隨機控制實驗了解接受遠端祈禱心臟病病人的治療效果

隨機控制實驗了解接受遠端祈禱心臟病病人的治療效果第1頁/共48頁TherelationofinterestMostquestionsareaboutcasualandeffectExampleSmallerclassesarebetterforthelearningofthestudentsLowercopaymentencouragesthehealthutilizations第2頁/共48頁CoefficientEquationsSlopey-interceptPredictionEquation第3頁/共48頁Theestimatesofregressionshowstheextentof“correlation”,butweareinterestedtoknow“causation”Keyissueinempiricalanalysisisseparatingcausationfromcorrelation.Correlatedmeansthattwoeconomicvariablesmovetogether.Casualmeansthatoneofthevariablesiscausingthemovementintheother.第4頁/共48頁THEIMPORTANTDISTINCTIONBETWEENCORRELATIONANDCAUSATIONTherearemanyexampleswherecausationandcorrelationgetconfused.Itiscriticalforgovernmentpolicytounderstandthedifference;otherwisepolicymaynothavetheintendedimpact.第5頁/共48頁THEIMPORTANTDISTINCTIONBETWEENCORRELATIONANDCAUSATIONOneexampleconcernsSATpreparationcourses.In1988,HarvardintervieweditsfreshmenandfoundthosewhotookSAT“coaching”coursesscored63pointslowerthanthosewhodidnot.OnedeanconcludedthattheSATcourseswereunhelpfuland“thecoachingindustryisplayingonparentalanxiety.”第6頁/共48頁TheProblemInbothexamples,thereisacommonproblem:anattempttointerpretacorrelationasacausalrelationship,withoutsufficientthoughttotheunderlyingdatageneratingprocess.ForanycorrelationbetweentwovariablesAandB,therearethreepossibleexplanationsforacorrelation:AiscausingB.BiscausingA.Someotherfactoriscausingboth.第7頁/共48頁TheProblemIntheHarvardSATexample,thepossibilitiescouldbe:SATprepcoursesworsenpreparationfortheSATs.Thosewithpoorertesttakingabilitytakeprepcoursestotrytocatchup.Thosewhoaregenerallynervousbothliketotakeprepcoursesanddotheworstonstandardizedexams.Harvarddeanthoughtthefirstpossibilitywascorrect.第8頁/共48頁TheProblemAlthoughthepeasantsortheHarvarddeancouldactuallybecorrect,oddsaretheyaremisinterpretingtheunderlyingprocessatwork.Forpolicypurposes,whatwecareaboutiscausation.Knowingthattwofactorsarecorrelatedgivesyounopredictivepower.第9頁/共48頁TheProblemofBiasInthiscase,theassignmentoftheinterventionwasnotrandom.Thismeansthetreatmentandcontrolgroupsarenotidentical.Non-randomassignment,inturn,couldcausebias.第10頁/共48頁TheProblemofBiasBiasrepresentsanysourceofdifferencebetweentreatmentandcontrolgroupsthatiscorrelatedwiththetreatment,butnotduetothetreatment.IntheSATexample,theimpactofSATcoursesisbiasedbythefactthatthosewhotaketheprepcoursearelikelytodoworseontheSATforotherreasons.第11頁/共48頁TheProblemofBiasBydefinition,suchdifferencesdonotexistinarandomizedtrial,sincethegroupsarenotdifferentinanyconsistentfashion.Asaresult,randomizedtrialshavenobias,anditisforthisreasontheyarethe“goldstandard”forempiricallyestimatingcausaleffects.第12頁/共48頁TheidealexperimentWhatsortofexperimentcanideallybeusedtocapturethecasualeffect?Goldenstandard:controlledtrialsRandomizesubjectsintothetreatmentandcontrolgroup,thencomparetheiroutcomedifferencebetweencontrolledandtreatmentgroupCommonlyusedtoanswerquestionsinnaturalscience,butdifficulttoimplementtoanswerquestionsinsocialscienceforvariousissues第13頁/共48頁MEASURINGCAUSATIONWITHDATAWE’DLIKETOHAVE:RANDOMIZEDTRIALSWithrandomassignment,theassignmentoftheinterventionisnotdeterminedbyanythingaboutthesubjects.Asaresult,thetreatmentgroupisidenticaltothecontrolgroupineveryfacetbutone:thetreatmentgroupgetstheintervention.第14頁/共48頁ExampleI:doesthepayerwork?Example(Harrisetal.):“隨機控制實驗：瞭解接受遠端祈禱心臟病病人的治療效果“第15頁/共48頁Harrisetel.實驗設(shè)計原則：“隨機,控制,雙盲,事前，同時實驗.“隨機：病人隨機分配到禱告與否控制：有些病人沒有禱告雙盲：病人或醫(yī)師不知道為實驗或?qū)φ战M事前：在治療前隨機分配同時：實驗同時進行第16頁/共48頁Harrisetel.