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CCH/HSRC/EXPORT Methods Seminar UCLA-Semel Institute Center for Community Health UCLA-Semel Institute Health Services Research Center Drew-UCLA EXPORT Center
"Adaptive Design of Multiple Stage Experiments Using the Propensity Score" *
Presented by:
Jinyong Hahn, Ph.D.
Professor Department of Economics UCLA
Tuesday, February 6, 2007 3:15pm - 4:15pm Center for Community Health, UCLA Wilshire Center 10920 Wilshire Blvd., Suite 350, Conference Room
*** LIGHT REFRESHMENTS WILL BE SERVED *** Please arrive by 3:00 p.m. for refreshments
ABSTRACT
Many social experiments are run in multiple waves. In principle, the sampling design of such experiments can be modified in later stages to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for estimating an average treatment effect, when covariate information is available for experimental subjects. Treatment assignment probabilities can be chosen in the second stage based on data from the first stage. This amounts to choosing the "propensity score," the conditional probability of treatment given covariates. We propose to select the propensity score in a way that minimizes the asymptotic variance bound for estimating the average treatment effect, show how to implement this numerically using standard statistical software, and derive large-sample properties of our resulting estimator. We also extend our results to setting with noncompliance. In this case, the goal is to estimate a local average treatment effect (LATE), and we show how to construct an adaptive procedure for estimating the LATE.
This work is in collaboration with Keisuke Hirano and Dean Karlan.
BIOGRAPHY
Dr. Jinyong Hahn (Ph.D., Economics, Harvard University) is Professor at the Department of Economics at UCLA. He is the Co-Editor of Econometric Theory and Associate Editor of Econometrica. Dr. Hahn's research interests focus on the understanding of small sample properties of various econometric estimators, especially for models with many 'nuisance' parameters, such as simultaneous equations and panel models. He has also published theoretical papers on duration models, panel models, quantile regression estimators, instrumental variables estimators, and causal inference. For further information, or to borrow video tapes of past seminars, please contact: Suzanne L. Slocum sslocum@mednet.ucla.edu
This seminar series is supported by the National Institute of Mental Health (P 30 MH-58107).
All conferences are free, however you must register. Registration begins online February 7, 2007.
March 7, 2007 Building Bridges to Optimum Health Diabetes Report back conference Contact: Healthy African American Families (323) 292-2002 healthyafricanamericanfamilies@yahoo.com March 8, 2007 World Kidney Day Conference Contact: worldkidneyday@yahoo.com April 27, 2007 Building Bridges to Optimum Before, Between & Beyond Pregnancy Conference Contact: Healthy African American Families (323) 292-2002 healthyafricanamericanfamilies@yahoo.com
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