Outliers in Semi-Parametric Estimation of Treatment Effects
Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this paper, we use Monte Carlo simulations to demonstrate that semi-parametric methods, such as matching, are biased in the presence of outliers. Bad and good leverage point outliers are...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
MDPI AG
2021-04-01
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| Saila: | Econometrics |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.mdpi.com/2225-1146/9/2/19 |
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