Сравнение на методи
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| Инструментални променливи чрез двуетапни най-малки квадрати (IV/2SLS)× | Локален среден ефект от третиране (LATE / CACE)× | |
|---|---|---|
| Област | Причинно-следствено заключение | Причинно-следствено заключение |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 2009 | 1994 |
| Създател≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Imbens & Angrist (1994); Angrist, Imbens & Rubin (1996) |
| Тип≠ | Instrumental-variables regression | Instrumental-variable causal estimand |
| Основополагащ източник≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Imbens, G. W., & Angrist, J. D. (1994). Identification and Estimation of Local Average Treatment Effects. Econometrica, 62(2), 467-475. DOI ↗ |
| Други названия≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | LATE, CACE, complier average causal effect, Yerel Ortalama Tedavi Etkisi (LATE / CACE) |
| Свързани | 5 | 5 |
| Резюме≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | The Local Average Treatment Effect is an instrumental-variable estimand, introduced by Imbens and Angrist (1994) and formalised with Rubin (1996), that recovers the average treatment effect for the subpopulation of compliers — units whose treatment status is actually moved by the instrument. It is closely tied to compliance analysis. |
| ScholarGateНабор от данни ↗ |
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