Ordered Discrete-Choice Selection Models and Local Average Treatment Effect Assumptions: Equivalence, Nonequivalence, and Representation Results
证明,在常数阈值假设下,局部平均处理效应假设弱于有序离散选择模型;但允许随机阈值时两者等价,并给出了有序离散选择模型的非参数表示结果。
This note shows that the local average treatment effect (LATE) assumptions of Angrist and Imbens are weaker than imposing an ordered, discrete-choice selection model if one imposes the standard assumption of constant thresholds in the latter. However, the note extends results of Vytlacil to show that the LATE assumptions are equivalent to an ordered, discrete-choice selection model if one allows for random thresholds in the latter. A nonparametric representation result for ordered, discrete-choice models is produced as a by-product of these results. Copyright by the President and Fellows of Harvard College and the Massachusetts Institute of Technology.