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引用次数: 1
摘要
本文提出了一种识别因果关系的新策略。我们没有找到与治疗相关但与混杂效应无关的传统工具变量,而是提出了一种方法,该方法采用与混杂因素相关的工具,但其本身与治疗的直接效果没有因果关系。利用这种工具可以估计混杂内生性偏差。然后可以在随后的回归中利用这种偏倚,首先获得不受制度障碍(消除治疗有效性)影响的观察结果的“约束性”因果效应,其次获得独立于制度限制的所有观察结果的全人群治疗效应。两者都计算了治疗效果是均匀的还是非均匀的。为了说明该技术,我们应用该方法来估计羊皮效应。我们发现偏差近似等于OLS系数,这意味着羊皮效应接近于零。这一结果与Flores-Lagunes and Light(2010)和Clark and Martorell(2014)的研究结果一致。我们的技术通过引入一种可用于估计因果关系的替代方法扩展了计量经济学家的工具箱。此外,如果有人声称已经拥有有效的传统工具,则可以将传统工具变量方法与我们的替代方法结合使用,以测试传统上精确识别的因果模型的两个估计器的相等性。
A New Strategy to Identify Causal Relationships: Estimating a Binding Average Treatment Effect
This paper proposes a new strategy to identify causal effects. Instead of finding a conventional instrumental variable correlated with the treatment but not with the confounding effects, we propose an approach which employs an instrument correlated with the confounders, but which itself is not causally related to the direct effect of the treatment. Utilizing such an instrument enables one to estimate the confounding endogeneity bias. This bias can then be utilized in subsequent regressions first to obtain a "binding" causal effect for observations unaffected by institutional barriers that eliminate a treatment's effectiveness, and second to obtain a population-wide treatment effect for all observations independent of institutional restrictions. Both are computed whether the treatment effects are homogeneous or heterogeneous. To illustrate the technique, we apply the approach to estimate sheepskin effects. We find the bias to be approximately equal to the OLS coefficient, meaning that the sheepskin effect is near zero. This result is consistent with Flores-Lagunes and Light (2010) and Clark and Martorell (2014). Our technique expands the econometrician's toolkit by introducing an alternative method that can be used to estimate causality. Further, one potentially can use both the conventional instrumental variable approach in tandem with our alternative approach to test the equality of the two estimators for a conventionally exactly identified causal model, should one claim to already have a valid conventional instrument.