Microeconometric Evaluation Methods

54 Pages Posted: 21 Oct 2010

See all articles by Denis Fougère

Denis Fougère

National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE); National Center for Scientific Research (CNRS); IZA Institute of Labor Economics

Date Written: March 2007

Abstract

Our survey covers the recent developments of the microeconometric literature on evaluation methods. In this field, the canonical model is Rubin's causal model, which is close to Roy's selectivity model. This model is the relevant framework for defining and for examining the identifiability conditions of the parameters of interest in any evaluation study. We insist on the definition of these parameters, which include the average effect of the treatment on the treated and on the non-treated individuals. For each set of assumptions (selectivity on observable or unobservable characteristics, conditional independence between outcomes and treatment indicators, etc.), we present the most adapted estimation method. We put a special emphasis on matching estimators in the situation where the selectivity depends only on observables, and on differences-in-differences methods and on regression-discontinuity techniques when the selectivity depends both on observable and unobservable characteristics.

Note: Downloadable document is in French.

Keywords: evaluation, selectivity bias, matching estimators, differences-in-differences, regression-discontinuity

JEL Classification: C13, C14, C41, J64

Suggested Citation

Fougere, Denis, Microeconometric Evaluation Methods (March 2007). Banque de France Working Paper No. 167, Available at SSRN: https://ssrn.com/abstract=1694501 or http://dx.doi.org/10.2139/ssrn.1694501

Denis Fougere (Contact Author)

National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) ( email )

15, Boulevard Adolphie PINARD
92245 Malakoff Cedex
France
+33 1 4117 7713 (Phone)
+33 1 4117 7634 (Fax)

National Center for Scientific Research (CNRS)

3, rue Michel-Ange
Paris cedex 16, 75794
France

IZA Institute of Labor Economics

P.O. Box 7240
Bonn, D-53072
Germany

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
65
Abstract Views
644
rank
384,153
PlumX Metrics