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Estimating average treatment effect by model averaging

Economics Letters,135(2015),42-45

我院高逸尘老师在一流经济学期刊Economics Letters上发表论文(Economics Letters,135,42-45)。下面是论文的摘要。

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,weaverage 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.

(日期:2015-09-12 作者:Yichen Gao, Wei Long, Zhengwei Wang 来源:)