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Brigham FRANDSEN (Brigham Young University) – “Judging Judge Fixed Effects: Testing the identifying assumptions in heterogeneous treatment effects models with many instruments”

December 18, 12:15 pm - 1:30 pm

The Microeconometrics Seminar: Every Tuesday at 12:15 pm.

Time: 12:15 pm – 1:30 pm
Date: 18 th of December 2018
Place: Room 3001

Brigham FRANDSEN (Brigham Young University) – “Judging Judge Fixed Effects: Testing the identifying assumptions in heterogeneous treatment effects models with many instruments

Abstract: We propose a test for the identifying assumptions invoked in designs based on random assignment to one of many “judges.” We show that alternative sets of identifying assumptions all share the implication that the conditional expectation of the outcome given judge assignment is a continuous function of the judge propensity to treat. The implication leads to a regression-based test that generalizes the Sargan-Hansen overidentification test. We show the asymptotic validity of the testing procedure, demonstrate its finite- sample performance in simulations, and apply the test in an empirical setting examining the effects of pre-trial release on defendant outcomes in Miami. We also define a weaker average monotonicity assumption under which IV still converges to a proper weighted average of treatment effects.

 

Organizers:

Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST)

Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST)

Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST)

Sponsors:
CREST

 

Details

Date:
December 18
Time:
12:15 pm - 1:30 pm
Event Categories:
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