Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions

University of St. Gallen Economics Discussion Paper No. 2005-17

50 Pages Posted: 27 Sep 2005

See all articles by Michael Lechner

Michael Lechner

University of St. Gallen - Swiss Institute for Empirical Economic Research

Ruth Miquel

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research

Date Written: August 2005

Abstract

This paper approaches the causal analysis of sequences of interventions from a potential outcome perspective. The identifying power of several different assumptions concerning the connection between the dynamic selection process and the outcomes of different sequences is discussed. The assumptions invoke different randomisation assumptions which are compatible with different selection regimes. Parametric forms are not involved. When participation in the sequences is decided every period depending on its success so far, the resulting endogeneity problem destroys nonparametric identification for many parameters of interest. However, some interesting dynamic forms of the average treatment effect are identified. As an empirical example for the application of this approach, we reexamine the effects of training programmes for the unemployed in West Germany.

Keywords: Dynamic treatment regimes, nonparametric identification, causal effects, sequential randomisation, programme evaluation, treatment effects, dynamic matching, panel data

JEL Classification: C21, C31

Suggested Citation

Lechner, Michael and Miquel, Ruth, Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions (August 2005). University of St. Gallen Economics Discussion Paper No. 2005-17, Available at SSRN: https://ssrn.com/abstract=803224 or http://dx.doi.org/10.2139/ssrn.803224

Michael Lechner (Contact Author)

University of St. Gallen - Swiss Institute for Empirical Economic Research ( email )

Varnbuelstrasse 14
St. Gallen, 9000
Switzerland
+41 71 224 2320 (Phone)

Ruth Miquel

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research ( email )

Dufourstr. 48
St. Gallen, 9000
Switzerland

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
175
Abstract Views
1,020
rank
187,412
PlumX Metrics