Logic，Imagination and Interpretation: The application of instrumental variables for causal inference in the social sciences

工具变量( instrumental variable) 是社会科学定量分析中解决内生性问题的重要手段,是基于调查数据进行因果推断的前沿方法。本文在简要介绍工具变量的定义、原理及估算方法的基础上,对实证分析中较为常见的五类工具变量进行回顾梳理,为今后研究寻找工具变量提供了参考。同时,对工具变量估计量的权重性特征进行了阐述,并结合实例展示了使用工具变量进行因果推断的基本步骤和要点。最后,就工具变量方法的潜力和局限性进行了剖析。

Instrumental variable (IV) method is one of the most important strategies dealing with the endogeneity problem in quantitative analysis to conduct causal inference．This paper introduces the concept，principle and model of IV，and reviews five types of IVs used in previous studies．It also illustrates the Local Average Treatment Effect which is of importance to interpret the IV estimates．An empirical analysis is employed as a template to demonstrate how to conduct an IV analysis．Finally，the criticism of IV method is also discussed．

陈云松

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