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Heterogeneous treatment effects: instrumental variables without monotonicity?
[Zeitschriftenartikel]
Abstract "Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify a local average treatment effect parameter using instrumental variables. More recently, suggested estimation of a variety of treatment effect parameters using a local version of their approach. We inve... mehr
"Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify a local average treatment effect parameter using instrumental variables. More recently, suggested estimation of a variety of treatment effect parameters using a local version of their approach. We investigate the sensitivity of respective estimates to random departures from monotonicity. Approximations to respective bias terms are derived. In an empirical application the bias is calculated and bias corrected estimates are obtained. The accuracy of the approximation is investigated in a Monte Carlo study." [author's abstract]... weniger
Klassifikation
Erhebungstechniken und Analysetechniken der Sozialwissenschaften
Freie Schlagwörter
Program evaluation; Heterogeneity; Identification; Dummy endogenous variable; Selection on unobservables; Instrumental variables; Monotonicity; Nonseparable index selection model
Sprache Dokument
Englisch
Publikationsjahr
2009
Seitenangabe
S. 99-116
Zeitschriftentitel
Journal of Econometrics, 155 (2009) 2
DOI
https://doi.org/10.1016/j.jeconom.2009.08.006
Status
Postprint; begutachtet (peer reviewed)
Lizenz
PEER Licence Agreement (applicable only to documents from PEER project)