Estimating marginal treatment effects using parametric and semiparametric methods

被引：25
|
作者：
Brave, Scott [1 ]
Walstrum, Thomas [1 ,2 ]
机构：
[1] Fed Reserve Bank Chicago, Econ Res Dept, Chicago, IL 60604 USA
[2] Univ Illinois, Chicago, IL USA
来源：
STATA JOURNAL | 2014年 / 14卷 / 01期
关键词：
st0331; margte; locpoly2; etregress; movestay; marginal treatment effect; average treatment effect; generalized Roy model; local instrumental variables;
D O I：
10.1177/1536867X1401400113
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
We describe the new command margte, which computes marginal and average treatment effects for a model with a binary treatment and a continuous outcome given selection on unobservables and returns. Marginal treatment effects differ from average treatment effects in instances where the impact of treatment varies within a population in correlation with unobserved characteristics. Both parametric and semiparametric estimation methods can be used with margte, and we provide evidence from a Monte Carlo simulation for when each is preferable.
引用
收藏
页码：191 / 217
页数：27
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