多种工具的向量单调性假设

IF 9.9 3区 经济学 Q1 ECONOMICS Journal of Econometrics Pub Date : 2024-04-01 DOI:10.1016/j.jeconom.2024.105735
Leonard Goff
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引用次数: 0

摘要

当研究人员将多个工具变量结合到一个二元疗法中时,局部平均治疗效果(LATE)框架的单调性假设就会变得具有限制性:它要求所有单位都有一个共同的反应方向,即使不同的工具向相反的方向移动。相比之下,我所说的向量单调性只是假设所有工具中的治疗吸收是单调的。我描述了当工具为二元时,在向量单调性条件下点确定的因果参数类别。例如,该类参数包括以任何方式对工具集合做出反应的单位,或对其中特定子集做出反应的单位的平均治疗效果。识别结果是有建设性的,并为识别出的治疗效果参数提供了一个简单的估计值。实证应用重新审视了劳动力市场对大学教育的回报。
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A vector monotonicity assumption for multiple instruments

When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common direction of response even when separate instruments are shifted in opposing directions. What I call vector monotonicity, by contrast, simply assumes treatment uptake to be monotonic in all instruments. I characterize the class of causal parameters that are point identified under vector monotonicity, when the instruments are binary. This class includes, for example, the average treatment effect among units that are in any way responsive to the collection of instruments, or those that are responsive to a given subset of them. The identification results are constructive and yield a simple estimator for the identified treatment effect parameters. An empirical application revisits the labor market returns to college.

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来源期刊
Journal of Econometrics
Journal of Econometrics 社会科学-数学跨学科应用
CiteScore
8.60
自引率
1.60%
发文量
220
审稿时长
3-8 weeks
期刊介绍: The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
期刊最新文献
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