Using Matching, Instrumental Variables, and Control Functions to Estimate Economic Choice Models
探讨倾向得分在匹配、工具变量和控制函数方法中的不同作用，对比排除限制在匹配与选择模型中的角色，并分析匹配对条件变量选择的敏感性及控制函数的稳健性。
This paper investigates four topics. (1) It examines the different roles played by the propensity score (the probability of selection into treatment) in matching, instrumental variable, and control function methods. (2) It contrasts the roles of exclusion restrictions in matching and selection models. (3) It characterizes the sensitivity of matching to the choice of conditioning variables and demonstrates the greater robustness of control function methods to misspecification of the conditioning variables. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model selection criteria when candidate conditioning variables are not exogenous in a sense defined in this paper. 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology.