论文标题

多种仪器的矢量单调性假设

A Vector Monotonicity Assumption for Multiple Instruments

论文作者

Goff, Leonard

论文摘要

当研究人员将多个仪器变量结合在一起以进行单个二元处理时,局部平均治疗效果(晚期)框架的单调性假设可能会变得限制:它要求所有单元即使在相反的方向上移动了单独的仪器,也需要共同的响应方向。相比之下,我所说的矢量单调性只是假设治疗的摄取在所有仪器中都是单调的。我表征了当仪器为二进制时,在向量单调性下鉴定的要点的因果参数。例如,该课程包括以任何方式响应工具收集的单位之间的平均治疗效果,或者是响应给定子集的仪器的平均治疗效果。识别结果是建设性的,并为鉴定的治疗效果参数产生了简单的估计器。经验应用重新审视劳动力市场返回大学。

When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common direction of response even when separate instruments are shifted in opposing directions. What I call vector monotonicity, by contrast, simply assumes treatment uptake to be monotonic in all instruments. I characterize the class of causal parameters that are point identified under vector monotonicity, when the instruments are binary. This class includes, for example, the average treatment effect among units that are in any way responsive to the collection of instruments, or those that are responsive to a given subset of them. The identification results are constructive and yield a simple estimator for the identified treatment effect parameters. An empirical application revisits the labor market returns to college.

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