Instrumental variables - A study of implicit behavioral assumptions used in making program evaluations
Instrumental variables - A study of implicit behavioral assumptions used in making program evaluations
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DOI：
10.2307/146178
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发表时间：
1997-06-01
影响因子：
5.2
通讯作者：
Heckman, J
中科院分区：
文献类型：
--
作者：
Heckman, J
本文考虑使用工具变量来估计治疗对被治疗者的平均效果，治疗对随机选择的人的平均效果和局部平均治疗效果。它考察了这些参数所解决的经济问题。当对治疗的反应不同时，除非个人对治疗的具体反应不影响参与评估计划的决定，否则证明使用工具变量的标准论点就失效了。这就要求从项目中获得的个人收益不能从结果方程的变量中预测出来，但不能影响被研究人员参与项目的决定。在可能的情况下，个人拥有并对有关项目收益的私人信息采取行动，这些信息不能由结果方程中的变量完全预测，工具变量方法不能估计经济上有趣的评估参数。工具变量方法对人们如何处理信息的假设极为敏感。这些论点发展了连续和离散处理变量，并提出了几个明确的经济模型。
This paper considers the use of instrumental variables to estimate the mean effect of treatment on the treated, the mean effect of treatment on randomly selected persons and the local average treatment effect. It examines what economic questions these parameters address. When responses to treatment vary, the standard argument justifying the use of instrumental variables fails unless person-specific responses to treatment do not influence decisions to participate in the program being evaluated. This requires that individual gains from the program that cannot be predicted from variables in outcome equations do not influence the decision of the persons being studied to participate in the program. In the likely case in which individuals possess and act on private information about gains from the program that cannot be fully predicted by variables in the outcome equation, instrumental variables methods do not estimate economically interesting evaluation parameters. Instrumental variable methods are extremely sensitive to assumptions about how people process information. These arguments are developed for both continuous and discrete treatment variables and several explicit economic models are presented.