| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w12574 |
| 来源ID | Working 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 |
| URL | https://www.nber.org/papers/w12574 |
| 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/570235 |
| 推荐引用方式 GB/T 7714 | James J. Heckman,Sergio Urzua,Edward J. Vytlacil. Understanding Instrumental Variables in Models with Essential Heterogeneity. 2006. |
| 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 | ||
| w12574.pdf（1239KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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