方法证据记录
Heterogeneous treatment effect Instrumental variables
Heterogeneous treatment effect IV applies instrumental variables estimation while explicitly acknowledging and modelling that the treatment effect differs across units. Rather than recovering a single average effect, it focuses on the Local Average Treatment Effect (LATE) — the causal effect for compliers, the subpopulation whose treatment status is actually shifted by the instrument — and extends analysis to variation in that effect across observed subgroups.
源记录
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Instrumental Variables Estimation with Heterogeneous Treatment Effects
分类方法记录 · regression-model / causal-inference
- Imbens, G. W., & Angrist, J. D. (1994). Identification and Estimation of Local Average Treatment Effects. Econometrica, 62(2), 467-475. · DOI 10.2307/2951620
- Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. · ISBN 978-0691120355
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