G2TT
来源类型Working Paper
规范类型报告
DOI10.3386/t0259
来源IDTechnical Working Paper 0259
Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect
James J. Heckman; Edward J. Vytlacil
发表日期2000-08-01
出版年2000
语种英语
摘要This paper exposits and relates two distinct approaches to bounding the average treatment effect. One approach, based on instrumental variables, is due to Manski (1990, 1994), who derives tight bounds on the average treatment effect under a mean independence form of the instrumental variables (IV) condition. The second approach, based on latent index models, is due to Heckman and Vytlacil (1999, 2000a), who derive bounds on the average treatment effect that exploit the assumption of a nonparametric selection model with an exclusion restriction. Their conditions imply the instrumental variable condition studied by Manski, so that their conditions are stronger than the Manski conditions. In this paper, we study the relationship between the two sets of bounds implied by these alternative conditions. We show that: (1) the Heckman and Vytlacil bounds are tight given their assumption of a nonparametric selection model; (2) the Manski bounds simplify to the Heckman and Vytlacil bounds under the nonparametric selection model assumption.
主题Econometrics ; Estimation Methods ; Public Economics ; Public Goods
URLhttps://www.nber.org/papers/t0259
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/565393
推荐引用方式
GB/T 7714
James J. Heckman,Edward J. Vytlacil. Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect. 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
t0259.pdf(282KB)智库出版物 限制开放CC BY-NC-SA浏览
个性服务
推荐该条目
保存到收藏夹
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[James J. Heckman]的文章
[Edward J. Vytlacil]的文章
百度学术
百度学术中相似的文章
[James J. Heckman]的文章
[Edward J. Vytlacil]的文章
必应学术
必应学术中相似的文章
[James J. Heckman]的文章
[Edward J. Vytlacil]的文章
相关权益政策
暂无数据
收藏/分享
文件名: t0259.pdf
格式: Adobe PDF
此文件暂不支持浏览

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。