摘要翻译:
多维异质性和内生性是一类广泛的计量经济模型的重要特征。我们考虑异质系数模型,其中结果是已知的治疗函数和异质系数的线性组合。我们使用控制变量来获得平均处理效果的辨识结果。对于三角形模型中的离散仪器,我们发现当支撑点个数小于或等于系数个数时,不能识别平均治疗效果。辨识的一个充分条件是给定控制的处理函数的二阶矩矩阵非奇异且概率为1。我们将这种情况与多重处理的平均处理效果的识别联系起来。
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英文标题:
《Heterogenous Coefficients, Discrete Instruments, and Identification of
Treatment Effects》
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作者:
Whitney K. Newey and Sami Stouli
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最新提交年份:
2018
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider heterogenous coefficients models where the outcome is a linear combination of known functions of treatment and heterogenous coefficients. We use control variables to obtain identification results for average treatment effects. With discrete instruments in a triangular model we find that average treatment effects cannot be identified when the number of support points is less than or equal to the number of coefficients. A sufficient condition for identification is that the second moment matrix of the treatment functions given the control is nonsingular with probability one. We relate this condition to identification of average treatment effects with multiple treatments.
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PDF链接:
https://arxiv.org/pdf/1811.09837