Dongwoo Kim,Daniel Wilhelm
Dongwoo Kim
This article proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in a linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor...
Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs [0.03%]
计量经济学中介分析：从实验估计的生产技术中识别具有未测量和误测投入物的处理效应来源
James Heckman,Rodrigo Pinto
James Heckman
This paper presents an econometric mediation analysis. It considers identification of production functions and the sources of output effects (treatment effects) from experimental interventions when some inputs are mismeasured and others are...
Alex Lenkoski,Theo S Eicher,Adrian E Raftery
Alex Lenkoski
Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS)...
James J Heckman,Hedibert F Lopes,Rémi Piatek
James J Heckman
This paper contributes to the emerging Bayesian literature on treatment effects. It derives treatment parameters in the framework of a potential outcomes model with a treatment choice equation, where the correlation between the unobservable...