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那种工具糟透了!在物质使用研究中使用工具变量估计时寻求一致性。

That instrument is lousy! In search of agreement when using instrumental variables estimation in substance use research.

机构信息

Health Economics Research Group, Department of Sociology, University of Miami, Coral Gables, FL, USA.

出版信息

Health Econ. 2011 Feb;20(2):127-46. doi: 10.1002/hec.1572.

DOI:10.1002/hec.1572
PMID:20029936
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC2888657/
Abstract

The primary statistical challenge that must be addressed when using cross-sectional data to estimate the consequences of consuming addictive substances is the likely endogeneity of substance use. While economists are in agreement on the need to consider potential endogeneity bias and the value of instrumental variables estimation, the selection of credible instruments is a topic of heated debate in the field. Rather than attempt to resolve this debate, our paper highlights the diversity of judgments about what constitutes appropriate instruments for substance use based on a comprehensive review of the economics literature since 1990. We then offer recommendations related to the selection of reliable instruments in future studies.

摘要

在使用横断面数据来估计使用成瘾物质的后果时,必须解决的主要统计挑战是物质使用的可能内生性。虽然经济学家一致认为需要考虑潜在的内生性偏差和工具变量估计的价值,但在该领域,可信工具的选择是一个激烈争论的话题。我们的论文不是试图解决这场争论,而是通过全面回顾 1990 年以来的经济学文献,突出了基于什么构成适当的物质使用工具的判断多样性。然后,我们就未来研究中选择可靠工具提出了建议。

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