Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term
Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term
复制标题
外源性处理和内源性因素：交互作用项上遗漏变量偏差的消失
DOI：
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
Irina Murtazashvili
中科院分区：
文献类型：
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作者：
O. Nizalova;Irina Murtazashvili
无论是对不同制度背景下某一特定因素的差异影响感兴趣，还是对政策或随机实验的异质效应感兴趣，实证研究者都面临着一个问题，即如果利益因素与一个被忽略的变量相关。本文介绍的情况下，它是有可能达到一个一致的估计所提到的效果。我们发现，如果异质性来源和遗漏变量共同独立于政策或治疗，则治疗和内生因素之间交互作用项的OLS估计是一致的。
Abstract Whether interested in the differential impact of a particular factor in various institutional settings or in the heterogeneous effect of policy or random experiment, the empirical researcher confronts a problem if the factor of interest is correlated with an omitted variable. This paper presents the circumstances under which it is possible to arrive at a consistent estimate of the mentioned effect. We find that if the source of heterogeneity and omitted variable are jointly independent of policy or treatment, then the OLS estimate on the interaction term between the treatment and endogenous factor turns out to be consistent.