利用实验数据刻画选择偏差的特征

Characterizing Selection Bias Using Experimental Data

Econometrica · 1998
被引 15
人大 A+FT50ABS 4*

中文导读

利用实验数据与非实验比较组数据,检验匹配、经典选择模型和双重差分三类估计量的识别假设,发现支持指数充分选择偏差模型和条件半参数双重差分方法,并指出匹配参与者和非参与者时需考虑劳动力市场、问卷和特征可比性。

Abstract

This paper develops and applies semiparametric econometric methods to estimate the form of selection bias that arises from using nonexperimental comparison groups to evaluate social programs and to test the identifying assumptions that justify three widely-used classes of estimators and our extensions of them: (a) the method of matching; (b) the classical econometric selection model which represents the bias solely as a function of the probability of participation; and (c) the method of difference-in-differences. Using data from an experiment on a prototypical social program combined with unusually rich data from a nonexperimental comparison group, we reject the assumptions justifying matching and our extensions of that method but find evidence in support of the index-sufficient selection bias model and the assumptions that justify application of a conditional semiparametric version of the method of difference-in-difference. Fa comparable people and to appropriately weight participants and nonparticipants a sources of selection bias as conveniently measured. We present a rigorous defin bias and find that in our data it is a small component of conventially meausred it is still substantial when compared with experimentally-estimated program impa matching participants to comparison group members in the same labor market, givi same questionnaire, and making sure they have comparable characteristics substan the performance of any econometric program evaluation estimator. We show how t analysis to estimate the impact of treatment on the treated using ordinary obser

选择偏差半参数估计匹配法双重差分法索引充分性模型