二元工具变量模型下局部处理效应的估计

Estimation of local treatment effects under the binary instrumental variable model

Biometrika · 2021
被引 11
ABS 4

中文导读

本文针对二元工具变量模型,提出新的建模和估计方法,以更优的模型兼容性、可解释性、稳健性和效率估计局部平均处理效应,并通过模拟和实际数据分析验证。

Abstract

Summary Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is identifiable under mild conditions. In this paper we consider estimation of the local average treatment effect under the binary instrumental variable model. We discuss the challenges of causal estimation with a binary outcome and show that, surprisingly, it can be more difficult than in the case with a continuous outcome. We propose novel modelling and estimation procedures that improve upon existing proposals in terms of model congeniality, interpretability, robustness and efficiency. Our approach is illustrated via simulation studies and a real data analysis.

计量经济学因果推断工具变量观察性研究