Estimating average treatment effect by model averaging

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 135
Issue: C
Pages: 42-45

Authors (3)

Gao, Yichen (not in RePEc) Long, Wei (Tulane University) Wang, Zhengwei (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we propose to use a model average method to improve the estimation performance of Hsiao et al. (2012) panel data approach for program evaluation. Instead of using the two-step model selection strategy which chooses one best model according to a criterion such as AIC or AICC, we average over a set of candidate models. Simulation results show that the model average estimator exhibits smaller estimation errors in post-treatment prediction than AIC or AICC method.

Technical Details

RePEc Handle
repec:eee:ecolet:v:135:y:2015:i:c:p:42-45
Journal Field
General
Author Count
3
Added to Database
2026-01-25