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Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site

Clément de Chaisemartin, Antoine Deeb

arXiv 27 May 2024 · Econometrics

arXiv:2405.17254 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment effects do vary, we propose estimators of the coefficients from regressions of site-level effects on site-level characteristics that are unobserved but can be unbiasedly estimated, such as sites' average outcome without treatment, or site-specific treatment effects on mediator variables. In experiments with imperfect compliance, we show that the sign of the correlation between local average treatment effects (LATEs) and site-level characteristics is identified, and we propose a partly testable assumption under which the variance of LATEs is identified. We use our results to revisit Behaghel et al (2014), who study the effect of counseling programs on job seekers' job-finding rate, in 200 job placement agencies in France. We find considerable treatment-effect heterogeneity, both for intention to treat and LATE effects, and the treatment effect is negatively correlated with sites' job-finding rate without treatment.

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34
references
63
in-text mentions
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distinct cited
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19,231
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Behaghel, L., B. Crépon, and M. Gurgand (2014) Private and public provision of counseling to job seekers: Evidence from a large controlled experiment0.693151100%
2Li, X. and P. Ding (2017) General forms of finite population central limit theorems with applications to causal inference0.69351100%
3Liu, R. Y. et al (1988) Bootstrap procedures under some non-iid models0.69351100%
4Walters, C. R (2015) Inputs in the production of early childhood human capital: Evidence from head start0.58531100%
5De Chaisemartin, C. and X. d’Haultfoeuille (2018) Fuzzy differences-in-differences0.51121100%
6Imbens, G. W. and D. B. Rubin (2015) Causal inference in statistics, social, and biomedical sciences0.51121100%
7Kline, P., R. Saggio, and M. Slvsten (2020) Leave-out estimation of variance components0.51121100%
8Loh, P.-L. and M. J. Wainwright (2011) High-dimensional regression with noisy and missing data: Provable guarantees with non-convexity0.51121100%
9Morris, C. N (1983) Parametric empirical bayes inference: theory and applications0.51121100%
10Imbens, G. W. and J. D. Angrist (1994) Identification and estimation of local average treatment effects0.40511100%

Showing the top 10 of 34 scored citations.