含二元因变量的三角方程组的部分识别

Partial Identification in Triangular Systems of Equations With Binary Dependent Variables

Econometrica · 2011
被引 105
人大 A+FT50ABS 4*

中文导读

研究了Vytlacil和Yildiz(2007)中三角方程组的特例,其中两个因变量均为二元变量,在放宽支撑条件后推导了平均结构函数和平均处理效应的上下界,并证明了在某些正则条件下这些界是紧的。

Abstract

This paper studies the special case of the triangular system of equations in Vytlacil and Yildiz (2007), where both dependent variables are binary but without imposing the restrictive support condition required by Vytlacil and Yildiz (2007) for identification of the average structural function (ASF) and the average treatment effect (ATE). Under weak regularity conditions, we derive upper and lower bounds on the ASF and the ATE. We show further that the bounds on the ASF and ATE are sharp under some further regularity conditions and an additional restriction on the support of the covariates and the instrument.

三角方程组部分识别二元因变量平均结构函数