论文标题
仪器差异差异
Instrumented Difference-in-Differences
论文作者
论文摘要
无法衡量的混杂是基于观察性研究的可靠因果推断的关键威胁。从两个强大的自然实验设备，工具变量和差异差异的动机中，我们提出了一种称为仪器差异差异的新方法，这些方法在暴露趋势中明确利用外源随机性，以估算出在未得到混淆的情况下的平均平均和条件平均治疗效果。我们使用潜在结果框架开发识别假设。我们提出了一个WALD估计器和一类多重稳健，有效的半摩力估计器，具有可证明的一致性和渐近正态性。此外，我们将仪器的差异差异扩展到两样本设计，以促进对延迟治疗效果的研究，并提供弱鉴定的量度。我们在模拟和真实数据集中演示了我们的结果。
Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method called instrumented difference-in-differences that explicitly leverages exogenous randomness in an exposure trend to estimate the average and conditional average treatment effect in the presence of unmeasured confounding. We develop the identification assumptions using the potential outcomes framework. We propose a Wald estimator and a class of multiply robust and efficient semiparametric estimators, with provable consistency and asymptotic normality. In addition, we extend the instrumented difference-in-differences to a two-sample design to facilitate investigations of delayed treatment effect and provide a measure of weak identification. We demonstrate our results in simulated and real datasets.
