2 resultados para Consistent and asymptotically normal estimators

em Duke University


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My dissertation has three chapters which develop and apply microeconometric tech- niques to empirically relevant problems. All the chapters examines the robustness issues (e.g., measurement error and model misspecification) in the econometric anal- ysis. The first chapter studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treat- ment variable is mismeasured and endogenous. I characterize the sharp identified set for the local average treatment effect under the following two assumptions: (1) the exclusion restriction of an instrument and (2) deterministic monotonicity of the true treatment variable in the instrument. The identification strategy allows for general measurement error. Notably, (i) the measurement error is nonclassical, (ii) it can be endogenous, and (iii) no assumptions are imposed on the marginal distribution of the measurement error, so that I do not need to assume the accuracy of the measure- ment. Based on the partial identification result, I provide a consistent confidence interval for the local average treatment effect with uniformly valid size control. I also show that the identification strategy can incorporate repeated measurements to narrow the identified set, even if the repeated measurements themselves are endoge- nous. Using the the National Longitudinal Study of the High School Class of 1972, I demonstrate that my new methodology can produce nontrivial bounds for the return to college attendance when attendance is mismeasured and endogenous.

The second chapter, which is a part of a coauthored project with Federico Bugni, considers the problem of inference in dynamic discrete choice problems when the structural model is locally misspecified. We consider two popular classes of estimators for dynamic discrete choice models: K-step maximum likelihood estimators (K-ML) and K-step minimum distance estimators (K-MD), where K denotes the number of policy iterations employed in the estimation problem. These estimator classes include popular estimators such as Rust (1987)’s nested fixed point estimator, Hotz and Miller (1993)’s conditional choice probability estimator, Aguirregabiria and Mira (2002)’s nested algorithm estimator, and Pesendorfer and Schmidt-Dengler (2008)’s least squares estimator. We derive and compare the asymptotic distributions of K- ML and K-MD estimators when the model is arbitrarily locally misspecified and we obtain three main results. In the absence of misspecification, Aguirregabiria and Mira (2002) show that all K-ML estimators are asymptotically equivalent regardless of the choice of K. Our first result shows that this finding extends to a locally misspecified model, regardless of the degree of local misspecification. As a second result, we show that an analogous result holds for all K-MD estimators, i.e., all K- MD estimator are asymptotically equivalent regardless of the choice of K. Our third and final result is to compare K-MD and K-ML estimators in terms of asymptotic mean squared error. Under local misspecification, the optimally weighted K-MD estimator depends on the unknown asymptotic bias and is no longer feasible. In turn, feasible K-MD estimators could have an asymptotic mean squared error that is higher or lower than that of the K-ML estimators. To demonstrate the relevance of our asymptotic analysis, we illustrate our findings using in a simulation exercise based on a misspecified version of Rust (1987) bus engine problem.

The last chapter investigates the causal effect of the Omnibus Budget Reconcil- iation Act of 1993, which caused the biggest change to the EITC in its history, on unemployment and labor force participation among single mothers. Unemployment and labor force participation are difficult to define for a few reasons, for example, be- cause of marginally attached workers. Instead of searching for the unique definition for each of these two concepts, this chapter bounds unemployment and labor force participation by observable variables and, as a result, considers various competing definitions of these two concepts simultaneously. This bounding strategy leads to partial identification of the treatment effect. The inference results depend on the construction of the bounds, but they imply positive effect on labor force participa- tion and negligible effect on unemployment. The results imply that the difference- in-difference result based on the BLS definition of unemployment can be misleading

due to misclassification of unemployment.

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Background: Obstetric fistula is the development of a necrosis between the bladder and the vagina and/or the bladder and the rectum as a result of prolonged obstructed labor, resulting in urinary or fecal incontinence. In Tanzania surgical repair for obstetric fistula is provided freely by the government but it is estimated that there are over 25,000 women living with an untreated fistula. These women experience high degrees of psycho-social stresses exacerbated by the stigma surrounding their condition. There is a dire need to explore stigma within this population in order to better understand its impact, as stigma affects both treatment seeking behavior as well as long term recovery of those who access surgical repair.

Study Aims: This study aims to understand the experiences of stigma among women with obstetric fistulas by examining both internalized and enacted stigma, and by identifying pertinent correlates of internalized stigma.

Methods: This mixed-methods study utilized both quantitative and qualitative data collected in two related studies at a single hospital in Moshi, Tanzania. All study participants were women receiving surgical repair for an obstetric fistula. In the quantitative portion, cross-sectional survey data were collected from 52 patients. The primary outcome was fistula-related stigma, measured using an adaptation of the HASI-P stigma scale, which included constructs of both internalized and enacted stigma. In the qualitative portion, 45 patients participated in a semi-structured in-depth interview, which explored topics such as stressors caused by the fistula, coping mechanisms, and available support. The transcripts were analyzed using analytic memos and an iterative process of thematic coding using the framework of content analysis.

Results: Expressions of internalized stigma were common in the sample, with a median score of 2.1 on a scale of 0 – 3. Internalized was significantly correlated with negative religious coping, social participation, impact of incontinence and enacted stigma. Qualitative analysis was consistent and demonstrated widespread themes of shame and embarrassment. Experiences of enacted stigma were not as common (median score of 0), although some items, like those pertaining to mockery and blame, were endorsed by up to 25% of the study sample. Themes of anticipated stigma (isolation and non-disclosure due to the possibility of stigmatization) were also evident in the qualitative sample and may explain the low enacted stigma scores observed.

Conclusion: In this sample of women receiving surgical repair for an obstetric fistula, stigma was evident, with internalized stigma resulting in psychological impacts for patients. Experiences of both anticipated and enacted stigma were also observed. There is a need to explore interventions that would decrease stigma while also increasing support for these women, as stigma may be a barrier towards accessing surgical repair and reintegration following surgery.

Keywords: Tanzania, obstetric fistula, stigma, maternal health