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两个选择问题,一个偏误项:实验报名是伪装的处理选择

Two Selection Problems, One Bias Term: Experimental Sign-Up Is Treatment Choice in Disguise
NBER Working Papers · 2026 · John A. List

中文摘要

假设一份审稿报告中包含这样一句话:“处理分配是自愿的,尽管作者在结论中承认这是一个局限。”编辑会直接拒稿。现在将“处理分配”替换为“进入实验样本”,该句子描述的便是大多数已发表实验的常态。本研究表明,这两种偏误是相同的数学对象。非随机样本进入产生的偏误正是经典选择分解中的依收益排序项。有趣的是,两者均容许同构的Roy微观基础与逆Mills比率特征刻画。简单的校准揭示,对于典型实验,观察到的偏误可能很大。解决该偏误的一种方法是进行自然实地实验(NFE)。当无法进行NFE时,本文提供了三种替代的报告做法。

Abstract

Consider a referee report containing the sentence: “Assignment to treatment was voluntary, though the authors acknowledge this as a limitation in the conclusion.” The Editor would summarily reject. Now replace “assignment to treatment” with “entry into the experimental sample,” and the sentence describes the modal published experiment. This study shows that both biases are the same mathematical object. The bias from non-random sample entry is the sorting-on-gains term from the classic selection decomposition. Interestingly, they both admit an isomorphic Roy micro-foundation and inverse-Mills characterization. A simple calibration reveals that for the typical experiment, the observed bias can be large. One solution to this bias is to conduct a natural field experiment (NFE). When an NFE is not possible, three alternative reporting practices are offered.
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