Porównaj metody
Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.
| Lokalny Średni Efekt Oddziaływania (LATE / CACE)× | Zmienne instrumentalne za pomocą dwuetapowych najmniejszych kwadratów (IV/2SLS)× | |
|---|---|---|
| Dziedzina | Wnioskowanie przyczynowe | Wnioskowanie przyczynowe |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1994 | 2009 |
| Twórca≠ | Imbens & Angrist (1994); Angrist, Imbens & Rubin (1996) | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) |
| Typ≠ | Instrumental-variable causal estimand | Instrumental-variables regression |
| Źródło pierwotne≠ | Imbens, G. W., & Angrist, J. D. (1994). Identification and Estimation of Local Average Treatment Effects. Econometrica, 62(2), 467-475. DOI ↗ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Inne nazwy≠ | LATE, CACE, complier average causal effect, Yerel Ortalama Tedavi Etkisi (LATE / CACE) | instrumental variables, IV estimation, 2SLS, instrumental variable regression |
| Pokrewne | 5 | 5 |
| Podsumowanie≠ | 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. | 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). |
| ScholarGateZbiór danych ↗ |
|
|