Cluster robust models are a kind of statistical models that attempt to estimate parameters considering potential heterogeneity in treatment effects. Absent heterogeneity in treatment effects, the partial and average treatment effect are the same. When heterogeneity in treatment effects occurs, the average treatment effect is a function of the various partial treatment effects and the composition of the population of interest. The first chapter explores the performance of common estimators as a function of the presence of heterogeneity in treatment effects and other characteristics that may influence their performance for estimating average treatment effects. The second chapter examines various approaches to evaluating and improving cluster structures as a way to obtain cluster-robust models. Both chapters are intended to be useful to practitioners as a how-to guide to examine and think about their applications and relevant factors. Empirical examples are provided to illustrate theoretical results, showcase potential tools, and communicate a suggested thought process.
The third chapter relates to an open-source statistical software package for the Julia language. The content includes a description for the software functionality and technical elements. In addition, it features a critique and suggestions for statistical software development and the Julia ecosystem. These comments come from my experience throughout the development process of the package and related activities as an open-source and professional software developer. One goal of the paper is to make econometrics more accessible not only through accessibility to functionality, but understanding of the code, mathematics, and transparency in implementations.
| Identifer | oai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cgu_etd-1141 |
| Date | 01 January 2019 |
| Creators | Santiago Calderón, José Bayoán |
| Publisher | Scholarship @ Claremont |
| Source Sets | Claremont Colleges |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | CGU Theses & Dissertations |
| Rights | © 2019 José B Santiago Calderón, http://creativecommons.org/licenses/by/4.0/ |
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