Endogenous Treatment Effect Estimation with a Large and Mixed Set of Instruments and Control Variables
大量混合工具变量与控制变量下的内生处理效应估计
Abstract Instrumental variables (IVs) and control variables are frequently used to assist researchers in investigating endogenous treatment effects. When used together, their identities are typically assumed to be known. However, in many practical situations, one is faced with a large and mixed set of covariates, some of which can serve as excluded IVs, some can serve as control variables, whereas others should be discarded from the model. It is often not possible to…