Konferenzbeitrag
Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)
We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental variables in Angrist and Evans (Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size, American Economic Review, Vol. 88, 1998). The two-stage least squares random forest allows one to investigate local heterogenous effects that cannot be investigated using ordinary 2SLS.
- Sprache
-
Englisch
- Erschienen in
-
Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
- Klassifikation
-
Wirtschaft
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Large Data Sets: Modeling and Analysis
Time Allocation and Labor Supply
Fertility; Family Planning; Child Care; Children; Youth
Semiparametric and Nonparametric Methods: General
- Thema
-
machine learning
generalized random forests
fertility
instrumental variable estimation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kugler, Philipp
Biewen, Martin
- Ereignis
-
Veröffentlichung
- (wer)
-
ZBW - Leibniz Information Centre for Economics
- (wo)
-
Kiel, Hamburg
- (wann)
-
2020
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Konferenzbeitrag
Beteiligte
- Kugler, Philipp
- Biewen, Martin
- ZBW - Leibniz Information Centre for Economics
Entstanden
- 2020
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