Obtaining Externally Valid Heterogeneous Treatment Effects

16 Pages Posted: 30 Sep 2020

See all articles by Vincent Armentano

Vincent Armentano

University of California, San Diego (UCSD)

Date Written: August 28, 2020

Abstract

In this research note I will explain a method to obtain heterogeneous treatment effects that are externally valid across the dimension of time. While it is interesting to see how treatment effects vary across the distribution of observed heterogeneity in the study period, the observed heterogeneity in the study period may not be entirely representative of this dimension over time. An example of a heterogeneity dimension where interannual variation is important is rainfall. I employ an example based around rainfall as the guiding case. I will show that one can employ a historical administrative data record to recover estimates of heterogeneous treatment effects in the average year and a distribution of treatment effects. I have provided code for this algorithm to be performed in Stata.

Keywords: research methods, heterogeneity, treatment effects, rainfall

Suggested Citation

Armentano, Vincent, Obtaining Externally Valid Heterogeneous Treatment Effects (August 28, 2020). Global Poverty Research Lab Working Paper No. 20-108, Available at SSRN: https://ssrn.com/abstract=3702472 or http://dx.doi.org/10.2139/ssrn.3702472

Vincent Armentano (Contact Author)

University of California, San Diego (UCSD)

9500 Gilman Drive
Mail Code 0502
La Jolla, CA 92093-0112
United States

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