Marginal Treatment Effects in the Absence of Instrumental Variables
提出一种无需工具变量假设即可定义、识别和估计边际处理效应（MTE）的方法，通过新的定义和一组充分条件实现识别，并应用于Head Start项目分析异质性因果效应。
ABSTRACT We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new definition of the MTE based on reduced‐form treatment error that is statistically independent of the covariates, we find that the relationship between the MTE and standard treatment parameters holds in the absence of IVs. We provide a set of sufficient conditions ensuring the identification of the defined MTE in an environment of essential heterogeneity. The key conditions include a linear restriction on potential outcome regression functions, a nonlinear restriction on the propensity score, and a conditional mean independence restriction which will lead to additive separability. We prove this identification using the notion of semiparametric identification based on functional forms. And we provide an empirical application for the Head Start program to illustrate the usefulness of the proposed method in analyzing heterogenous causal effects when IVs are elusive.