论潜在可验证性假设的可验证性
On the plausibility of the latent ignorability assumption
摘要:
基于工具变量(IV)的内源性治疗的因果效应估计通常会因损耗、样本选择或感兴趣结局的无应答而变得复杂。为了解决后一个问题,潜在可重复性(LI)假设要求损耗/样本选择独立于治疗依从性类型(即治疗如何作为工具的函数)、工具以及可能进一步观察到的协变量的结果。作为一个警告,这篇文章正式讨论了在相当标准的IV模型中LI的强烈行为含义。我们还提供了一个实证说明的工作团的实验研究的基础上,估计程序的影响LI和替代假设的结果流失的敏感性进行了研究。
英文摘要:
The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent ignorability (LI) assumption imposes that attrition/sample selection is independent of the outcome conditional on the treatment compliance type (i.e. how the treatment behaves as a function of the instrument), the instrument, and possibly further observed covariates. As a word of caution, this note formally discusses the strong behavioral implications of LI in rather standard IV models. We also provide an empirical illustration based on the Job Corps experimental study, in which the sensitivity of the estimated program effect to LI and alternative assumptions about outcome attrition is investigated.
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