| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w19784 |
| 来源ID | Working Paper 19784 |
| A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects | |
| Patrick M. Kline | |
| 发表日期 | 2014-01-03 |
| 出版年 | 2014 |
| 语种 | 英语 |
| 摘要 | We derive the limiting distribution of the Oaxaca estimator of average treatment effects studied by Kline (2011). A consistent estimator of the asymptotic variance is proposed that makes use of standard regression routines. It is shown that ignoring uncertainty in group means will tend to lead to an overstatement of the asymptotic standard errors. Monte Carlo experiments examine the finite sample performance of competing approaches to inference. |
| 主题 | Econometrics ; Labor Economics ; Labor Compensation ; Labor Discrimination |
| URL | https://www.nber.org/papers/w19784 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/577457 |
| 推荐引用方式 GB/T 7714 | Patrick M. Kline. A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects. 2014. |
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