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arXiv 2603.00580econ.EM
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对估计长期治疗效应的替代指数方法的敏感性分析

A Sensitivity Analysis of the Surrogate Index Approach for Estimating Long-Term Treatment Effects

University of Washington(华盛顿大学);Amazon(亚马逊);Institute for Advanced Economic Research, Dongbei University of Finance and Economics(东北财经大学高级经济研究院)

Yanqin Fan, Carlos A. Manzanares, Hyeonseok Park, Yuan Qi

AI总结:

本文提出加权替代指数方法,用于估计长期治疗效应,并通过敏感性分析和实证研究验证其有效性。

摘要:

本文发展了Athey等人[2025b]中替代指数方法的敏感性分析。我们引入了

英文摘要:

This paper develops a sensitivity analysis of the surrogacy assumption for the surrogate index approach in Athey et al. [2025b]. We introduce "Weighted Surrogate Indices (WSIs)," the analog of the surrogate index under the surrogacy assumption. We show that under comparability, the ATE on WSI identifies the ATE on the long-term outcome when a copula of the treatment and the long-term outcome conditional on baseline covariates and surrogates is known. When the copula is unknown, we establish the identified set of the ATE on the long-term outcome. Furthermore, we construct debiased estimators of the ATE for any given copula and develop asymptotically valid inference in both point-identified and partially identified cases. Using data from a poverty alleviation program in Pakistan, we demonstrate the importance of sensitivity checks as well as the usefulness of our approach.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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