论文标题

使用仪器变量的因果溢出效应

Causal Spillover Effects Using Instrumental Variables

论文作者

Vazquez-Bare, Gonzalo

论文摘要

我建立了一个潜在的结果框架,以使用仪器变量来分析溢出效应。我表征了种群合规类型在某种程度上可以在治疗方法和结果上发生溢出物的环境中,并提供了鉴定合规性类型边际分布的条件。我表明,意图对治疗(ITT)参数汇总了不同合规性类型的多个直接和溢出效应,因此没有与因果解释参数的明确链接。此外,通过第一阶段估算重新缩放ITT参数通常会恢复平均效应的加权组合,而权重总和大于一个。然后,我分析了单方面不符合因果的因果直接和溢出效应的鉴定,并表明在这种情况下2SL可以估计因果效应。我使用有关社会互动和投票行为的实验数据说明了提出的方法。我还引入了一个替代假设,即同龄人类型的独立性,该假设通过限制平均潜在结果中的异质性数量来确定在双面违规情况下感兴趣的参数。

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear link to causally interpretable parameters. Moreover, rescaling ITT parameters by first-stage estimands generally recovers a weighted combination of average effects where the sum of weights is larger than one. I then analyze identification of causal direct and spillover effects under one-sided noncompliance, and show that causal effects can be estimated by 2SLS in this case. I illustrate the proposed methods using data from an experiment on social interactions and voting behavior. I also introduce an alternative assumption, independence of peers' types, that identifies parameters of interest under two-sided noncompliance by restricting the amount of heterogeneity in average potential outcomes.

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