Matching, Regression Discontinuity, Difference in Differences, and Beyond

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Oxford University Press, May 2, 2016 - Business & Economics - 208 pages
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Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.
 

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Contents

Preface
References
Matching
Index
1
Regression Discontinuity
Complete Pairing with PS for Union on Wage CpUnionOnWage
Difference in Differences
Repeated CrossSection DD DdReCroVary4WavesSim
Triple Difference and Beyond
A Appendix
and GDD for Differenced Model DdGddPanel5WavesSim
Copyright

Other editions - View all

Matching, Regression Discontinuity, Difference in Differences, and Beyond
Myoung-jae Lee
Limited preview - 2016
Matching, Regression Discontinuity, Difference in Differences, and Beyond
Myoung-jae Lee
Limited preview - 2016
Matching, Regression Discontinuity, Difference in Differences, and Beyond
Myoung-Jae Lee
No preview available - 2016

Common terms and phrases

analogously Angrist assumption asymptotic variance average becomes image binary bootstrap break causal cluster variance estimator continuity of image control group control image correlation counterfactual covariates covariates image define image dummies effect image effect of image estimate image estimator for image gives image group image ID image identification condition identified image and image image denote image equation image gives image i.e. image image image indexes image where image image with image image’s individual instance kernel Let image linear model logit LSE of image Mahalanobis distance marginal effect matching estimator mean effect nonparametric Observe image obtain panel data panel linear model parameters post­treatment pretreatment probit propensity score quantile random regression imputation regressors repeated cross­sections replace image response variable right­hand side selection sulfa drugs Suppose image time­constant time­varying treated image treatment effect analysis treatment group t­value unobserved confounders wage zero

About the author (2016)

Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.

Bibliographic information

QR code for Matching, Regression Discontinuity, Difference in Differences, and Beyond
TitleMatching, Regression Discontinuity, Difference in Differences, and Beyond
AuthorMyoung-jae Lee
PublisherOxford University Press, 2016
ISBN0190258764, 9780190258764
Length208 pages
Subjects ›  › 

Business & Economics / Econometrics
Business & Economics / Statistics
Mathematics / Probability & Statistics / General
  
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