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摘要翻译：
这项研究考虑了治疗效果模型，其中他人的治疗决定可以影响自己的治疗和结果。针对两人相互作用的情形，我们将治疗决策行为描述为一个具有多重均衡的完全信息博弈。在假设随机均衡选择的情况下，利用潜指数框架，我们证明了来自自身治疗的边际治疗效应和来自合作伙伴的边际治疗效应是可以分别识别的。基于我们的构造性辨识结果，我们提出了一个用级数逼近估计边际处理效应的两步半参数过程。我们证明了所提出的估计量是一致相合的和渐近正态分布的。作为实证说明，我们考察了危险行为对青少年学习成绩的影响。
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英文标题：
《Treatment Effect Models with Strategic Interaction in Treatment
Decisions》
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作者：
Tadao Hoshino, Takahide Yanagi
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最新提交年份：
2021
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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：
This study considers treatment effect models in which others' treatment decisions can affect one's own treatment and outcome. Focusing on the case of two-player interactions, we formulate treatment decision behavior as a complete information game with multiple equilibria. Using a latent index framework and assuming a stochastic equilibrium selection, we prove that the marginal treatment effect from one's own treatment and that from the partner can be identified separately. Based on our constructive identification results, we propose a two-step semiparametric procedure for estimating the marginal treatment effects using series approximation. We show that the proposed estimator is uniformly consistent and asymptotically normally distributed. As an empirical illustration, we investigate the impacts of risky behaviors on adolescents' academic performance.
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PDF链接：
https://arxiv.org/pdf/1810.08350
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