潜变量框架下处理参数的简单估计量

Simple Estimators for Treatment Parameters in a Latent-Variable Framework

Review of Economics and Statistics · 2003
被引 145
人大 AABS 4

中文导读

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。

Abstract

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.

平均处理效应处理组平均处理效应局部平均处理效应边际处理效应潜变量模型