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厦门大学 方颖教授: Testing Conditional Unconfoundedness Using Auxiliary Variables

光华讲坛——社会名流与企业家论坛第5306期

主题:Testing Conditional Unconfoundedness Using Auxiliary Variables

主讲人:厦门大学 方颖教授

主持人:统计学院 林华珍教授

时间:2019年4月26日(星期五)上午10:00-11:00

地点:西南财经大学柳林校区弘远楼408会议室

主办单位:统计研究中心 统计学院 科研处

主讲人简介:

方颖:美国匹兹堡大学经济学博士,厦门大学王亚南经济研究院和经济学院教授、博导,教育部“长江学者”特聘教授,厦门大学研究生院常务副院长。

主要内容:

In this paper, we propose an alternative test procedure for testing the conditional independence assumption which is an important identification condition commonly imposed in the literature of program analysis and policy evaluation. We transform the conditional independence test to a nonparametric conditional moment test using an auxiliary variable which is independent of the treatment assignment variable conditional on potential outcomes and observable covariates. The proposed test statistic is shown to have a limiting normal distribution under null hypotheses of conditional independence. Furthermore, the suggested method is shown to be valid under time series framework and thus the corresponding test statistic and its limiting distribution are also established. Monte Carlo simulations are conducted to examine the finite sample performances of the proposed test statistics. Finally, the proposed test method is applied to test the conditional independence in real examples: the 401(k) participation program and return to college education.