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Jennie E. Brand

Publications and source records attributed to Jennie E. Brand.

2 recordsLinked to original sources

On regression with estimated covariates and conditional effects given the propensity score

Motivated by the study of heterogeneous returns to education in Brand & Xie 2010, which considers how the effect of completing college on earnings varies with the (unknown) probability of completing college, we analyze the problem of estimating a nonparametric regression function when certain covariates are estimated in a first step. Plug-in estimators that treat the estimated covariates as known generally suffer from first-stage estimation error. To mitigate this issue, we analyze two debiasing approaches within a framework that is agnostic to the choice of the first-stage estimation method and relies on either local-smoothing or sieve-based methods for the second-stage regression. In particular, we consider: (i) influence function-based estimators of pathwise differentiable parameters that approximate the target estimand, and (ii) a variant of plug-in estimators that directly aims to correct their bias. For each method, we upper bound the estimation error and characterize conditions under which oracle rates can be approached, highlighting the possible gains in terms of convergence rates relative to the plug-ins. Simulation studies illustrate the finite-sample behavior of the methods. We apply our methodology to data from the National Longitudinal Survey of Youth 1997 and find evidence that completing college yields the largest reductions in unemployment for individuals least likely to do so, consistent with earlier findings in the literature (Brand & Xie 2010; Brand 2023).

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Uncovering Sociological Effect Heterogeneity using Machine Learning

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status. In so doing, analysts determine the key subpopulations based on theoretical priors. Data-driven discoveries are also routine, yet the analyses by which sociologists typically go about them are problematic and seldom move us beyond our expectations, and biases, to explore new meaningful subgroups. Emerging machine learning methods allow researchers to explore sources of variation that they may not have previously considered, or envisaged. In this paper, we use causal trees to recursively partition the sample and uncover sources of treatment effect heterogeneity. We use honest estimation, splitting the sample into a training sample to grow the tree and an estimation sample to estimate leaf-specific effects. Assessing a central topic in the social inequality literature, college effects on wages, we compare what we learn from conventional approaches for exploring variation in effects to causal trees. Given our use of observational data, we use leaf-specific matching and sensitivity analyses to address confounding and offer interpretations of effects based on observed and unobserved heterogeneity. We encourage researchers to follow similar practices in their work on variation in sociological effects.

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