工具变量在同伴效应模型中的应用
The Use of Instrumental Variables in Peer Effects Models.
作者信息
von Hinke Stephanie, Leckie George, Nicoletti Cheti
机构信息
Department of Economics University of Bristol 8 Woodland Road Bristol BS8 1TN UK.
Erasmus School of Economics Erasmus University Rotterdam Rotterdam The Netherlands.
出版信息
Oxf Bull Econ Stat. 2019 Oct;81(5):1179-1191. doi: 10.1111/obes.12299. Epub 2019 Feb 4.
Abstract
Instrumental variables are often used to identify peer effects. This paper shows that instrumenting the 'peer average outcome' with 'peer average characteristics' requires the researcher to include the instrument at the individual level as an explanatory variable. We highlight the bias that occurs when failing to do this.
摘要
工具变量常被用于识别同伴效应。本文表明，用“同伴平均特征”对“同伴平均结果”进行工具变量分析时，要求研究者在个体层面将该工具变量作为一个解释变量纳入。我们强调了不这样做时会出现的偏差。
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本文引用的文献
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Having the wrong friends? Peer effects in adolescent substance use.
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