處理效果文獻回顧

Treatment Effect Models: A Brief Review

許育進(Yu-Chin Hsu) ； 賴宗志(Tsung-Chih Lai)

《經濟論文叢刊》 46卷4期 (2018/12) Pp. 501-521

https://doi.org/10.6277/TER.201812_46(4).0001

摘要

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。

關鍵字

Rubin因果模型 ； 處理效果 ； 傾向分數 ； 機率倒數加權

並列摘要

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.

並列關鍵字

rubin causal model ； treatment effect ； propensity score ； inverse probability weighting

參考文獻

Abadie, Alberto(2003).Semiparametric Instrumental Variable Estimation of Treatment Response Models.Journal of Econometrics.113,231-263.

Abrevaya, Jason,Hsu, Yu-Chin,Lieli, Robert P.(2015).Estimating Conditional Average Treatment Effects.Journal of Business and Economic Statistics.33,485-505.

Angrist, Joshua D.,Imbens, Guido W.,Rubin, Donald B.(1996).Identification of Causal Effects Using Instrumental Variables.Journal of the American Statistical Association.91,444-455.

Ashenfelter, Orley(ed.),Card, David(ed.)(2011).Handbook of Labor Economics.Amsterdam:Elsevier North Holland.

Athey, Susan,Imbens, Guido W.(2017).The State of Applied Econometrics: Causality and Policy Evaluation.Journal of Economic Perspectives.31,3-32.