Unobserved Heterogeneity and Identification of Causal Effects Using Mixture Models
摘要
We explore the opportunity of identifying potential sources of latent heterogeneity by employing a finite mixture regression model aimed at evaluating the causal effect of a treatment. Within each latent class of heterogeneity, the model describes the relationship between the outcome and the treatment, controlling for a set of covariates, and manages the endogeneity of the treatment. The proposed methodology can be applied to data of arbitrary nature, also allowing for the identification of possible heterogeneous effects.