Sensitivity of Policy-Relevant Treatment Parameters to Violations of Monotonicity

IF 3.1 3区经济学 Q2 ECONOMICS

Journal of Applied Econometrics Pub Date : 2025-05-15 DOI:10.1002/jae.3132

Luther Yap

引用次数: 0

Abstract

This paper proposes a method to bound policy-relevant treatment parameters (PRTPs) when the monotonicity assumption that the IV affects individuals' treatment response in the same direction is weakened. The bounding framework uses the proportion of defiers relative to compliers as a sensitivity parameter and yields an identified set that is an interval. The method is illustrated in an empirical application where the same-sex instrument was used to calculate the effect of having a third child on labor force participation. I find that bounds are informative only for small violations in monotonicity.

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策略相关处理参数对单调性违反的敏感性

本文提出了一种约束策略相关治疗参数（prtp）的方法，该方法削弱了IV在同一方向上影响个体治疗反应的单调性假设。边界框架使用定义器相对于编译器的比例作为灵敏度参数，并产生一个标识集，该集是一个区间。该方法在一个实证应用中得到说明，其中同性工具被用来计算有第三个孩子对劳动力参与的影响。我发现只有对单调性的小违反，边界才有信息。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Applied Econometrics Multiple-

CiteScore

3.70

自引率

4.80%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.