:::

詳目顯示

回上一頁
題名:處理效果文獻回顧
書刊名:經濟論文叢刊
作者:許育進賴宗志
作者(外文):Hsu, Yu-chinLai, Tsung-chih
出版日期:2018
卷期:46:4
頁次:頁501-521
主題關鍵詞:Rubin因果模型處理效果傾向分數機率倒數加權Rubin causal modelTreatment effectPropensity scoreInverse probability weighting
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:4
處理效果文獻在過去30年間有不少新的理論發展,這篇文章將回顧在Rubin因果模型中,當條件獨立假設成立時,如何以機率倒數加權法得到平均處理效果之認定及估計結果。我們也將說明在此假設不成立的內生性架構之下,該如何利用工具變數來對局部平均處理效果進行機率倒數加權之認定與估計。最後,我們介紹一個對條件獨立假設的統計檢定,並總結近年來處理效果文獻的發展,以及提出幾個未來可能的研究方向。
Over the last three decades, much progress has been made in the treatment effect literature. In this article, we review the identification and estimation results of average treatment effects based on inverse probability weighting under the unconfoundedness assumption. We also discuss similar identification and estimation results of local average treatment effects when treatment assignment is endogenous but a binary instrumental variable is available. We then introduce a test for the unconfoundedness assumption and summarize some recent developments in the treatment effect literature. Finally, we point out some future research directions.
期刊論文
1.Rubin, Donald B.(1974)。Estimating causal effects of treatments in randomized and nonrandomized studies。Journal of Educational Psychology,66(5),688-701。  new window
2.Horvitz, Daniel G.、Thompson, Donovan J.(1952)。A Generalization of Sampling Without Replacement from a Finite Universe。Journal of the American Statistical Association,47(260),663-685。  new window
3.Imbens, Guido W.、Angrist, Joshua D.(1994)。Identification and Estimation of Local Average Treatment Effects。Econometrica,62(2),467-475。  new window
4.Angrist, Joshua D.、Imbens, Guido W.、Rubin, Donald B.(1996)。Identification of Causal Effects Using Instrumental Variables。Journal of the American Statistical Association,91(434),444-455。  new window
5.Hahn, Jinyong(1998)。On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects。Econometrica,66(2),315-331。  new window
6.Hirano, Keisuke、Imbens, Guido W.、Ridder, Geert(2003)。Efficient estimation of average treatment effects using the estimated propensity score。Econometrica,71,1161-1189。  new window
7.Heckman, James J.、Ichimura, Hidehiko、Todd, Petra E.(1998)。Matching as an Econometric Evaluation Estimator。Review of Economic Studies,65(2),261-294。  new window
8.Imbens, Guido W.、Wooldridge, Jeffrey M.(2009)。Recent Developments in the Econometrics of Program Evaluation。Journal of Economic Literature,47(1),5-86。  new window
9.Imbens, Guido W.(2004)。Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review。Review of Economics and Statistics,86,4-29。  new window
10.Abadie, Alberto(2003)。Semiparametric Instrumental Variable Estimation of Treatment Response Models。Journal of Econometrics,113,231-263。  new window
11.Abrevaya, Jason、Hsu, Yu-Chin、Lieli, Robert P.(2015)。Estimating Conditional Average Treatment Effects。Journal of Business and Economic Statistics,33,485-505。  new window
12.Athey, Susan、Imbens, Guido W.(2017)。The State of Applied Econometrics: Causality and Policy Evaluation。Journal of Economic Perspectives,31,3-32。  new window
13.Athey, Susan、Imbens, Guido W.、Pham, Thai、Wager, Stefan(2017)。Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges。American Economic Review,107,278-281。  new window
14.Chang, Minsu、Lee, Sokbae、Whang, Yoon-Jae(2015)。Nonparametric Tests of Conditional Treatment Effects with an Application to Single-Sex Schooling on Academic Achievements。Econometrics Journal,18,307-346。  new window
15.Delgado, Miguel A.、Escanciano, J. Carlos(2013)。Conditional Stochastic Dominance Testing。Journal of Business and Economic Statistics,31,16-28。  new window
16.Donald, Stephen G.、Hsu, Yu-Chin(2014)。Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models。Journal of Econometrics,178,383-397。  new window
17.Firpo, Sergio(2007)。Efficient Semiparametric Estimation of Quantile Treatment Effects。Econometrica,75,259-276。  new window
18.Frölich, Markus(2007)。Nonparametric IV Estimation of Local Average Treatment Effects with Covariates。Journal of Econometrics,139,35-75。  new window
19.Frölich, Markus、Melly, Blaise(2013)。Unconditional Quantile Treatment Effects under Endogeneity。Journal of Business and Economic Statistics,31,346-357。  new window
20.Hong, Han、Nekipelov, Denis(2010)。Semiparametric Efficiency in Nonlinear LATE Models。Quantitative Economics,1,279-304。  new window
21.Hotz, V. Joseph、Imbens, Guido W.、Mortimer, Julie H.(2005)。Predicting the Efficacy of Future Training Programs Using Past Experiences at Other Locations。Journal of Econometrics,125,241-270。  new window
22.Hsu, Yu-Chin(2017)。Consistent Tests for Conditional Treatment Effects。Econometrics Journal,20,1-22。  new window
23.Lee, Sokbae、Okui, Ryo、Whang, Yoon(2017)。Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function。Journal of Applied Econometrics,32,1207-1225。  new window
24.Lee, Sokbae、Song, Kyungchul、Whang, Yoon(2013)。Testing Functional Inequalities。Journal of Econometrics,172,14-32。  new window
25.Li, Qi、Racine, Jeffrey S.、Wooldridge, Jeffrey M.(2009)。Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data。Journal of Business and Economic Statistics,27,206-223。  new window
26.Rosenbaum, Paul R.、Rubin, Donald B.(1983)。The Central Role of the Propensity Score in Observational Studies for Causal Effects。Biometrika,70(1),41-55。  new window
研究報告
1.Hsu, Yu-Chin、Lai, Tsung-Chih、Lieli, Robert P.(2018)。Estimation and Inference for Counterfactual Treatment Effects。  new window
2.Hsu, Yu-Chin、Lieli, Robert P.、Lai, Tsung-Chih(2018)。Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models。  new window
圖書論文
1.Fortin, Nicole、Lemieux, Thomas、Firpo, Sergio(2011)。Decomposition Methods in Economics。Handbook of Labor Economics。Amsterdam:Elsevier North Holland。  new window
2.Ichimura, Hidehiko、Linton, Oliver(2005)。Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators。Identification and Inference for Econometric Models。Cambridge:Cambridge University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE