental variables with duration outcomes
Social Experiments and Instrumental Variables with Duration Outcomes
Social experiments and instrumental variables with duration outcomes
Nonparametric instrumental variable estimation
Estimation with many instrumental variables
Time-varying instrumental variable estimation
Instrumental variable models for discrete outcomes
Instrumental variables estimation with flexible distributions
Nonparametric instrumental variable estimation under monotonicity