寻找阿基米德的“杠杆”——“出生季度”是个弱工具变量吗? 被引量：30

Searching for the Archimedes’ Lever:Is Quarter-of-Birth Really A Weak Instrumental Variable?

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摘要 AK91用出生季度作工具变量估计教育回报率，在引起众多质疑的同时，也推动了微观经济计量学的一个活跃领域——探讨弱工具问题。本文使用2005年中国人口1％抽样调查数据，重新讨论了教育回报率的2SLS估计中，“出生季度”是否为弱工具变量问题：在发达国家，完成高中阶段教育者在队列人口中比例过高，导致出生季度对教育变异的影响很小，因此，出生季度可能是个弱工具变量；在发展中国家，能够进入高中阶段学习者，在队列人口中不到一半，出生季度对教育变异的影响很大，因此，是个强工具变量。重新估计的结果显示，2SLS估计及其改进形式得到的教育系数显著高于OLS估计值。除了“数据质量”，模型误设可能是AK91遭遇弱工具的另一个原因。 Using the 1% population sample survey data newly collected in 2005, this paper answers a theoretical question that attracts labor economists and micro-econometricians： is quarter-of-birth really a weak instrumental variable？ In developed countries where very few individuals do not finish high school, the effect of quarter-of-birth on the variation of education is very small. Thus, the problem of quarter-of-birth being a weak instrument appears. However, in developing countries, more than half of the population do not enter high school. As a result, quarter-of-birth does significantly affect the variation in educational attainments and serves as a strong instrumental variable.

作者吴要武

机构地区中国社会科学院人口与劳动经济研究所

出处《经济学（季刊）》 2010年第1期661-686,共26页 China Economic Quarterly

基金中国社会科学院重点课题《中国城镇非正规就业问题》的资助

关键词工具变量弱工具教育收益率 Instrumental Variable, Weak Instruments, Return to Education

分类号 G40 [文化科学—教育学原理]

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