估计和解释具有内生处理效应的模型

Estimating and Interpreting Models with Endogenous Treatment Effects

Journal of Business & Economic Statistics · 1999
被引 57
人大 AABS 4

中文导读

考察了工具变量法和控制函数法在估计内生处理效应时的关系,发现两者估计量相近但内生性检验的联系尚不明确,并探讨了两种方法对经济排序行为的含义。

Abstract

The relationship between two alternative approaches, instrumental variables and control function procedures, for estimating the impact of endogenous treatment effects are examined. Although it is well known that the two approaches generate comparable estimates, the relationship between the estimators and their accompanying endogeneity tests appears not to be well understood. It is shown that the two procedures are closely related. The implications of the two procedures for the underlying economic sorting behavior are also examined.

内生性处理效应工具变量控制函数法经济分类行为