TY  - RPRT
        AU  - Gaure, Simen
AU  - Røed, Knut
AU  - Berg, Gerard J. van den
AU  - Zhang, Tao
        TI  - Estimation of Heterogeneous Treatment Effects on Hazard Rates
        PY  - 2010/Feb/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 4794
        UR  - https://www.iza.org/index.php/publications/dp4794
        AB  - Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution of treatment effects from duration data with selectivity, by means of a nonparametric maximum likelihood estimator with unrestricted numbers of mass points for the heterogeneity distribution. We find that specifying the treatment effect as homogenous may yield misleading average results if the true effects are heterogeneous, even when the sorting into treatment is appropriately accounted for. Specifying the treatment effect as a random coefficient allows for precise estimation of informative average treatment effects including the program’s overall impact on the mean duration.
        KW  - duration analysis
KW  - unobserved heterogeneity
KW  - program evaluation
KW  - nonparametric estimation
KW  - Monte Carlo simulation
KW  - timing of events
KW  - random effects
        ER  -