关于Heckits、晚等价和数值等价

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摘要翻译：
结构计量经济学方法常因对函数形式假设敏感而受到批评。我们研究了一类广泛应用的潜在阈值交叉模型的局部平均处理效应(LATE)的参数估计，并证明它们得到的后期估计与工具变量(IV)估计代数等价。我们的主要例子是Heckman(1979)的两步（“Heckit”）控制函数估计器，它具有双面不服从性，可以用来计算各种因果参数的估计。建立了一类半参数控制函数估计的等价性，并证明了一类极大似然估计的内解成立。我们的结果表明，结构和IV估计之间的差异往往源于对目标参数的分歧，而不是功能形式假设本身。在等价性失败的情况下，将最近的结构估计数与IV一起报告提供了一种评估结构外推练习可信度的简单手段。
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英文标题：
《On Heckits, LATE, and Numerical Equivalence》
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作者：
Patrick Kline and Christopher R. Walters
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最新提交年份：
2018
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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：
  Structural econometric methods are often criticized for being sensitive to functional form assumptions. We study parametric estimators of the local average treatment effect (LATE) derived from a widely used class of latent threshold crossing models and show they yield LATE estimates algebraically equivalent to the instrumental variables (IV) estimator. Our leading example is Heckman's (1979) two-step ("Heckit") control function estimator which, with two-sided non-compliance, can be used to compute estimates of a variety of causal parameters. Equivalence with IV is established for a semi-parametric family of control function estimators and shown to hold at interior solutions for a class of maximum likelihood estimators. Our results suggest differences between structural and IV estimates often stem from disagreements about the target parameter rather than from functional form assumptions per se. In cases where equivalence fails, reporting structural estimates of LATE alongside IV provides a simple means of assessing the credibility of structural extrapolation exercises.
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PDF链接：
https://arxiv.org/pdf/1706.05982

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关键词：Heckit its HEC Kit econometrics Heckits 方法 class 阈值 estimator