论文标题
在潜在结果模型中选择外生性假设
Choosing Exogeneity Assumptions in Potential Outcome Models
论文作者
论文摘要
有许多外生性假设。研究人员应该如何选择？当将外生施加在不可观察的情况下，例如潜在的结果时，我们认为应根据对其允许的不可观察的选择选择外生派的形式。因此，研究人员可以通过研究与该假设一致的不可观念的治疗分布来评估任何外生性假设的合理性。我们使用这种方法来研究两个共同的外生性假设：分位数和平均独立性。我们表明，这两个假设都需要治疗与潜在结果之间的一种非单调关系。我们讨论如何评估这种治疗选择的合理性。我们还展示了如何定义新的和较弱的分位数独立性，该版本允许单调治疗选择。然后，我们展示了选择外生性假设对识别的含义。我们将这些结果应用于经验例证，说明了儿童士兵对工资的影响。
There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of selection on unobservables it allows. Consequently, researchers can assess the plausibility of any exogeneity assumption by studying the distributions of treatment given the unobservables that are consistent with that assumption. We use this approach to study two common exogeneity assumptions: quantile and mean independence. We show that both assumptions require a kind of non-monotonic relationship between treatment and the potential outcomes. We discuss how to assess the plausibility of this kind of treatment selection. We also show how to define a new and weaker version of quantile independence that allows for monotonic treatment selection. We then show the implications of the choice of exogeneity assumption for identification. We apply these results in an empirical illustration of the effect of child soldiering on wages.
