聚类存在时非参数处理效应估计量的方差

The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering

Review of Economics and Statistics · 2011
被引 17
人大 AFT50ABS 4

中文导读

针对聚类数据中非参数处理效应估计量的方差估计问题,提出一种通用方法,可一致估计包括简单匹配估计量在内的方差,并提供Stata软件实现。

Abstract

Nonparametric estimators of treatment effects are often applied in settings where clustering may be important. We provide a general methodology for consistently estimating the variance of a large class of nonparametric estimators, including the simple matching estimator, in the presence of clustering. Software for implementing our variance estimator is available in Stata.

聚类非参数处理效应估计量方差估计匹配估计量