Matching Estimating of Dynamic Treatment Models: Some Practical Issues

U. of St.Gallen Economics Discussion Paper No. 2006-03

44 Pages Posted: 5 Feb 2006

See all articles by Michael Lechner

Michael Lechner

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

Date Written: January 2006

Abstract

Lechner and Miquel (2001) approached the causal analysis of sequences of interventions from a potential outcome perspective based on selection on observable type of assumptions (sequential conditional independence assumptions). Lechner (2004) proposed matching estimators for this framework. However, many practical issues that might have substantial consequences for interpretation of the results have not been thoroughly investigated so far. This paper discusses some of these practical issues. The discussion is related to estimates based on an artificial data set for which the true values of the parameters are known and that shares many features of data that could be used for an empirical dynamic matching analysis.

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

JEL Classification: C31, C41

Suggested Citation

Lechner, Michael, Matching Estimating of Dynamic Treatment Models: Some Practical Issues (January 2006). U. of St.Gallen Economics Discussion Paper No. 2006-03, Available at SSRN: https://ssrn.com/abstract=880079 or http://dx.doi.org/10.2139/ssrn.880079

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)

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