Econometric Methods to Study the Effects of Public Interventions and Terrorism

研究公共干预和恐怖主义影响的计量经济学方法

• 批准号: 0350645
• 负责人: Alberto Abadie
• 金额: --
• 依托单位: National Bureau of Economic Research Inc
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 2004
• 资助国家: 美国
• 起止时间: 2004-07-01 至 2010-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0350645&HistoricalAwards=false
• 关键词: Econometric; Methods; Study; Effects; Public

ABSTRACTPROPOSAL NO: 0350645INSTITUTION: NBERNSF PROGRAM: ECONOMICSPI: Abadie, AlbertoTITLE: Econometric Methods to Study the Effects of Public Interventions and TerrorismThis research, consisting of two projects, will develop innovative econometric methods to study the effects of public policy interventions. The first project studies simple matching methods for treatment effects estimation and missing data imputation. New analytical techniques for the study of the distribution of simple matching estimators of average treatment effects have opened the way to solve two outstanding problems: (a) The properties of the most popular matching procedures to estimate the effects of and other treatment effects---simple matching estimators on the estimated propensity score---are not well understood. This project will fill this gap in the literature by extending recent development to the case when matching is done on estimated covariates (as the propensity score). (b) The CPS and other large surveys use a matching procedure known as 'hot deck' to impute missing values. Large biases in simple matching estimators of treatment effects indicate that hot deck imputation procedures will produce similar biases. This research will study the properties of an improved hot deck procedure that is free of these biases.Studies of the effects of policy interventions often take place at an aggregate level and use economies not exposed to the intervention of interest as a control group. This approach is subject to two problems: (i) there is some ambiguity about how to choose control groups with researchers using subjective measures of affinity to select between possible controls. (ii) If aggregate data are used for the analysis, the usual cross-section standard errors, which measure only uncertainty about aggregate variables, do not apply. Uncertainty in these models is about the ability of the control group to reproduce the behavior of the exposed economies in absence of the intervention. This project will study the properties of data-driven procedures to construct adequate control groups. This procedure limits the discretion in the choice of the control group, forcing the empirical researcher to demonstrate the affinities between the exposed and non-exposed economies using observed quantifiable characteristics. In addition, this project will study how to measure uncertainty about the quality of the comparison control groups using time series information. The properties of propensity score matching estimators and estimators based on data imputed by 'hot deck 'are important problems empirical research in economics. Moreover, the study of these properties will entail the development and application of new analytical methods in econometrics. The methods developed in this research will also be used to write software for the STATA econometric package for wider use. The project will also help in the efficient development and implementation of public policy.

摘要提案编号：0350645机构：NBERNSF机构：经济： Abadie，Alberto标题：计量经济学方法来研究公共干预和恐怖主义的影响这项研究，包括两个项目，将开发创新的计量经济学方法来研究公共政策干预的影响。 第一个项目研究简单的匹配方法的治疗效果估计和缺失数据填补。 研究平均治疗效果的简单匹配估计量分布的新分析技术为解决两个突出问题开辟了道路：（a）最流行的匹配程序的性质，以估计和其他治疗效果-简单匹配估计量对估计的倾向分数-没有得到很好的理解。本项目将通过将最近的发展扩展到对估计的协变量（如倾向评分）进行匹配的情况来填补文献中的这一空白。(b)CPS和其他大型调查使用一种称为“热甲板”的匹配程序来估算缺失值。治疗效应的简单匹配估计量的大偏差表明热甲板插补程序将产生类似的偏差。本研究将研究一个改进的热甲板程序，是免费的这些biases.Studies的政策干预的效果往往发生在一个整体的水平和使用的经济不暴露于干预的利益作为对照组的属性。这种方法受到两个问题的影响：（i）关于如何选择控制组存在一些模糊性，研究人员使用主观的亲和力测量来选择可能的控制。(ii)如果分析中使用的是总体数据，则通常的横截面标准误（仅测量总体变量的不确定性）不适用。这些模型中的不确定性是关于控制组在没有干预的情况下复制受影响经济体行为的能力。 本项目将研究数据驱动程序的属性，以构建适当的控制组。这一程序限制了选择控制组的自由裁量权，迫使实证研究者使用观察到的可量化特征来证明暴露和非暴露经济体之间的亲和力。此外，本项目还将研究如何使用时间序列信息测量比较对照组质量的不确定性。倾向得分匹配估计量的性质以及基于“热甲板”估算数据的估计量的性质是经济学实证研究中的重要问题。此外，对这些性质的研究将导致计量经济学中新的分析方法的发展和应用。在这项研究中开发的方法也将被用来编写软件的STATA计量经济学包更广泛的使用。该项目还将有助于有效制定和执行公共政策。