的設(shè)計第17頁/共48頁第18頁/共48頁Harrisetel.的結(jié)論“結(jié)論：遠端禱告有效”第19頁/共48頁TANFandlaborsupplyamongsinglemothersTANFis“TemporaryAssistanceforNeedyFamilies.”Cashwelfareforpoorfamilies,mainlysinglemothers.Forexample,inNewMexico,familyofthreereceives$389permonth.Assumethetwo“goods”inutilitymaximizationproblemareleisureandfoodconsumption.Whatevertimeisnotdevotedtoleisureisspentworkingandearningmoney.第20頁/共48頁RandomizedTrialsintheTANFContextItisbelievedthatanincreasesinlaborsupplywhenTANFbenefitsarecut,butthemagnitudeoftheeffectisunclear.OnecoulddesignarandomizedtrialtolearnabouttheelasticityofemploymentwithrespecttoTANFbenefits.第21頁/共48頁RandomizedTrialsintheTANFContextImaginealargegroup(say,2000)ofsinglemotherswererandomlyassignedtooneoftwogroupswithacoinflip:The“control”groupcontinuestoreceiveaguaranteeof$5,000.The“treatment”groupnowhastheirTANFbenefitcutto$3,000.Followgroupsforaperiodoftime,andmeasuretheworkeffort.第22頁/共48頁RandomizedTrialsintheTANFContextInanexperimentlikethisinCaliforniain1992,theelasticityofemploymentwithrespecttowelfarebenefitswasestimatedtobe-0.67.Thus,a10%decreaseinbenefitsresultedina6.7%increaseinemployment.第23頁/共48頁WhyWeNeedtoGoBeyondRandomizedTrialsRandomizedtrialspresentsomeproblems:Theycanbeexpensive.Theycantakealongtimetocomplete.Theymayraiseethicalissues(especiallyinthecontextofmedicaltreatments).Theinferencesfromthemmaynotgeneralizetothepopulationasawhole.Subjectsmaydropoutoftheexperimentfornon-randomreasons,aproblemknownasattrition.第24頁/共48頁WhyWeNeedtoGoBeyondRandomizedTrialsForthesereasons(especiallythefirstoneaboutrandomizedtrialsbeingexpensive),economistsoftentakedifferentapproachestotrytoassesscausalrelationshipsinempiricalresearch.第25頁/共48頁WhatisyouridentificationstrategyHowcanyouobtainthecasualeffectusingyourobservationaldata?DrawinginferencefromtheobservationaldataneedstobeverycarefulLikelytosufferfromtheselectionbias第26頁/共48頁ExampleI根據(jù)9999泛亞人力銀行調(diào)查顯示，有六成八的大學(xué)應(yīng)屆畢業(yè)生求職處處碰壁，到現(xiàn)在還找不到工作，而這些失業(yè)青年目前生活經(jīng)費的主要來源，有七成以上是在家靠父母親友養(yǎng)，更令人憂心的是，有一成的社會新鮮人是以借貸、舉債過日。9999泛亞人力銀行營運長楊肯誠認為，八月份二技、四技二?？荚嚪虐襻幔糠譃楸讳浫〉母呗?、專科生也將投入就業(yè)市場，預(yù)估九月份的應(yīng)屆畢業(yè)生失業(yè)率更為嚴重，有可能超越去年九月的七成二。該人力銀行昨天在臺北的喜來登酒店舉行記者會，公布八月三日至十四日所進行今年找全職工作的「應(yīng)屆畢業(yè)生就業(yè)狀況」調(diào)查，針對跟人力銀行資料庫符合條件的九萬二千一百五十二名應(yīng)屆畢業(yè)生發(fā)出問卷，有效樣本共一萬九千三百七十八份，回收率百分之廿一，當信心水準為百分之九十五時，誤差值為正負百分之零點八。受訪樣本集中在大專以上學(xué)歷為主，占全體百分之八十七點五。試就上述論點一一評論下列敘述：第27頁/共48頁Doyoubelievethenumber?Beforeyoubelieveintheobservationaldata,youshouldExaminethenumberswithyourpersonalexperiencesExaminethenumberswiththegovernmentdataExaminethenumberswithotherstudiesMorethanhalftimesthesenumbersareincorrect,sobettingondisbelievingthesenumbersisusuallysmarter第28頁/共48頁Whatistheproblem?Providebasicsurveystatistics:sample,responserate,samplesize,confidenceintervalThemajorityofthestudieshavetheresponserateislowerthan70%Forconfidentialquestions,theresponseratecouldbeevenlowerthan30%第29頁/共48頁Wheredoesthebiascomefrom?ThosewhohavefoundthejobisunlikelytorespondtotheemailTherefore,themajorityofthemshouldbetheoneswhocannotfindthejobsIfwedothereweighingthisfactor,thentheunemploymentratewoulddroptolessthan15%第30頁/共48頁Whatisthecorrectestimates第31頁/共48頁ExampleIINHISasksaboutthehealthstatus(1bestand5worst)ofindividualsadmittedandnotadmittedforhospitalsHospitalmakesyousicker!