EconStor >
IFAU - Institute for Evaluation of Labour Market and Education Policy, Uppsala >
Working Papers, IFAU - Institute for Evaluation of Labour Market and Education Policy >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/45720
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorde Luna, Xavieren_US
dc.contributor.authorJohansson, Peren_US
dc.contributor.authorSjöstedt-de Luna, Saraen_US
dc.date.accessioned2010-11-29en_US
dc.date.accessioned2011-05-27T09:29:05Z-
dc.date.available2011-05-27T09:29:05Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/45720-
dc.description.abstractAbadie and Imbens (2008, Econometrica) showed that classical bootstrap schemes fail to provide correct inference for K-nearest neighbour (KNN) matching estimators of average causal effects. This is an interesting result showing that bootstrap should not be applied without theoretical justification. In this paper, we present two resampling schemes, which we show provide valid inference for KNN matching estimators. We resample estimated individual causal effects (EICE), i.e. the difference in outcome between matched pairs, instead of the original data. Moreover, by taking differences in EICEs ordered with respect to the matching covariate, we obtain a bootstrap scheme valid also with heterogeneous causal effects where mild assumptions on the heterogeneity are imposed. We provide proofs of the validity of the proposed resampling based inferences. A simulation study illustrates finite sample properties.en_US
dc.language.isoengen_US
dc.publisherInst. for Labour Market Policy Evaluation Uppsalaen_US
dc.relation.ispartofseriesWorking paper // IFAU - Institute for Labour Market Policy Evaluation 2010:13en_US
dc.subject.ddc330en_US
dc.subject.keywordblock bootstrapen_US
dc.subject.keywordsubsamplingen_US
dc.subject.keywordaverage causal/ treatment effecten_US
dc.subject.stwBootstrap-Verfahrenen_US
dc.subject.stwBootstrap-Verfahrenen_US
dc.subject.stwSchätztheorieen_US
dc.titleBootstrap inference for K-nearest neighbour matching estimatorsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn640669360en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Working Papers, IFAU - Institute for Evaluation of Labour Market and Education Policy

Files in This Item:
File Description SizeFormat
640669360.pdf706.2 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.