Instrumental Variable Estimation for Duration Data

Govert E. Bijwaard ()
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Govert E. Bijwaard: Netherlands Interdisciplinary Demographic Institute (NIDI)

Chapter Chapter 6 in Causal Analysis in Population Studies, 2009, pp 111-148 from Springer

Abstract: Social scientists have a long tradition of exploring the substantive implications of endogeneity in both methodological work and empirical work. Endogeneity is troublesome because it precludes the usual causal kinds of statements social scientists like to make. A canonical example is the evaluation of the effect of training programs of unemployment individuals on earnings and employment status. In general, the indicator for those who were trained is endogenous, because those individuals who choose to get training perceive the training as beneficial for earning or employment status. Other examples include the effect of union status and childbearing on labor market outcomes. All these problems have a treatment-control flavor. The notion that treatment status is endogenous reflects the fact that simple comparisons of treated and untreated individuals are unlikely to have a causal interpretation.

Keywords: Endogenous Variable; Baseline Hazard; Counting Process; Duration Model; Duration Data (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/978-1-4020-9967-0_6

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