使用结构系统进行处理效应的识别与识别失败

Identification and Identification Failure for Treatment Effects Using Structural Systems

Econometric Reviews · 2012
被引 25
人大 A-ABS 3

中文导读

给出了处理效应识别的充要条件,阐明了识别失败的来源和后果,并引入外生性得分这一新概念,为选择协变量和评估识别假设的成本收益提供实用指导。

Abstract

We provide necessary and sufficient conditions for effect identification, thereby characterizing the limits to identification. Our results link the nonstructural potential outcome framework for identifying and estimating treatment effects to structural approaches in economics. This permits economic theory to be built into treatment effect methods. We elucidate the sources and consequences of identification failure by examining the biases arising when the necessary conditions fail, and we clarify the relations between unconfoundedness, conditional exogeneity, and the necessary and sufficient identification conditions. A new quantity, the exogeneity score, plays a central role in this analysis, permitting an omitted variable representation for effect biases. This analysis also provides practical guidance for selecting covariates and insight into the price paid for making various identifying assumptions and the benefits gained.

处理效应识别结构系统外生性得分遗漏变量偏差