论文标题

分解鉴定收益并评估部分识别的平均治疗效果的仪器识别能力

Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects

论文作者

Zhang, Lina, Frazier, David T., Poskitt, D. S., Zhao, Xueyan

论文摘要

本文研究了在部分鉴定的模型中探讨了工具变量(IVS)的识别能力(IVS)。我们将ATE鉴定分解为由IV相关性,IV强度,方向和内生性程度以及通过外源协变量匹配的贡献的组成部分。我们的分解是通过图形插图,仿真研究以及育儿和妇女劳动力供应的经验例子证明的。我们的分析提供了理解IV在ATE识别和选择IV在实际政策设计中的复杂作用的见解。模拟还暗示了我们的分析用于检测无关仪器的潜在用途。

This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV relevancy, IV strength, direction and degree of treatment endogeneity, and matching via exogenous covariates. Our decomposition is demonstrated with graphical illustrations, simulation studies and an empirical example of childbearing and women's labour supply. Our analysis offers insights for understanding the complex role of IVs in ATE identification and for selecting IVs in practical policy designs. Simulations also suggest potential uses of our analysis for detecting irrelevant instruments.

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