Gateway to Think Tanks
来源类型 | Discussion paper |
规范类型 | 论文 |
来源ID | DP17429 |
DP17429 Improved Causal Inference on Spatial Observations: A Smoothing Spline Approach | |
Morgan Kelly | |
发表日期 | 2022-07-03 |
出版年 | 2022 |
语种 | 英语 |
摘要 | With geographical observations, nearby places often have very similar treatments, controls, and outcomes. In such cases, even with perfect identification, difference in differences and synthetic controls return imprecise coefficients, while regression discontinuities and instrumental variables are prone to severe bias and spurious significance. This paper shows how this may be remedied by adding a spatial smoothing spline to the regression, something easily implemented in practice. The spline allows spatial structure to be separated out as a nuisance variable while simultaneously improving the bias-variance trade-off for the parameters of interest. For simulations and real examples, including a spline causes a marked shrinkage of coefficients, while standard errors change little for most types of cross-section but fall for panels. |
主题 | Economic History |
URL | https://cepr.org/publications/dp17429 |
来源智库 | Centre for Economic Policy Research (United Kingdom) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/546513 |
推荐引用方式 GB/T 7714 | Morgan Kelly. DP17429 Improved Causal Inference on Spatial Observations: A Smoothing Spline Approach. 2022. |
条目包含的文件 | 条目无相关文件。 |
个性服务 |
推荐该条目 |
保存到收藏夹 |
导出为Endnote文件 |
谷歌学术 |
谷歌学术中相似的文章 |
[Morgan Kelly]的文章 |
百度学术 |
百度学术中相似的文章 |
[Morgan Kelly]的文章 |
必应学术 |
必应学术中相似的文章 |
[Morgan Kelly]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。