Bayesian modelling of treatment effects on panel outcomes

• Helga Wagner ^[1] ; Sylvia Frühwirth-Schnatter ^[2] ; Liana Jacobi
  1. [1] Johannes Kepler University of Linz

     Johannes Kepler University of Linz

     Linz, Austria

     
  2. [2] Vienna University of Economics and Business

     Vienna University of Economics and Business

     Innere Stadt, Austria

     
• Localización: Proceedings of the 35th International Workshop on Statistical Modelling : July 20-24, 2020 Bilbao, Basque Country, Spain / Itziar Irigoien Garbizu (ed. lit.), Dae-Jin Lee (ed. lit.), Joaquín Martínez Minaya (ed. lit.), María Xosé Rodríguez Álvarez (ed. lit.), 2020, ISBN 978-84-1319-267-3, págs. 248-253
• Idioma: inglés
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  • Texto Completo Libro
• Resumen

  • We consider estimation of the e ect of a binary treatment on a continuous outcome observed over subsequent time periods. We propose a new, exible model that separates longitudinal association of the outcomes from association due to endogeneity of treatment selection and hence allows for unbiased estimation of dynamic treatment e ects.We investigate the performance of the proposed method on simulated data and employ it to analyse the e ects of a long maternity leave on earnings of Austrian mothers after their return to the labour market.