Abstract

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Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails


Daniel L. Millimet


Southern Methodist University (SMU) - Department of Economics; Institute for the Study of Labor (IZA)

Rusty Tchernis


Georgia State University - Department of Economics; National Bureau of Economic Research (NBER); Institute for the Study of Labor (IZA)

April 16, 2008

CAEPR Working Paper No. 2008-008

Abstract:     
We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case of selection on unobservables. We then propose a new minimum biased estimator of the average treatment effect. We assess the finite sample performance of our estimator using simulated data, as well as a timely application examining the causal effect of the School Breakfast Program on childhood obesity. We find our new estimator to be quite advantageous in many situations, even when selection is only on observables.

Number of Pages in PDF File: 38

Keywords: Treatment Effects, Propensity Score, Bias, Unconfoundedness, Selection on Unobservables

JEL Classification: C21, C52

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Date posted: April 18, 2008 ; Last revised: May 12, 2008

Suggested Citation

Millimet, Daniel L. and Tchernis, Rusty, Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails (April 16, 2008). CAEPR Working Paper No. 2008-008. Available at SSRN: http://ssrn.com/abstract=1121765 or http://dx.doi.org/10.2139/ssrn.1121765

Contact Information

Daniel L. Millimet (Contact Author)
Southern Methodist University (SMU) - Department of Economics ( email )
Box 750496
Dallas, TX 75275
United States
214-768-3269 (Phone)
214-768-1821 (Fax)
HOME PAGE: http:\\www.smu.edu\~millimet
Institute for the Study of Labor (IZA)
P.O. Box 7240
Bonn, D-53072
Germany
Rusty Tchernis
Georgia State University - Department of Economics ( email )
P.O. Box 3992
Atlanta, GA 30302-3992
United States
HOME PAGE: http://www2.gsu.edu/~ecort

National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Institute for the Study of Labor (IZA) ( email )
P.O. Box 7240
Bonn, D-53072
Germany
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