Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach
存在不可观测异质性的处理效应:集合识别方法AI 解读 ↓
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存在不可观测异质性的处理效应:集合识别方法AI 解读 ↓
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We propose the sharp identifiable bounds of the potential outcome distributions using panel data. We allow for the possibility that statistical randomization of treatment assignments is not achieved until unobserved heterogeneity is properly controlled for. We use certain stationarity assumptions to obtain the sharp bounds. Our approach allows for dynamic treatment decisions, where the current treatment decisions may depend on the past treatments or the past observed outcomes. As an empirical illustration, we study the effect of smoking during pregnancy on infant birthweight. We find that for the group of switchers the infant birthweight of a smoking mother is first-order stochastically dominated by that of a nonsmoking mother.