Treatment evaluation with multiple outcome periods under endogeneity and attrition

Markus Frölich (froelich@uni-mannheim.de) and Martin Huber

No 1404, Economics Working Paper Series from University of St. Gallen, School of Economics and Political Science

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: Treatment effect; attrition; endogeneity; panel data; weighting (search for similar items in EconPapers)
JEL-codes: C14 C21 C23 C24 C26 (search for similar items in EconPapers)
Pages: 37 pages
Date: 2014-02
New Economics Papers: this item is included in nep-ecm and nep-sog
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (16)

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http://ux-tauri.unisg.ch/RePEc/usg/econwp/EWP-1404.pdf (application/pdf)

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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Persistent link: https://EconPapers.repec.org/RePEc:usg:econwp:2014:04

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