论文标题
右审查持续时间结果的非参数仪器回归
Nonparametric instrumental regression with right censored duration outcomes
论文作者
论文摘要
本文分析了离散治疗z对持续时间T的影响。该处理未随机分配。使用离散的仪器变量来处理混杂问题，该变量解释了处理，并且独立于模型的误差项。我们的框架是非参数，允许随机的权利审查。该规范会产生非线性逆问题，平均治疗效果来自其解决方案。我们提供依赖非线性方程系统的本地和全球识别属性。我们提出了一个估计程序，以解决该系统，并得出估计量渐近正常的收敛速度和条件。当检查识别失败时，我们会开发部分识别结果。我们的估计器在模拟中表现出良好的有限样品特性。我们还将方法论应用于伊利诺伊州的重新就业奖金实验。
This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental variable explaining the treatment and independent of the error term of the model. Our framework is nonparametric and allows for random right censoring. This specification generates a nonlinear inverse problem and the average treatment effect is derived from its solution. We provide local and global identification properties that rely on a nonlinear system of equations. We propose an estimation procedure to solve this system and derive rates of convergence and conditions under which the estimator is asymptotically normal. When censoring makes identification fail, we develop partial identification results. Our estimators exhibit good finite sample properties in simulations. We also apply our methodology to the Illinois Reemployment Bonus Experiment.
