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摘要翻译：
在一般的工具变量模型中，部分辨识方法是标准点辨识方法的一种灵活和鲁棒的替代方法。然而，这种灵活性是以“基数诅咒”为代价的：随着支持内源治疗的点数的增加，对识别集的限制数量呈指数增长。本文提出了一种新的路径采样方法来应对这一挑战。它被设计为在最复杂的连续内源性处理模型中部分识别感兴趣的因果效应。随机过程表示允许无缝地将个人行为的假设纳入模型。一些潜在的应用包括不完全依从性随机试验中的剂量-反应估计、社会计划的评估、需求模型中的福利估计和连续选择模型。作为一个证明，该方法在支出连续的假设下提供了家庭支出的信息性非参数界。数学贡献是在路径空间上通过采样近似求解无穷维线性规划的一种方法。
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英文标题：
《A path-sampling method to partially identify causal effects in
instrumental variable models》
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作者：
Florian Gunsilius
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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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一级分类：Mathematics 数学
二级分类：Statistics Theory 统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类：Statistics 统计学
二级分类：Statistics Theory 统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
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英文摘要：
Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the number of restrictions on the identified set grows exponentially with the number of points in the support of the endogenous treatment. This article proposes a novel path-sampling approach to this challenge. It is designed for partially identifying causal effects of interest in the most complex models with continuous endogenous treatments. A stochastic process representation allows to seamlessly incorporate assumptions on individual behavior into the model. Some potential applications include dose-response estimation in randomized trials with imperfect compliance, the evaluation of social programs, welfare estimation in demand models, and continuous choice models. As a demonstration, the method provides informative nonparametric bounds on household expenditures under the assumption that expenditure is continuous. The mathematical contribution is an approach to approximately solving infinite dimensional linear programs on path spaces via sampling.
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PDF链接：
https://arxiv.org/pdf/1910.09502
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