Correcting attrition bias using changes-in-changes

IF 9.9 3区 经济学 Q1 ECONOMICS Journal of Econometrics Pub Date : 2024-04-01 DOI:10.1016/j.jeconom.2024.105737
Dalia Ghanem , Sarojini Hirshleifer , Désiré Kédagni , Karen Ortiz-Becerra
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Abstract

Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in the presence of attrition. Our method, which exploits baseline outcome data, can be applied to randomized experiments as well as quasi-experimental difference-in-difference designs. A formal comparison highlights that while widely used corrections typically impose restrictions on whether or how response depends on treatment, our proposed attrition correction exploits restrictions on the outcome model. We further show that the conditions required for our correction can accommodate a broad class of response models that depend on treatment in an arbitrary way. We illustrate the implementation of the proposed corrections in an application to a large-scale randomized experiment.

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利用 "变化中的变化 "纠正自然减员偏差
在治疗效果研究中,自然减员是一种常见现象,也是对内部有效性的潜在重要威胁。我们对 "变化中的变化 "方法进行了扩展,以确定受访者和整个研究人群在自然减员情况下的平均治疗效果。我们的方法利用了基线结果数据,可用于随机实验和准实验差分设计。通过正式比较可以发现,广泛使用的校正方法通常会对反应是否依赖于治疗或如何依赖于治疗施加限制,而我们提出的自然减员校正方法则利用了对结果模型的限制。我们还进一步证明,我们的校正所需的条件可以适应以任意方式依赖于治疗的一大类反应模型。我们将在大规模随机试验中应用我们提出的修正方法。
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来源期刊
Journal of Econometrics
Journal of Econometrics 社会科学-数学跨学科应用
CiteScore
8.60
自引率
1.60%
发文量
220
审稿时长
3-8 weeks
期刊介绍: The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
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