2026 年 9 月 24 日 CRETA Seminar - Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators

訊息標題：

2026 年 9 月 24 日 CRETA Seminar - Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators

簡介摘要：

國立臺灣大學計量理論與應用研究中心 (CRETA) ，國立臺灣大學經濟學系及臺灣經濟計量學會 (TES) 將於 2026 年 9 月 24 日舉辦 CRETA Seminar。相關資訊如下：

【 9 月 24 日 CRETA Seminar】

時間：2026 年 9 月 24 日 (週四) 下午 1:30~3:00

地點：國立臺灣大學管理學院二號館 3 樓 302 教室

講者：顏佑銘教授 (國立政治大學國際經營與貿易學系)

演講主題：Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators

 

講題摘要：

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model (PLIVM). Extending sensitivity analysis beyond linear settings, we derive bias decompositions, establish partial identification bounds, and construct OVB-adjusted confidence intervals. We estimate OVB bounds and conduct inference using double machine learning (DML), allowing flexible control for high-dimensional covariates. An application to the U.S. Job Training Partnership Act (JTPA) experiment shows that, at conventional significance levels, first-stage compliance estimates are robust to omitted variables, whereas intention-to-treat and treatment effects are more sensitive. Program impacts are robust and significant for females but fragile for males.

 

備註事項：