| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w23840 |
| 来源ID | Working Paper 23840 |
| Comparing 2SLS vs 2SRI for Binary Outcomes and Binary Exposures | |
| Anirban Basu; Norma Coe; Cole G. Chapman | |
| 发表日期 | 2017-09-25 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | This study uses Monte Carlo simulations to examine the ability of the two-stage least-squares (2SLS) estimator and two-stage residual inclusion (2SRI) estimators with varying forms of residuals to estimate the local average and population average treatment effect parameters in models with binary outcome, endogenous binary treatment, and single binary instrument. The rarity of the outcome and the treatment are varied across simulation scenarios. Results show that 2SLS generated consistent estimates of the LATE and biased estimates of the ATE across all scenarios. 2SRI approaches, in general, produce biased estimates of both LATE and ATE under all scenarios. 2SRI using generalized residuals minimizes the bias in ATE estimates. Use of 2SLS and 2SRI is illustrated in an empirical application estimating the effects of long-term care insurance on a variety of binary healthcare utilization outcomes among the near-elderly using the Health and Retirement Study. |
| 主题 | Econometrics ; Estimation Methods ; Health, Education, and Welfare ; Health |
| URL | https://www.nber.org/papers/w23840 |
| 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/581513 |
| 推荐引用方式 GB/T 7714 | Anirban Basu,Norma Coe,Cole G. Chapman. Comparing 2SLS vs 2SRI for Binary Outcomes and Binary Exposures. 2017. |
| 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 | ||
| w23840.pdf（1398KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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