A Potential Outcome Approach to Dynamic Programme Evaluation: Nonparametric Identification

A Potential Outcome Approach to Dynamic Programme Evaluation: Nonparametric Identification
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动态程序评估的潜在结果方法:非参数识别

DOI:
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发表时间:
2001
期刊:
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通讯作者:
Ruth Miquel
Ruth Miquel
中科院分区:
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文献类型:
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作者:
M. Lechner;Ruth Miquel

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本文从潜在成果的角度探讨动态方案序列的计量经济学评价问题。讨论了关于动态选择过程与不同方案序列的潜在结果之间的联系的几种不同假设的识别能力。这些假设引发了与不同选择制度兼容的不同类型的随机化。不涉及参数化形状。当根据过去的成功在每个周期决定参与序列时,由此产生的内生性问题破坏了对许多感兴趣的参数的非参数识别,使得对被处理参数的平均处理效果的几个动态版本不被识别。然而,一些有趣的平均治疗效果的动态形式仍然被识别出来。我们还提供了边界分析,以尽可能多地从数据中学习,即使在部分识别假设被违反的情况下也是如此。
This paper approaches the problem of an econometric evaluation of dynamic programme sequences from an potential outcome perspective. The identifying power of several different assumptions about the connection between the dynamic selection process and the potential outcomes of different programme sequences is discussed. The assumptions invoke different types of randomisation compatible with different selection regimes. Parametric forms are not involved. When participation in the sequences is decided every period depending on the success in the past, the resulting endogeneity problem destroys nonparametric identification for many parameters of interest, so that several dynamic versions of the average treatment effects on the treated parameter are not identified. However, some interesting dynamic forms of the average treatment effect are still identified. We also present a bounds analysis to learn from the data as much as possible, even when parts of the identifying assumptions are violated.