scholarly journals A Generalized Regression-adjustment Estimator for Average Treatment Effects from Panel Data

Author(s):  
David M. Drukker

I illustrate that the simple regression-adjustment estimator is inconsistent for the average treatment effect when the random effects affecting treatment assignment are correlated with the random effects that affect the potential outcomes. I present a simple parametric estimator that is consistent in this case.

2021 ◽  
Author(s):  
Mateus C. R. Neves ◽  
Felipe De Figueiredo Silva ◽  
Carlos Otávio Freitas

In this paper we estimate the average treatment effect from access to extension services and credit on agricultural production in selected Andean countries (Bolivia, Peru, and Colombia). More specifically, we want to identify the effect of accessibility, here represented as travel time to the nearest area with 1,500 or more inhabitants per square kilometer or at least 50,000 inhabitants, on the likelihood of accessing extension and credit. To estimate the treatment effect and identify the effect of accessibility on these variables, we use data from the Colombian and Bolivian Agricultural Censuses of 2013 and 2014, respectively; a national agricultural survey from 2017 for Peru; and geographic information on travel time. We find that the average treatment effect for extension is higher compared to that of credit for farms in Bolivia and Peru, and lower for Colombia. The average treatment effects of extension and credit for Peruvian farms are $2,387.45 and $3,583.42 respectively. The average treatment effect for extension and credit are $941.92 and $668.69, respectively, while in Colombia are $1,365.98 and $1,192.51, respectively. We also find that accessibility and the likelihood of accessing these services are nonlinearly related. Results indicate that higher likelihood is associated with lower travel time, especially in the analysis of credit.


2013 ◽  
Vol 1 (1) ◽  
pp. 135-154 ◽  
Author(s):  
Peter M. Aronow ◽  
Joel A. Middleton

AbstractWe derive a class of design-based estimators for the average treatment effect that are unbiased whenever the treatment assignment process is known. We generalize these estimators to include unbiased covariate adjustment using any model for outcomes that the analyst chooses. We then provide expressions and conservative estimators for the variance of the proposed estimators.


2020 ◽  
Author(s):  
Constantin Volkmann ◽  
Alexander Volkmann ◽  
Christian A. Müller

AbstractBackgroundThe average treatment effect of antidepressants in major depression was found to be about 2 points on the 17-item Hamilton Depression Rating Scale, which lies below clinical relevance. Here, we searched for evidence of a relevant treatment effect heterogeneity that could justify the usage of antidepressants despite their low average treatment effect.MethodsBayesian meta-analysis of 169 randomized, controlled trials including 58,687 patients. We considered the effect sizes log variability ratio (lnVR) and log coefficient of variation ratio (lnCVR) to analyze the difference in variability of active and placebo response. We used Bayesian random-effects meta-analyses (REMA) for lnVR and lnCVR and fitted a random-effects meta-regression (REMR) model to estimate the treatment effect variability between antidepressants and placebo.ResultsThe variability ratio was found to be very close to 1 in the best fitting models (REMR: 95% HPD [0.98, 1.02], REMA: 95% HPD [1.00, 1.02]). The between-study variance τ2 under the REMA was found to be low (95% HPD [0.00, 0.00]). Simulations showed that a large treatment effect heterogeneity is only compatible with the data if a strong correlation between placebo response and individual treatment effect is assumed.ConclusionsThe published data from RCTs on antidepressants for the treatment of major depression is compatible with a near-constant treatment effect. Although it is impossible to rule out a substantial treatment effect heterogeneity, its existence seems rather unlikely. Since the average treatment effect of antidepressants falls short of clinical relevance, the current prescribing practice should be re-evaluated.


2021 ◽  
Author(s):  
Youmi Suk ◽  
Peter Steiner ◽  
Jee-Seon Kim ◽  
Hyunseung Kang

Regression discontinuity designs are commonly used for program evaluation with continuous treatment assignment variables. But in practice, treatment assignment is frequently based on discrete or ordinal variables. In this study, we propose a regression discontinuity design with an ordinal running variable to assess the effects of extended time accommodations (ETA) for English language learners (ELL). ETA eligibility is determined by ordinal ELL English proficiency categories of National Assessment of Educational Progress data. We discuss the identification and estimation of the average treatment effect, intent-to-treat effect, and the local average treatment effect at the cutoff. We also propose a series of sensitivity analyses to probe the effect estimates' robustness to the choices of scaling functions and cutoff scores, and unmeasured confounding.


Biometrika ◽  
2020 ◽  
Vol 107 (4) ◽  
pp. 935-948
Author(s):  
Hanzhong Liu ◽  
Yuehan Yang

Summary Linear regression is often used in the analysis of randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. This article proposes a randomization-based inference framework for regression adjustment in stratified randomized experiments. We re-establish, under mild conditions, the finite-population central limit theorem for a stratified experiment, and we prove that both the stratified difference-in-means estimator and the regression-adjusted average treatment effect estimator are consistent and asymptotically normal; the asymptotic variance of the latter is no greater and typically less than that of the former. We also provide conservative variance estimators that can be used to construct large-sample confidence intervals for the average treatment effect.


10.3982/qe935 ◽  
2019 ◽  
Vol 10 (4) ◽  
pp. 1579-1618 ◽  
Author(s):  
Brantly Callaway ◽  
Tong Li

This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTT) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences Assumption used for identifying the Average Treatment Effect on the Treated (ATT). Identification of the QTT is more complicated than the ATT though because it depends on the unknown dependence (or copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes for the treated group. To address this issue, we introduce a new Copula Stability Assumption that says that the missing dependence is constant over time. Under this assumption and when panel data is available, the missing dependence can be recovered, and the QTT is identified. We use our method to estimate the effect of increasing the minimum wage on quantiles of local labor markets' unemployment rates and find significant heterogeneity.


2018 ◽  
Vol 115 (49) ◽  
pp. 12441-12446 ◽  
Author(s):  
Alexander Coppock ◽  
Thomas J. Leeper ◽  
Kevin J. Mullinix

The extent to which survey experiments conducted with nonrepresentative convenience samples are generalizable to target populations depends critically on the degree of treatment effect heterogeneity. Recent inquiries have found a strong correspondence between sample average treatment effects estimated in nationally representative experiments and in replication studies conducted with convenience samples. We consider here two possible explanations: low levels of effect heterogeneity or high levels of effect heterogeneity that are unrelated to selection into the convenience sample. We analyze subgroup conditional average treatment effects using 27 original–replication study pairs (encompassing 101,745 individual survey responses) to assess the extent to which subgroup effect estimates generalize. While there are exceptions, the overwhelming pattern that emerges is one of treatment effect homogeneity, providing a partial explanation for strong correspondence across both unconditional and conditional average treatment effect estimates.


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