Estimating average partial effects under conditional moment independence assumptions
Estimating average partial effects under conditional moment independence assumptions
复制标题
估计条件矩独立假设下的平均部分效应
DOI：
10.1920/wp.cem.2004.0304
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发表时间：
2004
期刊：
影响因子：
--
通讯作者：
J. Wooldridge
中科院分区：
文献类型：
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作者：
J. Wooldridge
我展示了如何在一个模型中识别和估计解释变量的平均局部效应，在这个模型中，未观察到的异质性与解释变量相互作用，并且可能与解释变量无条件相关。为了确定总体平均效应，我使用了可忽略假设的扩展，这些假设用于估计具有相加异质性的线性模型和估计平均处理效应。得到了估计无条件平均偏效应和有条件平均偏效应的新估计量。
I show how to identify and estimate the average partial effect of explanatory variables in a model where unobserved heterogeneity interacts with the explanatory variables and may be unconditionally correlated with the explanatory variables. To identify the populationaveraged effects, I use extensions of ignorability assumptions that are used for estimating linear models with additive heterogeneity and for estimating average treatment effects. New stimators are obtained for estimating the unconditional average partial effect as well as the average partial effect conditional on functions of observed covariates.