A generalized regression-adjustment estimator for average treatment effects from panel data

David Drukker

Stata Journal, 2016, vol. 16, issue 4, 826-836

Abstract: I illustrate that the simple regression-adjustment estimator is inconsis- tent for the average treatment effect when the random effects affecting treatment assignment are correlated with the random effects that affect the potential out- comes. I present a simple parametric estimator that is consistent in this case. Copyright 2016 by StataCorp LP.

Keywords: panel data; longitudinal data; random effects; causal inference; treatment effect; regression adjustment; endogenous treatment; gsem (search for similar items in EconPapers)
Date: 2016
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