Nonparametric tests of conditional treatment effects

Published on 1 January 2009

This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors.

<p>This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice.</p>

Authors

Sokbae "Simon" Lee
Sokbae (Simon) Lee

Research Fellow Columbia University

Sokbae is an IFS Research Fellow and a Professor at Columbia University, with an interest in Econometrics, Applied Microeconomics and Statistics.

Suggested citation

Lee, S and Whang, Y. (2009). 'Nonparametric tests of conditional treatment effects' (2009)

More from IFS

Understand this issue

Policy analysis

Academic research

Working Paper Cover

Robust analysis of short panels

working paper
Examples of application to some static and dynamic binary, ordered and multiple discrete choice panel data models are presented.

8 January 2024