Simple Estimators for Treatment Parameters in a Latent-Variable Framework
推导了潜变量框架下平均处理效应、处理组平均处理效应、局部平均处理效应和边际处理效应的闭式表达式,并给出了渐近标准误,通过蒙特卡洛实验评估了估计量的表现。
This note derives simply computed closed-form expressions for the average treatment effect, the effect of treatment on the treated, the local average treatment effect, and the marginal treatment effect in a latent-variable framework for both normal and nonnormal models. Asymptotic standard errors for versions of these parameters that average over observed characteristics are also obtained. The performances of the derived estimators are also evaluated in Monte Carlo experiments under correct specification and misspecification. © 2003 President and Fellows of Harvard College and the Massachusetts Institute of Technology.