The identification region of the potential outcome distributions under instrument independence
The identification region of the potential outcome distributions under instrument independence
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工具独立性下潜在结果分布的识别区域
DOI：
10.1920/wp.cem.2009.3009
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发表时间：
2009
影响因子：
6.3
通讯作者：
T. Kitagawa
中科院分区：
文献类型：
--
作者：
T. Kitagawa
本文检验了治疗效果模型中仪器外生性假设的识别能力。我们推导出识别区域：与数据和模型限制兼容的潜在结果分布集。研究识别能力的模型限制是（i）每个潜在结果的工具独立性（边际独立性），（ii）潜在结果的工具联合独立性和选择异质性，以及（iii）工具单调性以及（ii）（Imbens和Angrist（1994）的最新限制），其中这些限制按列出的顺序变得更强。通过比较每个限制下识别区域的大小，我们表明联合独立性限制可以比边际独立性为潜在结果分布提供进一步的识别信息，但 LATE 限制永远不会这样做，因为它只约束数据的分布。我们还得出了每种限制下平均治疗效果的最严格的可能界限。我们的分析涵盖了离散和连续结果情况，并将仅适用于二元结果情况的 Balke 和 Pearl（1997）的治疗效果范围扩展到更广泛的设置，包括连续结果情况。
This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power is investigated are (i)instrument independence of each of the potential outcome (marginal independence), (ii) instrument joint independence of the potential outcomes and the selection heterogeneity, and (iii) instrument monotonicity in addition to (ii) (the LATE restriction of Imbens and Angrist (1994)), where these restrictions become stronger in the order of listing. By comparing the size of the identification region under each restriction, we show that the joint independence restriction can provide further identifying information for the potential outcome distributions than marginal independence, but the LATE restriction never does since it solely constrains the distribution of data. We also derive the tightest possible bounds for the average treatment effects under each restriction. Our analysis covers both the discrete and continuous outcome case, and extends the treatment effect bounds of Balke and Pearl(1997) that are available only for the binary outcome case to a wider range of settings including the continuous outcome case.
DOI：
10.1073/pnas.96.8.4730
发表时间：
1999-04-13
影响因子：
11.1
作者：
Heckman, JJ;Vytlacil, EJ
通讯作者：
Vytlacil, EJ