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  Estimating Heterogeneous Reactions to Experimental Treatments

Engel, C. (2019). Estimating Heterogeneous Reactions to Experimental Treatments.

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Item Permalink: http://hdl.handle.net/21.11116/0000-0002-CF61-8 Version Permalink: http://hdl.handle.net/21.11116/0000-0005-794B-0
Genre: Paper

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PatHet190120.R (Supplementary material), 11KB
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 Creators:
Engel, Christoph1, Author              
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1Max Planck Institute for Research on Collective Goods, Max Planck Society, ou_2173688              

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Free keywords: heterogeneous treatment effect, finite mixture model, panel data, two-step approach, machine learning, CART
 JEL: C14 - Semiparametric and Nonparametric Methods: General
 JEL: C23 - Panel Data Models; Spatio-temporal Models
 JEL: C91 - Laboratory, Individual Behavior
 Abstract: Frequently in experiments there is not only variance in the reaction of participants to treatment. The heterogeneity is patterned: discernible types of participants react differently. In principle, a finite mixture model is well suited to simultaneously estimate the probability that a given participant belongs to a certain type, and the reaction of this type to treatment. Yet often, finite mixture models need more data than the experiment provides. The approach requires ex ante knowledge about the number of types. Finite mixture models are hard to estimate for panel data, which is what experiments often generate. For repeated experiments, this paper offers a simple two-step alternative that is much less data hungry, that allows to find the number of types in the data, and that allows for the estimation of panel data models. It combines machine learning methods with classic frequentist statistics.

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 Dates: 2020-01-112019-01-22
 Publication Status: Published online
 Pages: -
 Publishing info: Bonn : Max Planck Institute for Research on Collective Goods, Discussion Paper 2019/1
 Table of Contents: -
 Rev. Method: -
 Identifiers: Other: 2019/01
 Degree: -

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