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来源类型Working Paper
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DOI10.3386/w12574
来源IDWorking Paper 12574
Understanding Instrumental Variables in Models with Essential Heterogeneity
James J. Heckman; Sergio Urzua; Edward J. Vytlacil
发表日期2006-10-06
出版年2006
语种英语
摘要This paper examines the properties of instrumental variables (IV) applied to models with essential heterogeneity, that is, models where responses to interventions are heterogeneous and agents adopt treatments (participate in programs) with at least partial knowledge of their idiosyncratic response. We analyze two-outcome and multiple-outcome models including ordered and unordered choice models. We allow for transition-specific and general instruments. We generalize previous analyses by developing weights for treatment effects for general instruments. We develop a simple test for the presence of essential heterogeneity. We note the asymmetry of the model of essential heterogeneity: outcomes of choices are heterogeneous in a general way; choices are not. When both choices and outcomes are permitted to be symmetrically heterogeneous, the method of IV breaks down for estimating treatment parameters.
主题Econometrics ; Estimation Methods
URLhttps://www.nber.org/papers/w12574
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/570235
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James J. Heckman,Sergio Urzua,Edward J. Vytlacil. Understanding Instrumental Variables in Models with Essential Heterogeneity. 2006.
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