摘要翻译:
政策相关处理效果(PRTE)衡量从现状政策转向反事实政策的平均效果。PRTE的估计涉及多个初步参数的估计,包括倾向评分、结果的条件期望函数和给定倾向评分的协变量,以及边际治疗效果。这些初步估计量会以复杂而棘手的方式影响PRTE估计量的渐近分布。在此基础上,我们提出了PRTE二重去偏估计的正交分数,从而得到了PRTE估计量的渐近分布,只要它们满足收敛速度的适度要求,不受初始参数估计量的任何影响。据我们所知,本文首次发展了关于PRTE的极限分布理论。
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英文标题:
《Estimation and Inference for Policy Relevant Treatment Effects》
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作者:
Yuya Sasaki, Takuya Ura
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最新提交年份:
2020
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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:
The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity scores, conditional expectation functions of the outcome and covariates given the propensity score, and marginal treatment effects. These preliminary estimators can affect the asymptotic distribution of the PRTE estimator in complicated and intractable manners. In this light, we propose an orthogonal score for double debiased estimation of the PRTE, whereby the asymptotic distribution of the PRTE estimator is obtained without any influence of preliminary parameter estimators as far as they satisfy mild requirements of convergence rates. To our knowledge, this paper is the first to develop limit distribution theories for inference about the PRTE.
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PDF链接:
https://arxiv.org/pdf/1805.11503