摘要翻译：
最近的政策评价文献强调了未观察到的异质性治疗效果（例如，见Heckman和Vytlacil，2005)。本文提出了一个二元处理分配的处理效应模型中未观察到的异质性处理效应的非参数检验，允许个体对处理的自我选择。在标准的局部平均处理效应假设下，即无defiers条件下，我们导出了未观察到的非均匀处理效应假设的可检验模型限制。此外，我们还证明了如果治疗结果满足单调性假设，这些模型限制也是充分的。然后，我们提出了一个修正的Kolmogorov-Smirnov型检验，该检验具有一致性和实现简单的特点。蒙特卡罗模拟表明，我们的测试在有限样本中表现良好。为了说明这一点，我们将我们的检验应用于研究工作培训伙伴关系法案对收入的异质性待遇效应和生育率对家庭收入的影响，其中关于同质待遇效应的无效假设在第二种情况下被拒绝，但在第一种情况下未能被拒绝。
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英文标题：
《Testing for Unobserved Heterogeneous Treatment Effects with
  Observational Data》
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作者：
Yu-Chin Hsu, Ta-Cheng Huang, and Haiqing Xu
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最新提交年份：
2021
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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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英文摘要：
  Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a treatment effect model with a binary treatment assignment, allowing for individuals' self-selection to the treatment. Under the standard local average treatment effects assumptions, i.e., the no defiers condition, we derive testable model restrictions for the hypothesis of unobserved heterogeneous treatment effects. Also, we show that if the treatment outcomes satisfy a monotonicity assumption, these model restrictions are also sufficient. Then, we propose a modified Kolmogorov-Smirnov-type test which is consistent and simple to implement. Monte Carlo simulations show that our test performs well in finite samples. For illustration, we apply our test to study heterogeneous treatment effects of the Job Training Partnership Act on earnings and the impacts of fertility on family income, where the null hypothesis of homogeneous treatment effects gets rejected in the second case but fails to be rejected in the first application.
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PDF链接：
https://arxiv.org/pdf/1803.07514