估计平均处理效应的一个通用双重稳健性结果

A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS

Econometric Theory · 2017
被引 107 · 同刊同年前 5%
人大 A-ABS 4

中文导读

研究在无混杂假设下,各种平均和分位数处理效应的双重稳健估计,并推广到多值处理、子群体效应等情形,对实证研究者选择估计方法有指导意义。

Abstract

In this paper we study doubly robust estimators of various average and quantile treatment effects under unconfoundedness; we also consider an application to a setting with an instrumental variable. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting; and both inverse-probability weighted (IPW) and doubly robust estimators. We also allow for subpopulation-specific average treatment effects where subpopulations can be based on covariate values in an arbitrary way. Similar to Wooldridge (2007), we then discuss estimation of the conditional mean using quasi-log likelihoods (QLL) from the linear exponential family.

双重稳健性平均处理效应逆概率加权准对数似然