论文标题
当对照是内源性时，评估省略的可变偏差
Assessing Omitted Variable Bias when the Controls are Endogenous
论文作者
论文摘要
省略的变量是识别因果影响的最重要威胁之一。几种广泛使用的方法通过比较可观察结果的选择度量与对无法观察到的选择的测量方法来评估省略变量对经验结论的影响。但是，最近的文献讨论了这些现有方法的各种局限性。这包括我们的同伴论文，该论文解释了当省略变量是内源性时出现的问题，这意味着它们与随附的控件相关。在本文中，我们开发了一种避免这些局限性的新方法来避免这些局限性，同时仍然可以通过将可观测值选择的幅度与以前方法中的不可观察到的选择大小进行比较，从而校准灵敏度参数。我们在对美国历史前沿生活对现代文化信仰的影响的实证研究中说明了结果。最后，我们将这些方法在伴侣Stata模块中实现，以便在实践中易于使用。
Omitted variables are one of the most important threats to the identification of causal effects. Several widely used methods assess the impact of omitted variables on empirical conclusions by comparing measures of selection on observables with measures of selection on unobservables. The recent literature has discussed various limitations of these existing methods, however. This includes a companion paper of ours which explains issues that arise when the omitted variables are endogenous, meaning that they are correlated with the included controls. In the present paper, we develop a new approach to sensitivity analysis that avoids those limitations, while still allowing researchers to calibrate sensitivity parameters by comparing the magnitude of selection on observables with the magnitude of selection on unobservables as in previous methods. We illustrate our results in an empirical study of the effect of historical American frontier life on modern cultural beliefs. Finally, we implement these methods in the companion Stata module regsensitivity for easy use in practice.
