倾向得分的设定问题及其在贸易政策分析中的应用

On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies

Journal of Business & Economic Statistics · 2009
被引 96
人大 AABS 4

中文导读

通过蒙特卡洛模拟证明,过度设定倾向得分模型能提升估计稳健性,并用两个贸易政策案例(GATT/WTO成员的环境效应、欧元对双边贸易的影响)加以验证。

Abstract

The use of propensity score methods for program evaluation with nonexperimental data typically requires that the propensity score be estimated, often with a model whose specification is unknown. Although theoretical results suggest that estimators using more flexible propensity score specifications perform better, this has not filtered into applied research. Here we provide Monte Carlo evidence indicating benefits of overspecifying the propensity score that are robust across a number of different covariate structures and estimators. We illustrate these results with two applications, one assessing the environmental effects of General Agreement on Tariffs and Trade/World Trade Organization membership and the other assessing the impact of adopting the euro on bilateral trade.

倾向得分模型设定贸易政策蒙特卡洛模拟