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Average treatment effects for stayers with correlated random coefficient models of panel data

Bibliographic Data

ID21653318
AuthorsValentin Verdier (Department of Economics University of North Carolina Chapel Hill North Carolina, corresponding author)
Year2020
Volume35
Issue7
Pages917-939
Publication date2020-11-01
Open AccessYes
TypeARTICLE
VenueJournal of Applied Econometrics (JOURNAL)
Journal identifiersISSN: 1099-1255 • E-ISSN: 0883-7252
PublisherWiley (PUBLISHER • GB)
DOI10.1002/jae.2789
OpenAlexW3035570252
LanguageEN
Citations received2
References cited53

Correlated random coefficient (CRC) models provide a useful framework for estimating average treatment effects (ATE) with panel data by accommodating heterogeneous treatment effects and flexible patterns of selection. In their simplest form, they lead to the well‐known difference‐in‐differences estimator. CRC models yield estimates of ATE for “movers” (i.e., cross‐sectional units whose treatment status changed over time) while ATE for “stayers” (i.e., cross‐sectional units who retained the same treatment status over time) are not identified. We study additional restrictions on selection into treatment that lead to the identification of ATE for stayers by an extrapolation from quantities identified by the CRC model. We discuss estimation and testing of the extrapolation's validity, then use our results to estimate the returns to agricultural technology adoption among maize farmers in Kenya

Average treatment effect · Econometrics · Estimator · Extrapolation · Fixed effects model · Model selection · Panel data · Random effects model · Statistics · Agricultural Innovations and Practices · Agricultural risk and resilience · Computer Science · Efficiency Analysis Using DEA · Mathematics · Medicine

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Citations per year2
Citation span2026 - 2026 (1)
Highly citedNo

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