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Double Machine Learning for Sample Selection Models

样本选择模型的双重机器学习

This article considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption for treatment assignment with either selection-on-observables or instrumental variable assumptions concerning the outcome attrition/sample selection process. We also consider dynamic confounding, meaning that covariates that jointly…

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Assessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data

失业导致结局截断及不可忽略缺失的纵向观察研究中的因果效应评估

Important statistical issues pervade the evaluation of training programs’ effects for unemployed people. In particular, the fact that offered wages are observed and well-defined only for subjects who are employed (truncation by death), and the problem that information on the individuals’ employment status and wage can be lost over time (attrition) raise methodological challenges for causal inference. We present an extended framework for simultaneously addressing the…

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