Comparing 2sls vs 2sri for Binary Outcomes and Binary Exposures
Comparing 2sls vs 2sri for Binary Outcomes and Binary Exposures
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DOI：
10.3386/w23840
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发表时间：
2017-09
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影响因子：
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通讯作者：
A. Basu;Norma B. Coe;Cole G. Chapman
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文献类型：
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作者：
A. Basu;Norma B. Coe;Cole G. Chapman
本研究使用蒙特卡罗模拟来检验具有不同残差形式的两阶段最小二乘（2SLS）估计器和两阶段残差包含（2SRI）估计器在二元结果、内生二元处理和单二元工具模型中估计局部平均值和总体平均值处理效果参数的能力。结果和治疗的罕见性在模拟场景中有所不同。结果表明，2SLS在所有场景中生成了一致的LATE估计和有偏差的ATE估计。一般来说，sri方法会对所有场景下的LATE和ATE产生有偏差的估计。使用广义残差的sri最小化了ATE估计中的偏差。利用健康与退休研究估计长期护理保险对近老年人各种二元医疗保健利用结果的影响的实证应用说明了2SLS和2SRI的使用。
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.