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Does Regression Produce Representative Estimates of Causal Effects?
Abstract
With an unrepresentative sample, the estimate of a causal effect may fail to characterize how effects operate in the population of interest. What is less well understood is that conventional estimation practices for observational studies may produce the same problem even with a representative sample. Causal effects estimated via multiple regression differentially weight each unit's contribution. The “effective sample” that regression uses to generate the estimate may bear little resemblance to the population of interest, and the results may be nonrepresentative in a manner similar to what quasi‐experimental methods or experiments with convenience samples produce. There is no general external validity basis for preferring multiple regression on representative samples over quasi‐experimental or experimental methods. We show how to estimate the “multiple regression weights” that allow one to study the effective sample. We discuss alternative approaches that, under certain conditions, recover representative average causal effects. The requisite conditions cannot always be met.
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Cited by
Design-based analysis in Difference-In-Differences settings with staggered adoption
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On the Use of Two-Way Fixed Effects Regression Models for Causal Inference with Panel Data
Imai, K., & Kim, I. S. (2021) · Political Analysis · doi:10.1017/pan.2020.33 · Cited by 623
“…Kim 2019) to the 2FE estimator in order to understand the causal interpretation of these widely used estimators within the nonparametric framework (see, e.g., Humphreys 2009; Aronow and Samii 2015; Solon, Haider, and Wooldridge 2015, for related work on causal inference with crosssectional data).”
MethodGeneralizability of heterogeneous treatment effect estimates across samples
Coppock, A., Leeper, T. J., & Mullinix, K. J. (2018) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1808083115 · Cited by 445
When Should We Use Unit Fixed Effects Regression Models for Causal Inference with Longitudinal Data?
Imai, K., & Kim, I. S. (2019) · American Journal of Political Science · doi:10.1111/ajps.12417 · Cited by 369
Information equivalence in survey experiments
Dafoe, A., Zhang, B., & Caughey, D. (2018) · Political Analysis · doi:10.1017/pan.2018.9 · Cited by 356
Metadata
- Authors
- Aronow, P. M., & Samii, C.
- Venue
- American Journal of Political Science
- Publisher
- Wiley
- Published
- 2015-04-28
- Volume
- 60
- Issue
- 1
- Pages
- 250-267
- ISSN
- 0092-5853 (ISSN-L)
- 1540-5907
- OpenAlex
- W1883588036
- Cited by
- 192
- References
- 10
- FWCI
- 7.59
- Type
- journal article
- Language
- en
- Update notices
- erratum (2017-01-31)
- Open access
- closed
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