论文标题
在未观察到的组异质性下估计边缘治疗效应
Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity
论文作者
论文摘要
本文研究了治疗效果模型，其中根据异质治疗规则将个体分为未观察到的群体。使用有限的混合方法，我们提出了一个边缘治疗效果（MTE）框架，其中治疗选择和结果方程在各组之间可能是异质的。在每个组特定的仪器变量的可用性下，我们表明可以分别识别每个组的MTE。根据我们的识别结果，我们提出了一个两步半参数程序，用于估计小组MTE。我们说明了拟议方法的实用性，并应用了大学教育的经济回报。
This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which the treatment choice and outcome equations can be heterogeneous across groups. Under the availability of instrumental variables specific to each group, we show that the MTE for each group can be separately identified. Based on our identification result, we propose a two-step semiparametric procedure for estimating the group-wise MTE. We illustrate the usefulness of the proposed method with an application to economic returns to college education.
