Matching Estimating of Dynamic Treatment Models: Some Practical Issues

Michael Lechner

University of St. Gallen Department of Economics working paper series 2006 from Department of Economics, University of St. Gallen

Abstract: Lechner and Miquel (2001) approached the causal analysis of sequences of interventions from a potential outcome perspective based on selection on observable type of assumptions (sequential conditional independence assumptions). Lechner (2004) proposed matching estimators for this framework. However, many practical issues that might have substantial consequences for interpretation of the results have not been thoroughly investigated so far. This paper discusses some of these practical issues. The discussion is related to estimates based on an artificial data set for which the true values of the parameters are known and that shares many features of data that could be used for an empirical dynamic matching analysis.

Keywords: Dynamic treatment regimes; nonparametric identification; causal effects; sequential randomisation; programme evaluation; treatment effects; dynamic matching; panel data (search for similar items in EconPapers)
JEL-codes: C31 C41 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2006-01
References: Add references at CitEc
Citations View citations in EconPapers (7) Track citations by RSS feed

Downloads: (external link)
http://ux-tauri.unisg.ch/RePEc/usg/dp2006/DP03_Le.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:usg:dp2006:2006-03

Access Statistics for this paper

More papers in University of St. Gallen Department of Economics working paper series 2006 from Department of Economics, University of St. Gallen Contact information at EDIRC.
Series data maintained by Joerg Baumberger ().