no code implementations • 6 Apr 2024 • Jinyong Hahn, John Ham, Geert Ridder, Shuyang Sheng
In the case of unconfounded assignment where the potential outcomes are independent of the treatment given covariates, we show that standard estimators of the average treatment effect are inconsistent.
no code implementations • 16 Dec 2023 • Jinyong Hahn, Zhipeng Liao, Nan Liu, Shuyang Sheng
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test.
no code implementations • 16 Dec 2023 • Denis Chetverikov, Jinyong Hahn, Zhipeng Liao, Shuyang Sheng
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatment variable and the corresponding instrument are binary.
no code implementations • 2 Jun 2023 • Shuyang Sheng, Xiaoting Sun
This paper explores the identification and estimation of social interaction models with endogenous group formation.
no code implementations • 17 Oct 2022 • Adriana Lleras-Muney, Matthew Miller, Shuyang Sheng, Veronica Sovero
We investigate the returns to adolescent friendships on earnings in adulthood using data from the National Longitudinal Study of Adolescent to Adult Health.
no code implementations • 12 Jan 2020 • Geert Ridder, Shuyang Sheng
We allow the utility function to be nonseparable in an individual's link choices to capture the spillover effects from friends in common.