Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model

被引：105

作者：

Wooldridge, JM ^{[1
]}

机构：

[1] Michigan State Univ, Dept Econ, E Lansing, MI 48824 USA

来源：

ECONOMICS LETTERS | 2003年 / 79卷 / 02期

关键词：

average treatment effect; correlated random coefficient model; instrumental variables; two-stage least squares; unobserved heterogeneity;

D O I：

10.1016/S0165-1765(02)00318-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

I show that standard instrumental variables estimators, applied to an equation containing levels and interactions, consistently estimate the average treatment effect under weaker conditions than those needed for the two-stage plug-in estimators proposed by Heckman and Vytlacil [Journal of Human Resources 33 (1998) 974]. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：185 / 191

页数：7

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