請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/56639
完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 王泓仁(Hung-Jen Wang) | |
dc.contributor.author | Sin-Yao Chao | en |
dc.contributor.author | 趙新曜 | zh_TW |
dc.date.accessioned | 2021-06-16T05:39:21Z | - |
dc.date.available | 2020-08-25 | |
dc.date.copyright | 2020-08-25 | |
dc.date.issued | 2020 | |
dc.date.submitted | 2020-07-28 | |
dc.identifier.citation | [1] Aigner, D., C. Lovell, and P. Schmidt (1977). “Formulation and Estimation of Stochastic Frontier Production Function Models,” Journal of Econometrics 6, p21–37. [2] Ashenfelter, O. (1978). “Estimating the Effect of Training Programs on Earnings,” Review of Economics and Statistics 60, p47–57. [3] Abadie, A., and Imbens, G. (2002). “Simple and Bias-Corrected Matching Estimators for Average Treatment Effects,” NBER working paper, No. 283. [4] Abadie, A., and Imbens, G. (2011). “Bias-Corrected Matching Estimators for Average Treatment Effects,” Journal of Business and Economic Statistics 29, p1–11. [5] Berger, A., and Humphrey, D. (1991). “The Dominance of Inefficiencies over Scale and Product Mix Economies in Banking,” Journal of Monetary Economics 28, p117–48. [6] Crespo-Cebada, E., F. Pedraja-Chaparro and D. Santin (2014). “Does School Ownership Matter? An Unbiased Efficiency Comparison for Regions of Spain,” Journal of Productivity Analysis 41, p153–172. [7] Chen, Y.-T., Y.-C. Hsu and H.-J. Wang (2020). “A Stochastic Frontier Model with Endogenous Treatment Status and Mediator,” Journal of Business and Economic Statistics 38, p243–256. [8] Greene, W. (2008). “The Econometric Approach to Efficiency Analysis,” The Measurement of Productive Efficiency and Productivity Growth 1, p91–250. [9] Hahn, J. (1998). “On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects,” Econometrica 66(2), p315–331. [10] Hirano, K., and Imbens, G. (2002). “Estimation of Causal Effects using Propensity Score Weighting: An Application to Data on Right Heart Catheterization,” Health Services and Outcomes Research Methodology 2, p259–278. [11] Hirano, K., G. Imbens, and G. Ridder (2003). “Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,” Econometrica 71, p1161–89. [12] Imbens, G. (2004). “Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review,” Review of Economics and Statistics 86, p4–29. [13] Kumbhakar S., H.-J. Wang and A. Horncastle (2015). “A Practitioner's Guide to Stochastic Frontier Analysis using Stata,” Cambridge, UK. [14] Lechner, M. (2001). “Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence Assumption,” Econometric Evaluation of Labour Market Policies, p43–58. [15] Mayen C., J. Balagtas and C. Alexander (2010). “Technology Adoption and Technical Efficiency: Organic and Conventional Dairy Farms in the United States,” American Journal of Agricultural Economics 92, p181–195. [16] Rubin, D. (1974). “Estimating Causal Effects of Treatments in Randomized and nonrandomized Studies,” Journal of Educational Psychology 66, p688–701. [17] Rosenbaum, P., and Rubin, D. (1983). “The Central Role of the Propensity Score in Observational Studies for Causal Effects,” Biometrika 70, p41–55. [18] Tiedemann, T., and Latacz-Lohmann, U. (2015). “Production Risk and Technical Efficiency in Organic and Conventional Agriculture - The Case of Arable Farms in Germany,” Journal of Agricultural Economics 64, p73–96. [19] Wager, S., and Athey, S. (2018). “Estimation and Inference of Heterogeneous Treatment Effects using Random Forests,” Journal of the American Statistical Association 113, p1228–42. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/56639 | - |
dc.description.abstract | 為了設計適當的政策進而提高生產率,部分決策者會將目標放在提升生產技術上;然而可能有些人會希望改善生產的效率。在本文中,我們提出了一個新的隨機邊界模型(stochastic frontier model)來衡量條件獨立(unconfounded)下的處理效果(treatment effect),藉此進一步評估政策的成效。在條件獨立的假設下,我們透過機率倒數加權法(inverse probability weighting)得到對應參數的認定結果(identification)。因此我們能利用加權非線性最小平方法(weighted nonlinear least square)來估計政策對於生產前沿和效率水準的影響。我們分別以非參數化及參數化兩種方式來估計作為權重的傾向分數(propensity score),也相對應地推導出了參數估計式的漸進常態分佈。我們進行蒙地卡羅模擬來評估模型的表現,結果顯示當樣本數足夠大時,會得到較小的估計誤差。 | zh_TW |
dc.description.abstract | To design an appropriate policy for productivity enhancement, some policy makers aim at production technological progress, while the others may focus on how to improve efficiency during the process. In this paper, we propose a new stochastic frontier model with unconfounded treatment to further evaluate the policy effect. Under unconfoundedness assumption of treatment assignment, we obtain identification of parameters by inverse probability weighting. Therefore, we could estimate average treatment effect on production frontier and inefficiency level through weighted nonlinear least square method. In addition to non-parametric propensity score, we also estimate propensity score parametrically for weighting. Accordingly, we derive asymptotic normality for the estimator of parameters respectively. To evaluate our model, we conduct Monte Carlo simulations and show that bias of estimation is small if sample size is large enough. | en |
dc.description.provenance | Made available in DSpace on 2021-06-16T05:39:21Z (GMT). No. of bitstreams: 1 U0001-2407202017463100.pdf: 2064022 bytes, checksum: 318d13cede72df3cdb4394d13e07568f (MD5) Previous issue date: 2020 | en |
dc.description.tableofcontents | 1 Introduction 1 2 Model 4 3 Identification 6 4 Asymptotics 8 4.1 Non-parametric propensity score ... 8 4.2 Parametric propensity score ... 11 5 Simulation 13 6 Conclusion 16 References 23 A Proofs of Theorems 25 A.1 Proof of Theorem 4.1 ... 25 A.2 Proof of Theorem 4.2 ... 27 | |
dc.language.iso | en | |
dc.title | 條件獨立下的隨機邊界處理效果模型 | zh_TW |
dc.title | A Stochastic Frontier Model with Unconfounded Treatment Assignment | en |
dc.type | Thesis | |
dc.date.schoolyear | 108-2 | |
dc.description.degree | 碩士 | |
dc.contributor.coadvisor | 許育進(Yu-Chin Hsu) | |
dc.contributor.oralexamcommittee | 陳宜廷(Yi-Ting Chen) | |
dc.subject.keyword | 隨機邊界模型,處理效果, | zh_TW |
dc.subject.keyword | Stochastic frontier model,Treatment effect, | en |
dc.relation.page | 28 | |
dc.identifier.doi | 10.6342/NTU202001838 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2020-07-28 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
文件中的檔案:
檔案 | 大小 | 格式 | |
---|---|---|---|
U0001-2407202017463100.pdf 目前未授權公開取用 | 2.02 MB | Adobe PDF |
系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。