单侧不依从情况下处理组平均处理效应的识别

Identification of Treatment Effects on the Treated with One-Sided Non-Compliance

Econometric Reviews · 2012
被引 27
人大 A-ABS 3

中文导读

证明在单侧不依从情况下,传统工具变量估计量可识别处理组平均效应,但加入协变量后需改用修正估计量;同时考虑了平均和分位数处理效应,允许工具变量离散或连续。

Abstract

Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. On the other hand, when there is one-sided non-compliance, they do identify effects for the treated because the populations of treated and compliers are identical in this case. However, this property is lost when covariates are included in the model . In this case, we show that the effects for the treated are still identified but require modified estimators. We consider both average and quantile treatment effects and allow the instrument to be discrete or continuous.

工具变量单侧不依从处理组平均处理效应分位数处理效应