Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome
Bibliographic Data
| ID | 19418992 |
|---|---|
| Authors | Jad Beyhum (0000-0001-6849-8026, CREST, ENSAI, Rennes, France, corresponding author), Samuele Centorrino (0000-0001-8713-7197, Stony Brook University), Jean-Pierre Florens (Toulouse School of Economics, Université Toulouse 1 Capitole, Toulouse, France), Jean‐Pierre Florens (0000-0001-6708-5174, Toulouse School of Economics), Ingrid Van Keilegom (0000-0001-8827-7642, ORSTAT, KU Leuven, Leuven, Belgium) |
| Year | 2024 |
| Volume | 42 |
| Issue | 2 |
| Pages | 732-742 |
| Publication date | 2024-04-02 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.2023.2231053 |
| OpenAlex | W4382517962 |
| Language | EN |
| Citations received | 1 |
| References cited | 34 |
This article considers identification and estimation of the causal effect of the time Z until a subject is treated on a duration T. The time-to-treatment is not randomly assigned, T is randomly right censored by a random variable C, and the time-to-treatment Z is right censored by T∧C. The endogeneity issue is treated using an instrumental variable explaining Z and independent of the error term of the model. We study identification in a fully nonparametric framework. We show that our specification generates an integral equation, of which the regression function of interest is a solution. We provide identification conditions that rely on this identification equation. We assume that the regression function follows a parametric model for estimation purposes. We propose an estimation procedure and give conditions under which the estimator is asymptotically normal. The estimators exhibit good finite sample properties in simulations. Our methodology is applied to evaluate the effect of the timing of a therapy for burnout
Average treatment effect · Econometrics · Economics · Endogeneity · Estimation · Estimator · Instrumental variable · Management · Mathematical economics · Nonparametric statistics · Statistics · Advanced Causal Inference Techniques · Computer Science · Health Systems, Economic Evaluations, Quality of Life · Mathematics · Statistical Methods and Inference
The Nonparametric Identification of Treatment Effects in Duration Models
An IV Model of Quantile Treatment Effects
Identification of Causal Effects Using Instrumental Variables
Dynamic evaluation of job search assistance
Nonparametric Instrumental Regression With Right Censored Duration Outcomes
Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
Sequential Causal Models for the Evaluation of Labor Market Programs
Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation
An Evaluation of the Swedish System of Active Labor Market Programs in the 1990s
| Citations per year | 1 |
|---|---|
| Citation span | 2025 - 2025 (1) |
| Highly cited | No |