什么时候可以忽略运行变量中的测量误差?

IF 2.3 3区经济学 Q2 ECONOMICS

Journal of Applied Econometrics Pub Date : 2023-03-29 DOI:10.1002/jae.2974

Yingying Dong, Michal Kolesár

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引用次数: 1

摘要

在回归不连续设计的许多应用中，管理人员用于分配处理的运行变量只能观察到误差。我们表明，如果观察到的运行变量(i)正确地对治疗分配进行分类，并且(ii)平滑地影响潜在结果的条件均值，忽略测量误差仍然会产生具有因果解释的估计:观察到的运行变量等于截止值的单元的平均治疗效果。我们表明，可能在甜甜圈修剪后，这些假设适应各种设置，其中支持测量误差不是太宽。我们建议使用偏差感知方法进行推理，即使在观察到的运行变量的离散性或不规则支持可能导致部分识别时，这种方法仍然有效。我们在经验应用中说明了尖锐和模糊设计的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

When can we ignore measurement error in the running variable?

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When can we ignore measurement error in the running variable?

In many applications of regression discontinuity designs, the running variable used to assign treatment is only observed with error. We show that, provided the observed running variable (i) correctly classifies treatment assignment and (ii) affects the conditional means of potential outcomes smoothly, ignoring the measurement error nonetheless yields an estimate with a causal interpretation: the average treatment effect for units whose observed running variable equals the cutoff. Possibly after doughnut trimming, these assumptions accommodate a variety of settings where support of the measurement error is not too wide. An empirical application illustrates the results for both sharp and fuzzy designs.

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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.