随机实验的计量经济学

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摘要翻译：
在这篇综述中，我们提出了分析随机实验的计量经济学和统计学方法。对于基础实验，我们强调基于随机化的推理，而不是基于抽样的推理。在基于随机化的推理中，估计的不确定性自然产生于治疗的随机分配，而不是来自于从大量人群中假设的抽样。我们展示了这种观点如何与随机实验的回归分析相关联。我们讨论了分层、配对和聚类随机实验的分析，并强调了分层的一般效率增益。我们还讨论了随机实验中的并发症，如不依从性。在存在不依从性的情况下，我们将意图治疗分析与工具变量分析进行对比，考虑一般治疗效果的异质性。我们详细考虑了在有（可能很多）协变量的情况下对异质性治疗效果的估计和推断。这些方法允许研究人员通过识别具有不同治疗效果的亚群来探索异质性，同时保持构建有效置信区间的能力。我们还讨论了在这种情况下基于协变量的最优治疗分配。最后，我们讨论了在具有单元间相互作用的环境中实验的估计和推理，包括在一般的网络环境中和在将总体划分为具有所有相互作用的组的环境中。
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英文标题：
《The Econometrics of Randomized Experiments》
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作者：
Susan Athey and Guido Imbens
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最新提交年份：
2016
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分类信息：

一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference, uncertainty in estimates arises naturally from the random assignment of the treatments, rather than from hypothesized sampling from a large population. We show how this perspective relates to regression analyses for randomized experiments. We discuss the analyses of stratified, paired, and clustered randomized experiments, and we stress the general efficiency gains from stratification. We also discuss complications in randomized experiments such as non-compliance. In the presence of non-compliance we contrast intention-to-treat analyses with instrumental variables analyses allowing for general treatment effect heterogeneity. We consider in detail estimation and inference for heterogeneous treatment effects in settings with (possibly many) covariates. These methods allow researchers to explore heterogeneity by identifying subpopulations with different treatment effects while maintaining the ability to construct valid confidence intervals. We also discuss optimal assignment to treatment based on covariates in such settings. Finally, we discuss estimation and inference in experiments in settings with interactions between units, both in general network settings and in settings where the population is partitioned into groups with all interactions contained within these groups.
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PDF链接：
https://arxiv.org/pdf/1607.00698

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关键词：计量经济学 计量经济 经济学 econometrics interactions 异质性 变量 based 抽样 inference