| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0252 |
| 来源ID | Technical Working Paper 0252 |
| Local Instrumental Variables | |
| James J. Heckman; Edward J. Vytlacil | |
| 发表日期 | 2000-04-21 |
| 出版年 | 2000 |
| 语种 | 英语 |
| 摘要 | This paper unites the treatment effect literature and the latent variable literature. The economic questions answered by the commonly used treatment effect parameters are considered. We demonstrate how the marginal treatment effect parameter can be used in a latent variable framework to generate the average treatment effect, the effect of treatment on the treated and the local average treatment effect, thereby establishing a new relationship among these parameters. The method of local instrumental variables directly estimates the marginal treatment effect parameters, and thus can be used to estimate all of the conventional treatment effect parameters when the index condition holds and the parameters are identified. When they are not, the method of local instrumental variables can be used to produce bounds on the parameters with the width of the bounds depending on the width of the support for the index generating the choice of the observed potential outcome. |
| URL | https://www.nber.org/papers/t0252 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/565236 |
| 推荐引用方式 GB/T 7714 | James J. Heckman,Edward J. Vytlacil. Local Instrumental Variables. 2000. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0252.pdf（691KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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