第32頁/共48頁Howtosolvetheproblem?Quasi-randomassignmentInstrumentalvariablemethodPropensityscorematchingmethodRegression第33頁/共48頁Quasi-ExperimentsEconomiststypicallycannotsetuprandomizedtrialsformanypublicpolicydiscussions.Yet,thetime-seriesandcross-sectionalapproachesareoftenunsatisfactory.Quasi-experimentsarechangesintheeconomicenvironmentthatcreateroughlyidenticaltreatmentandcontrolgroupsforstudyingtheeffectofthatenvironmentalchange.Thisallowsresearcherstotakeadvantageofrandomizationcreatedbyexternalforces.第34頁/共48頁Quasi-ExperimentsBasicapproachistoletoutsideforcesdotherandomizationforus.Insomecases,thesituationhappensnaturally.Suppose,forexample,thatArkansascutitsTANFbenefitby20%in1997,andthatwehadalargesampleofsinglemothersinArkansasin1996and1998.Atthesametime,imaginethatLouisiana’sbenefitsremainedunchanged.第35頁/共48頁Quasi-ExperimentsInprinciple,thealterationinthestates’policieshasessentiallyperformedourrandomizationforus.ThewomeninArkansaswhoexperiencedthedecreaseinbenefitsarethetreatmentgroup.ThewomeninLouisianawhosebenefitswereunchangedarethecontrol.Bycomputingthechangeinlaborsupplyacrossthesegroups,andthenexaminingthedifferencebetweentreatment(Arkansas)andcontrol(Louisiana),wecanobtainanestimateoftheimpactofbenefitsonlaborsupplythatisfreefrombias.第36頁/共48頁Quasi-ExperimentsImaginewesimplystudiedsinglemothersinArkansasalone.Arkansashasessentiallyperformedan“experiment”wheresinglemothersin1996arethecontrolgroup,andthosein1998arethetreatmentgroup.Inpractice,thiscomparisonrunsintothecriticismsthatconfrontuswithtimeseriesanalysis.Forexample,thenationaleconomywasgrowingexceptionallyfastduringthisperiod.第37頁/共48頁Quasi-ExperimentsBecauseoftheseconcernsaboutnationaltrends,thequasi-experimentalapproachincludestheextrastepofcomparingthetreatmentgroupforwhomthepolicychangedtoacontrolgroupforwhomitdidnot.SinglemothersinLouisianadidnotexperiencetheTANFcut,yetbenefitfromthegrowthintheeconomy.第38頁/共48頁Quasi-ExperimentsThatis,byexamininghoursofworkinArkansas,weobtain:HOURSAR,1998-HOURSAR,1996Thiscontainsboththetreatmenteffectandthebiasfromtheeconomicboom.Incontrast,byexamininghoursofworkinLouisiana,weobtain:HOURSLA,1998-HOURSLA,1996Thiscontainsonlytheeffectoftheeconomicboom.第39頁/共48頁Quasi-ExperimentsBysubtractingthechangeinhoursofworkinLouisianafromthatinArkansas,wecontrolforthebiascausedbytheeconomicboom.WeobtainacausalestimateoftheeffectofTANFbenefitsonhoursofwork.AnexampleisgiveninTable1,firstfocusingonArkansasalone.第40頁/共48頁Table1UsingQuasi-ExperimentalVariationArkansas19961998DifferenceBenefitGuarantee$5,000$4,000-$1,000HoursofWorkPerYear1,0001,200200CPSdatashowsactualhoursofworkforsinglemothersinArkansas.Atthesametimebenefitswerebeingcut,hoursofworkincreasedforsinglemothersinArkansas.Benefitsfellby$1,000inArkansasduring1997.第41頁/共48頁Quasi-ExperimentsWhilebenefitsfellby20%,hoursofworkincreasedby20%;theimpliedelasticityoflaborsupplywithrespecttobenefitslevelsis-1.Thisislargerthanthe-0.67elasticityestimatefoundintherandomizedtrialinCalifornia.第42頁/共48頁Quasi-ExperimentsThereislikelytobebiasinthis“first-difference,”becausetherewasmajoreconomicgrowthduringthisperiod.Thus,singlemothersinArkansasmayhaveincreasedtheirworkeffortevenifTANFbenefitshadnotfallen.WeexaminesinglemothersintheneighboringstateofLouisiana,inthebottompanelofTable1.第43頁/共48頁Table1UsingQuasi-ExperimentalVariationArkansas19961998DifferenceBenefitGuarantee$5,000$4,000-$1,000HoursofWorkPerYear1,0001,200200Louisiana19961998DifferenceBenefitGuarantee$5,000$5,000$0HoursofWorkPerYear1,0501,10050WecangatherthesamekindofdataforLouisiana.BenefitlevelsdidnotfallinLouisiana.Butlaborsup