Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
نویسندگان
چکیده
منابع مشابه
Double Robust Semiparametric Efficient Tests for Distributional Treatment Effects under the Conditional Independence Assumption
This note describes methods to test for distributional treatment effects under the conditional independence assumption. The differences between latent outcome distributions are judged by testing hypotheses of distributional equality and stochastic dominance. Furthermore, semiparametric efficient versions of the test statistics are given. The latter test statistics are double robust, i.e., they ...
متن کاملIndependence and Conditional Independence in Causal Systems
This paper studies the interrelations between independence or conditional independence and causal relations, defined in terms of functional dependence, that hold among variables of interest within the settable system framework of White and Chalak. We provide formal conditions ensuring the validity of Reichenbach’s principle of common cause and introduce a new conditional counterpart, the condit...
متن کاملCausal Discrimination Discovery Through Propensity Score Analysis
Social discrimination is considered illegal and unethical in the modern world. Such discrimination is often implicit in observed decisions’ datasets, and anti-discrimination organizations seek to discover cases of discrimination and to understand the reasons behind them. Previous work in this direction adopted simple observational data analysis; however, this can produce biased results due to t...
متن کاملBayesian Test of Significance for Conditional Independence: The Multinomial Model
Conditional independence tests have received special attention lately in machine learning and computational intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of probabilistic graphical models, which includes Bayesian network models, conditional independence tests are especially important for the task of learning ...
متن کاملPropensity Score Methods for Causal Inference with the PSMATCH Procedure
In a randomized study, subjects are randomly assigned to either a treated group or a control group. Random assignment ensures that the distribution of the covariates is the same in both groups and that the treatment effect can be estimated by directly comparing the outcomes for the subjects in the two groups. In contrast, subjects in an observational study are not randomly assigned. In order to...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Review of Economics and Statistics
سال: 2011
ISSN: 0034-6535,1530-9142
DOI: 10.1162/rest_a_00109