Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition

Markus Frölich and Martin Huber

No 7972, IZA Discussion Papers from IZA Network @ LISER

Abstract: This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment effect on the outcomes of compliers (the subpopulation whose treatment reacts on the instrument) in multiple periods based on inverse probability weighting. Treatment selection and attrition may depend on both observed characteristics and the unobservable compliance type, which is possibly related to unobserved factors. We also provide a simulation study and apply our methods to the evaluation of a policy intervention targeting college achievement, where we find that controlling for attrition considerably affects the effect estimates.

Keywords: panel data; weighting; endogeneity; attrition; treatment effect (search for similar items in EconPapers)
JEL-codes: C14 C21 C23 C24 C26 (search for similar items in EconPapers)
Pages: 36 pages
Date: 2014-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

Published - published in: Journal of the American Statistical Association, 2014, 109(508), 1697-1711

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Related works:
Journal Article: Treatment Evaluation With Multiple Outcome Periods Under Endogeneity and Attrition (2014)
Working Paper: Treatment evaluation with multiple outcome periods under endogeneity and attrition (2014)
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