基于工具变量的部分依从者完全处理效应估计

Instrument-Based Estimation of Full Treatment Effects with Partial Compliers

Review of Economics and Statistics · 2024
被引 0
人大 AFT50ABS 4

中文导读

研究了在工具变量只能诱导个体接受部分处理(部分依从者)时,如何识别和估计完全处理的局部平均处理效应,并在四个应用中识别了部分依从者,其中三个得到了有信息量的边界估计。

Abstract

Abstract The effect of the full treatment is a primary parameter of interest in policy evaluation, while often the effect of a subset of treatment is estimated. We partially identify the local average treatment effect of receiving full treatment (LAFTE) using an instrumental variable that may induce individuals into subsets of treatment (partial compliers). We show that partial compliers violate the standard exclusion restriction, necessary conditions on the absence of partial compliers are testable, and partial identification holds under a double exclusion restriction. We identify partial compliers in four applications and estimate informative bounds on the LAFTE in three of them.

局部平均处理效应部分依从者工具变量双重排他性约束