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作者(中文):羅登禹
作者(外文):Lo, Teng-Yu
論文名稱(中文):多條件變量的間斷回歸估計方法
論文名稱(外文):Estimating Treatment Effects in Regression Discontinuity Designs with Multiple Assignment Variables
指導教授(中文):管中閔
冼芻蕘
指導教授(外文):Kuan, Chung-Ming
Sin, Chor-Yiu
口試委員(中文):許育進
盧姝璇
楊子霆
口試委員(外文):Hsu, Yu-Chin
Lu, Shu-Shiuan
Yang, Tzu-Ting
學位類別:碩士
校院名稱:國立清華大學
系所名稱:經濟學系
學號:104072901
出版年(民國):106
畢業學年度:105
語文別:英文
論文頁數:70
中文關鍵詞:平均效果多條件變量無母數估計分位數效果間斷回歸
外文關鍵詞:Average treatment effectMultiple assignment variablesNonparametric estimationQuantile treatment effectRegression discontinuity design
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社會科學領域中,單條件變量的間斷回歸估計方法已被廣泛運用。由單條件變量決定的機制確實廣泛,但許多實證研究更顯示了多條件變量設計的普遍性。再者,文獻在過去著重平均政策效果的估計,而忽略了估計分位數效果可提供的政策資訊。本文針對多條件變量的間斷回歸,提出新的估計方法。此無母數方法可運用於平均效果與分位數效果的估計。根據蒙地卡羅模擬分析,過去方法的表現皆嚴重受到交乘項的納入與條件變量的波動影響。本文提出的估計方法對於所有模擬情況都表現穩定,且其估計結果亦較現有的方法準確。
The estimation methods of regression discontinuity (RD) designs with a single assignment variable have recently been acknowledged to have a wide range of applications in social science. While treatment assignment is often determined by one threshold value, many empirical studies have shown the pervasiveness of RD designs with more than one assignment variable. Moreover, the literature has focused on the average treatment effect and overlooked the interesting perspectives provided by treatment effects at different quantiles of the outcome distribution. In this paper, we propose new approaches for RD designs with multiple assignment variables. The approaches allow nonparametric estimation and could be applied to estimating average treatment effects and quantile treatment effects. Based on our Monte Carlo simulation study, we suggest that the performance of the existing approaches is sensitive to the interaction terms in data generating processes as well as large variations in assignment variables. Our new approaches produce robust and more accurate estimates compared to the existing approaches with respect to all scenarios.
1 Introduction (page 2~5)
2 Literature Review (page 6~23)
2.1 ATE with One Assignment Variable (page 7~12)
2.2 QTE with One Assignment Variable (page 12~14)
2.3 RD Designs with Multiple Assignment Variables (page 14~23)
3 The Proposed Two-Dimensional Approaches (page 24~29)
3.1 The Intersection Approach (page 24~27)
3.2 The Average Approach (page 27~29)
4 Simulation Designs and Results (page 29~37)
4.1 Simulation Results of ATE (page 31~35)
4.2 Simulation Results of QTE (page 35~37)
5 Concluding Remarks (page 37~38)
References (page 38~42)
Appendix (page 43~70)
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