方法证据记录
Policy Evaluation Instrumental Variables
Instrumental Variables (IV) estimation for policy evaluation is a quasi-experimental technique that uses an exogenous instrument — a variable that shifts exposure to a policy but is otherwise unrelated to the outcome — to recover the causal effect of a program or intervention from non-experimental data. Popularised in policy research by Angrist, Imbens, and Rubin (1996), it identifies the Local Average Treatment Effect (LATE) among units whose treatment status is changed by the instrument.
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Instrumental Variables Estimation for Policy Evaluation
分类方法记录 · regression-model / causal-inference
- Angrist, J. D., Imbens, G. W., & Rubin, D. B. (1996). Identification of Causal Effects Using Instrumental Variables. Journal of the American Statistical Association, 91(434), 444-455. · DOI 10.1080/01621459.1996.10476902
- Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. · ISBN 978-0691120355
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