匹配作为计量经济学评估估计量:来自评估职业培训项目的证据

Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme

Review of Economic Studies · 1997
被引 5409 · 同刊同年前 3%
人大 A+FT50ABS 4*

中文导读

利用丰富的非实验数据,检验两阶段匹配方法在评估职业培训项目中的效果,发现基于可观测变量的匹配能消除大部分偏差,但剩余偏差仍可观;提出非参数条件双重差分匹配估计量,能有效消除由时不变遗漏变量导致的偏差。

Abstract

This paper considers whether it is possible to devise a nonexperimental procedure for evaluating a prototypical job training programme. Using rich nonexperimental data, we examine the performance of a two-stage evaluation methodology that (a) estimates the probability that a person participates in a programme and (b) uses the estimated probability in extensions of the classical method of matching. We decompose the conventional measure of programme evaluation bias into several components and find that bias due to selection on unobservables, commonly called selection bias in econometrics, is empirically less important than other components, although it is still a sizeable fraction of the estimated programme impact. Matching methods applied to comparison groups located in the same labour markets as participants and administered the same questionnaire eliminate much of the bias as conventionally measured, but the remaining bias is a considerable fraction of experimentally-determined programme impact estimates. We test and reject the identifying assumptions that justify the classical method of matching. We present a nonparametric conditional difference-in-differences extension of the method of matching that is consistent with the classical index-sufficient sample selection model and is not rejected by our tests of identifying assumptions. This estimator is effective in eliminating bias, especially when it is due to temporally-invariant omitted variables.

匹配估计量项目评估选择偏差双重差分