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Title:Estimation of heterogeneous treatment effects on hazard rates PDF Logo
Authors:Gaure, Simen
Røed, Knut
van den Berg, Gerard J.
Zhang, Tao
Issue Date:2010
Series/Report no.:IZA Discussion Papers 4794
Abstract:Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution of treatment effects from duration data with selectivity, by means of a nonparametric maximum likelihood estimator with unrestricted numbers of mass points for the heterogeneity distribution. We find that specifying the treatment effect as homogenous may yield misleading average results if the true effects are heterogeneous, even when the sorting into treatment is appropriately accounted for. Specifying the treatment effect as a random coefficient allows for precise estimation of informative average treatment effects including the program's overall impact on the mean duration.
Subjects:Duration analysis
unobserved heterogeneity
program evaluation
nonparametric estimation
Monte Carlo simulation
timing of events
random effects
JEL:C31
C41
J64
C63
Document Type:Working Paper
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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