[Forum SIS] Bocconi DEC Seminar: Andrea Mercatanti - March 31st

[Anna Simoni]

Dear colleagues, 

The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar: 
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DEC Seminar 
Università Bocconi 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

Thursday, March 31s t 

Andrea Mercatanti 
(Banca d'Italia) 

"Identification of causal effects with non-ignorable missing data using instrumental variables: theoretical and computational issues" 

Abstract : 

The instrumental variables method has been widely adopted over the last two decades in identifying and estimating causal effects in econometrics. Typical examples are those wherein the template of a natural experiment with all-or-none compliance has been implemented in order to eliminate the bias arising from the self-selection of the units for treatment. In these cases, information is generally collected from surveys, wherein missing data is a common problem. However, the strand of literature dealing with missing data is typically restricted to the field of bio-statistics, where non-ignorable conditions for the missing data mechanism have been proposed for situations of missingness in the outcome, but not in the treatment or in the instrumental variable. There are various situations in econometrics, where data may not only be missing in the outcome, and where usual ignorability conditions for the missing data mechanism are considered to be so restrictive that simple integration of the likelihood function over the unobserved data may be misleading. In this study, I propose a set of conditions under which the non-ignorable missing data mechanism can be introduced. Its relative performance is assessed by simulations based on artificial samples. 

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Sincerely, 
Anna Simoni 


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Anna Simoni 

Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 

Email:anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/ 


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