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

页码：191 / 217

页数：27

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