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摘要翻译：
本文研究了基于异质治疗规则将个体分为未观察组的治疗效果模型。使用有限混合方法，我们提出了一个边际治疗效果(MTE)框架，其中治疗选择和结果方程可以在不同的组之间异构。在各组特定的工具变量存在的情况下，我们证明了各组的MTE是可以单独识别的。基于我们的辨识结果，我们提出了一个两步半参数方法来估计群态MTE。我们用一个大学教育的经济回报的应用来说明所提方法的有效性。
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英文标题：
《Estimating Marginal Treatment Effects under Unobserved Group
Heterogeneity》
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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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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：
This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which the treatment choice and outcome equations can be heterogeneous across groups. Under the availability of instrumental variables specific to each group, we show that the MTE for each group can be separately identified. Based on our identification result, we propose a two-step semiparametric procedure for estimating the group-wise MTE. We illustrate the usefulness of the proposed method with an application to economic returns to college education.
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PDF链接：
https://arxiv.org/pdf/2001.09560
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