학제간연구 | Interdisciplinary Studies in Gambling | 跨学科研究
- date : 2015-05-20 01:10|hit : 1438
-
- Article; Proceedings Paper] Nonparametric IV estimation of local average treatment effects with covariates
-
DocNo of ILP: 4219
Doc. Type: Article; Proceedings Paper
Title: Nonparametric IV estimation of local average treatment effects with covariates
Authors: Froelich, M
Full Name of Authors: Froelich, Markus
Keywords by Author: instrumental variables; LATE; evaluation; treatment effect; matching; unobserved heterogeneity
Keywords Plus: INSTRUMENTAL VARIABLES ESTIMATORS; SIMULTANEOUS-EQUATIONS MODELS; PROPENSITY SCORE; IDENTIFICATION; INFORMATION; EFFICIENCY; EARNINGS; LOTTERY; DRAFT
Abstract: In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate covariates. Estimation of LATE is appealing since identification relies on much weaker assumptions than the identification of average treatment effects in other nonparametric instrumental variable models. Including covariates in the estimation of LATE is necessary when the instrumental variable itself is confounded, such that the IV assumptions are valid only conditional on covariates. Previous approaches to handle covariates in the estimation of LATE relied on parametric or semiparametric methods. In this paper, a nonparametric estimator for the estimation of LATE with covariates is suggested that is root-n asymptotically normal and efficient. (C) 2006 Elsevier B.V. All rights reserved.
Cate of OECD: Economics and business
Year of Publication: 2007
Business Area: lottery
Detail Business: lottery
Country: Switzerland
Study Area:
Name of Journal: JOURNAL OF ECONOMETRICS
Language: English
Country of Authors: Univ St Gallen, SIAW, CH-9000 St Gallen, Switzerland; UCL, London WC1E 6BT, England; IZA, Bonn, Germany
Press Adress: Froelich, M (reprint author), Univ St Gallen, SIAW, Bodanstr 8, CH-9000 St Gallen, Switzerland.
Email Address: markus.froelich@unisg.ch
Citaion:
Funding:
Lists of Citation: Abadie A, 2003, J ECONOMETRICS, V113, P231, DOI 10.1016/S0304-4076(02)00201-4; Abadie A, 2006, ECONOMETRICA, V74, P235, DOI 10.1111/j.1468-0262.2006.00655.x; Amemiya T., 1985, ADV ECONOMETRICS; Angrist J., 1999, HDB LABOR EC, P1277; Angrist JD, 2000, REV ECON STUD, V67, P499, DOI 10.1111/1467-937X.00141; ANGRIST JD, 1990, AM ECON REV, V80, P313; Angrist JD, 1996, J AM STAT ASSOC, V91, P444, DOI 10.2307/2291629; ANGRIST JD, 1995, J AM STAT ASSOC, V90, P431, DOI 10.2307/2291054; BEGUN JM, 1983, ANN STAT, V11, P432, DOI 10.1214/aos/1176346151; Bickel P. J., 1993, EFFICIENT ADAPTIVE E; Card D., 1995, ASPECTS LABOUR MARKE, P201; Chernozhukov V, 2005, ECONOMETRICA, V73, P245, DOI 10.1111/j.1468-0262.2005.00570.x; Chesher A, 2005, ECONOMETRICA, V73, P1525, DOI 10.1111/j.1468-0262.2005.00628.x; Chesher A, 2003, ECONOMETRICA, V71, P1405, DOI 10.1111/1468-0262.00454; DAROLLES S, 2001, UNPUB NONPARAMETRIC; Das M, 2005, J ECONOMETRICS, V124, P335, DOI 10.1016/j.jeconom.2004.02.001; FLORENS J, 2003, ADV EC ECONOMETRICS, P284, DOI 10.1017/CCOL0521818737.009; FLORENS J, 2002, 1502 CEMM; Hahn JY, 1998, ECONOMETRICA, V66, P315, DOI 10.2307/2998560; HEARST N, 1986, NEW ENGL J MED, V314, P620, DOI 10.1056/NEJM198603063141005; Heckman J., 1999, HDB LABOR EC A, V3, P1, DOI DOI 10.1016/S1573-4463(99)03012-6; Heckman J, 1997, J HUM RESOUR, V32, P441, DOI 10.2307/146178; HECKMAN J, 2001, NONLINEAR STAT INFER; Heckman JJ, 1999, P NATL ACAD SCI USA, V96, P4730, DOI 10.1073/pnas.96.8.4730; Heckman JJ, 1998, REV ECON STUD, V65, P261, DOI 10.1111/1467-937X.00044; Hirano K, 2003, ECONOMETRICA, V71, P1161, DOI 10.1111/1468-0262.00442; HOEFFDING W, 1948, ANN MATH STAT, V19, P293, DOI 10.1214/aoms/1177730196; IMBENS G, 2001, ECONOMETRIC EVALUATI, P17; IMBENS G, 2003, EC2 C LOND DEC 2003; Imbens GW, 2001, AM ECON REV, V91, P778, DOI 10.1257/aer.91.4.778; IMBENS GW, 1994, ECONOMETRICA, V62, P467, DOI 10.2307/2951620; Imbens GW, 1997, REV ECON STUD, V64, P555, DOI 10.2307/2971731; KOSHEVNIK YA, 1976, THEOR PROBAB APPL+, V21, P738; Newey WK, 2003, ECONOMETRICA, V71, P1565, DOI 10.1111/1468-0262.00459; NEWEY WK, 1994, ECONOMETRICA, V62, P1349, DOI 10.2307/2951752; Newey WK, 1999, ECONOMETRICA, V67, P565, DOI 10.1111/1468-0262.00037; Newey W.K, 1995, ADV EC QUANTITATIVE, P254; NEWEY WK, 1990, J APPL ECONOM, V5, P99, DOI 10.1002/jae.3950050202; Pearl J., 2000, CAUSALITY MODELS REA; PFANZAGL J, 1982, CONTRIBUTIONS GEN AS; Powell JL, 2003, ADV EC ECONOMETRICS, V2, P312; RUBIN DB, 1974, J EDUC PSYCHOL, V66, P688, DOI 10.1037/h0037350; Serfling RJ, 1980, APPROXIMATION THEORE; STEIN C, 1956, P 3 BERK S MATH STAT, V1, P1; Van der Vaart A. W., 1998, ASYMPTOTIC STAT; Yau LHY, 2001, J AM STAT ASSOC, V96, P1232, DOI 10.1198/016214501753381887; Zhou X.-H., 2000, BIOSTATISTICS, V1, P69, DOI DOI 10.1093/BIOSTATISTICS/1.1.69
Number of Citaion: 47
Publication: ELSEVIER SCIENCE SA
City of Publication: LAUSANNE
Address of Publication: PO BOX 564, 1001 LAUSANNE, SWITZERLAND
ISSN: 0304-4076
29-Character Source Abbreviation: J ECONOMETRICS
ISO Source Abbreviation: J. Econom.
Volume: 139
Version: 1
Start of File: 35
End of File: 75
DOI: 10.1016/j.jeconom.2006.06.004
Number of Pages: 41
Web of Science Category: Economics; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods
Subject Category: Business & Economics; Mathematics; Mathematical Methods In Social Sciences
Document Delivery Number: 181DI
Unique Article Identifier: WOS:000247416700004
- reply : 0
-
- list
-
- prev
- next