Simple estimators for treatment parameters in a latent-variable framework

被引:56
|
作者
Heckman, J [1 ]
Tobias, JL
Vytlacil, E
机构
[1] Univ Chicago, Chicago, IL 60637 USA
[2] Univ Calif Irvine, Irvine, CA 92717 USA
[3] Stanford Univ, Stanford, CA 94305 USA
关键词
D O I
10.1162/003465303322369867
中图分类号
F [经济];
学科分类号
02 ;
摘要
This note derives simply computed closed-form expressions for the average treatment effect, the effect of treatment on the treated, the local average treatment effect, and the marginal treatment effect in a latent-variable framework for both normal and nonnormal models. Asymptotic standard errors for versions of these parameters that average over observed characteristics are also obtained. The performances of the derived estimators are also evaluated in Monte Carlo experiments under correct specification and misspecification.
引用
收藏
页码:748 / 755
页数:8
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