Chng trnh Ging dy Kinh t Fulbright Kinh t lng ng dng Bi tp 4

Kinh t lng ng dng

Bi tp 4

Thi gian np: th 2 ngy 18/5/2015

Phn mt. Cu hi l thuyt.

1. Ly mu ngu nhin c coi l tiu chun vng (gold standard) trong hot ng nh gi nhn qu tc ng ca chnh sch.

a. Hy nu mt s l do ng h lp lun ny. b. S dng phng php ny s gp phi nhng kh khn g? Hy gii thch c th.

2. Hai khi nim kh quen thuc trong nghin cu nh gi tc ng l hiu lc ni ti

(internal validity) v hiu lc ngoi lai (external validity). Nu nh ngha hai khi nim ny, gii thch chi tit.

3. Trang 58, chng 4 v phng php PSM, c on vit Mt gi nh th hai l h tr chung hay iu kin trng lp: 0 < P(Ti = 1|Xi) < 1. iu kin ny bo m cho cc quan st can thip c quan st so snh gn k trong phn b im xu hng (Heckman, LaLonde v Smith 1999). c bit, hiu qu ca PSM cng ph thuc vo vic c c mt s lng ln v tng i ngang bng cc quan st trn i tng tham gia v khng tham gia xc nh vng h tr chung ng k. tnh ton TOT, gi nh ny c th c gim nh thnh P (Ti = 1|Xi) < 1.

Hy gii thch khi no th PSM cho php tnh ATE, khi no th tnh TOT, ti sao? tr li cu hi ny hc vin nn tham kho thm cu 3, chng 3 (phng php mu ngu nhin).

4. Hy tm c mt bi bo cng b trn mt tp ch ni tingi v tm tt cch thc tc gi s dng phng php PSM phn tch tc ng v khuyn ngh chnh sch. Cu tr li khng gii hn di.

Phn hai. Bi thc hnh. Bn mun nghin cu tc ng ca chng trnh h tr nghin cu v pht trin (R&D) ln mc u t R&D ca doanh nghip. Gi s phng trnh hi quy c tnh tc ng ca chnh sch nh sau: log() = + + 1 + 2 + 3 + Trong bin ph thuc l hm lng RD (RD intensity), o bng chi u t RD/doanh thu bn hnh; Subsidy l bin chnh sch, th hin doanh nghip c nhn c h tr hay khng; Age l s nm hot ng ca doanh nghip; Board l s thnh vin ca hi ng qun tr; DAsset l thay i ti sn trong nm hot ng trc, n v $1000; Cu hi: 1.

L Vit Ph 1

Chng trnh Ging dy Kinh t Fulbright Kinh t lng ng dng Bi tp 4

a. Gi nh l chng trnh h tr c thc hin ngu nhin, c tnh tc ng n hm lng RD.

b. C bng chng no ng h hay bc b vic thc hin chng trnh h tr l ngu nhin khng?

2.

a. S dng hm hi quy tuyn tnh c lng tc ng ca chng trnh h tr. Di iu kin no th tc ng l tc ng tham gia chng trnh (ATE)?

b. Gi nh rng chng trnh h tr c thc hin ngu nhin da trn cc bin quan st c. C nhng nguyn nhn g c th gy ra vn hm c lng b chch (misspecification bias) trong phn 2a?

c. c lng tc ng ca chng trnh h tr s dng hm hi quy bc cao (bc 2, 3, c bin tng tc) thay v bc nht.

3. Phng php PSM

a. Chy hi quy logit c lng xc sut nhn h tr (im xu hng). b. Chia mu thnh 10 phn bng nhau da vo im xu hng. Trong mi phn, s dng

kim nh Student kim tra s khc bit gia nhm can thip v nhm kim sot. Gii thch kt qu v trnh by nhng bc tip sau bn s lm tnh c tc ng ca chng trnh h tr. Hc vin ch gii thch, khng cn thc hin tnh ra kt qu cui cng.

4.

a. S dng chng trnh pscore ca STATA c lng tc ng ca chng trnh. S dng c 4 la chn (attnd, atts, attr, attk). Gii thch kt qu ng vi mi phng php.

b. Gii thch ti sao c lng ca nhng phng php trn li khc nhau. 5.

So snh ngn gn s khc bit gia hai phng php nh gi hc (mu ngu nhin v PSM), nhng im li v hi ca mi phng php.

Lu : i vi bi thc hnh, hc vin cn cung cp tham s c lng di dng bng (tham kho bng biu ca mt s tp ch), khng gi raw program output (bng in u ra ca STATA). Hc vin cn gi STATA dofile v program log gip tr ging kim tra v chm im.

i Ni ting mang ngha tng i. C rt nhiu tiu ch nh gi, tuy nhin i vi nhng ngi nghin cu, mc nh hng ca mt tp ch v mt bi nghin cu thng tng quan vi (1) s lng trch dn (citations), (2) impact factor ca tp ch , (3) tn tui ca tc gi v ni lm vic.

L Vit Ph 2