摘要翻译:
研究人员越来越多地利用多种治疗之间的运动来估计因果效应。虽然这些“移动者回归”通常是由线性常数效应模型驱动的,但不清楚它们在较弱的准实验假设下捕捉到了什么。我证明了二元处理移动回归恢复了四个差中差比较的凸平均,因此在标准平行趋势假设下是可因果解释的。然而,如果对治疗效果的异质性和时变冲击没有更强的限制,多重治疗模型的估计不一定是因果关系。我提出了一类两步估计器来隔离和组合由移动器设计产生的大量差中差准实验集,识别在条件协变平行趋势和效应均匀性限制下的移动器平均处理效应。我描述了这个类中的有效估计量,并基于模型的过度识别限制导出了规范测试。未来的草案将把该理论应用于Finkelstein等人。(2016)movers design,分析地理对医疗保健利用的因果影响。
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英文标题:
《Estimating Treatment Effects in Mover Designs》
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作者:
Peter Hull
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最新提交年份:
2018
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分类信息:
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:
Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker quasi-experimental assumptions. I show that binary treatment mover regressions recover a convex average of four difference-in-difference comparisons and are thus causally interpretable under a standard parallel trends assumption. Estimates from multiple-treatment models, however, need not be causal without stronger restrictions on the heterogeneity of treatment effects and time-varying shocks. I propose a class of two-step estimators to isolate and combine the large set of difference-in-difference quasi-experiments generated by a mover design, identifying mover average treatment effects under conditional-on-covariate parallel trends and effect homogeneity restrictions. I characterize the efficient estimators in this class and derive specification tests based on the model's overidentifying restrictions. Future drafts will apply the theory to the Finkelstein et al. (2016) movers design, analyzing the causal effects of geography on healthcare utilization.
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PDF链接:
https://arxiv.org/pdf/1804.06721