全部版块 我的主页
论坛 经济学人 二区 外文文献专区
594 0
2022-04-14
摘要翻译:
多维异质性和内生性是多处理模型的重要特征。我们考虑一个异质系数模型,其中结果是虚拟治疗变量的线性组合,每个变量代表不同类型的治疗。我们用控制变量给出了平均处理效果辨识的充要条件。通过互斥处理,我们发现,如果异质系数与给定控制的处理无关,一个简单的辨识条件是广义倾向得分(Imbens,2000)有界于零,其和有界于一,概率为一。我们的分析扩展到分布和分位数处理效应,以及相应的处理对被处理者的影响。这些结果推广了Rosenbaum和Rubin(1983)关于二元处理的经典辨识结果。
---
英文标题:
《Heterogeneous Coefficients, Control Variables, and Identification of
  Multiple Treatment Effects》
---
作者:
Whitney K. Newey and Sami Stouli
---
最新提交年份:
2021
---
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。
--
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
--

---
英文摘要:
  Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use control variables to give necessary and sufficient conditions for identification of average treatment effects. With mutually exclusive treatments we find that, provided the heterogeneous coefficients are mean independent from treatments given the controls, a simple identification condition is that the generalized propensity scores (Imbens, 2000) be bounded away from zero and that their sum be bounded away from one, with probability one. Our analysis extends to distributional and quantile treatment effects, as well as corresponding treatment effects on the treated. These results generalize the classical identification result of Rosenbaum and Rubin (1983) for binary treatments.
---
PDF链接:
https://arxiv.org/pdf/2009.02314
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群