Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
复制标题
具有溢出效应的连续处理模型的估计：一种控制函数方法
DOI：
10.1080/07350015.2023.2207617
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发表时间：
2021-12
影响因子：
3
通讯作者：
Tadao Hoshino
中科院分区：
文献类型：
--
作者：
Tadao Hoshino
摘要研究了一个通过社交网络存在治疗溢出的连续治疗效应模型。我们假设一个人的结果不仅受到他/她自己的治疗的影响，而且还受到他/她邻居治疗的（加权）平均值的影响，这两者都被视为内生变量。使用适当的工具变量的控制函数的方法，我们表明，条件平均潜在的结果可以非参数化确定。我们还考虑了一个更易于经验处理的半参数模型，并为这个模型开发了一个三步估计程序。作为一个实证说明，我们调查的区域失业率对犯罪率的因果关系。
Abstract We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one’s outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors’ treatments, both of which are treated as endogenous variables. Using a control function approach with appropriate instrumental variables, we show that the conditional mean potential outcome can be nonparametrically identified. We also consider a more empirically tractable semiparametric model and develop a three-step estimation procedure for this model. As an empirical illustration, we investigate the causal effect of the regional unemployment rate on the crime rate.