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The Stata Journal
Volume 16 Number 4: pp. 826-836

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A generalized regression-adjustment estimator for average treatment effects from panel data

David M. Drukker
StataCorp
College Station, TX
[email protected]
Abstract.  I illustrate that the simple regression-adjustment estimator is inconsistent for the average treatment effect when the random effects affecting treatment assignment are correlated with the random effects that affect the potential outcomes. I present a simple parametric estimator that is consistent in this case.
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View all articles with these keywords: panel data, longitudinal data, random effects, causal inference, treatment effect, regression adjustment, endogenous treatment, gsem

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