Empirical‐likelihood‐based difference‐in‐differences estimators

Jing Qin and And Biao Zhang

Journal of the Royal Statistical Society Series B, 2008, vol. 70, issue 2, 329-349

Abstract: Summary. Recently there has been a surge in econometric and epidemiologic works focusing on estimating average treatment effects under various sets of assumptions. Estimation of average treatment effects in observational studies often requires adjustment for differences in pretreatment variables. Rosenbaum and Rubin have proposed the propensity score method for estimating the average treatment effect by adjusting pretreatment variables. In this paper, the empirical likelihood method is used to estimate average treatment effects on the treated under the difference‐in‐differences framework. The advantage of this approach is that the common marginal covariate information can be incorporated naturally to enhance the estimation of average treatment effects. Compared with other approaches in the literature, the method proposed can provide more efficient estimation. A simulation study and a real economic data analysis are presented.

Date: 2008
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9868.2007.00638.x

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: https://EconPapers.repec.org/RePEc:bla:jorssb:v:70:y:2008:i:2:p:329-349

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().