The average treatment effect and average partial effect in nonlinear models

Nguyen Viet, Cuong (2007): The average treatment effect and average partial effect in nonlinear models. Published in: Economics Bulletin , Vol. 15, No. 15 (2008): pp. 1-13.

Abstract

In the literature on program impact evaluation, the popular impact parameters can the average treatment effect, the average treatment effect on the treated, the average partial effect, and the average partial effect on the treated. In empirical studies, these parameters are not always presented and estimated clearly. In addition, when outcome functions are nonlinear, the estimation of these parameters is not straightforward. This paper discusses the estimation of these parameters in nonlinear models of outcomes and illustrates the estimation in an example of a micro-credit program in Vietnam.

• Item Type: MPRA Paper
• Language: English
• Keywords: Average treatment effect, average partial effect, treatment effect, impact evaluation, nonlinear models.
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General; H - Public Economics > H4 - Publicly Provided Goods > H43 - Project Evaluation ; Social Discount Rate

References

Blundell, R., and Dias M. C. (2002), “Alternative Approaches to Evaluation in Empirical Microeconomics”, Portuguese Economic Journal, Vol. 1, No. 2, 91-115.

Glewwe, P (1991), "Investigating the Determinants of Household Welfare in Cote d'Ivoire", Journal of Development Economics 35: 307-37.

Heckman, J., and R. Robb (1985), “Alternative Methods for Evaluating the Impact of Interventions - An Overview", Journal of Econometrics, 30, 239-267.

Heckman, J., Lalonde, R., and Smith, J. (1999), The Economics and Econometrics of Active Labor Market Programs, in: Ashenfelter, A. and D. Card, eds., Handbook of Labor Economics, Vol. 3.

Imbens, G. (2004), “Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review", The Review of Economics and Statistics, 86(1), 4-29.

Quandt, R. (1972). Methods for estimating switching regressions. Journal of the American Statistical Association, 67(338):306-310.

Wooldridge J. M. (2001). Econometric Analysis of Cross Section and Panel Data. The MIT Press, Cambridge, Massachusetts London, England.