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摘要翻译：
我们提出了一个半参数两阶段最小二乘估计的异质处理效应(HTE)。HTE是一类积分方程的解，属于第一类Fredholm积分方程，是已知的不适定问题。单纯的半/非参数方法不能稳定地解决这类问题。然后提出在约束条件下用正交级数逼近感兴趣函数，使积分的逆映射连续，消除了不适定性。我们通过仿真实验说明了所提出的估计器的性能。
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英文标题：
《Semiparametric estimation of heterogeneous treatment effects under the
nonignorable assignment condition》
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作者：
Keisuke Takahata and Takahiro Hoshino
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最新提交年份：
2019
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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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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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英文摘要：
We propose a semiparametric two-stage least square estimator for the heterogeneous treatment effects (HTE). HTE is the solution to certain integral equation which belongs to the class of Fredholm integral equations of the first kind, which is known to be ill-posed problem. Naive semi/nonparametric methods do not provide stable solution to such problems. Then we propose to approximate the function of interest by orthogonal series under the constraint which makes the inverse mapping of integral to be continuous and eliminates the ill-posedness. We illustrate the performance of the proposed estimator through simulation experiments.
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PDF链接：
https://arxiv.org/pdf/1902.09978
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