Showing 1 - 10 of 1,406
Since the late 90s, Regression Discontinuity (RD) designs have been widely used to estimate Local Average Treatment Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non-differential measurement error, we propose a consistent...
Persistent link: https://www.econbiz.de/10012955015
dependent data and allowing for first-step estimation of the propensity score …
Persistent link: https://www.econbiz.de/10013325071
endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the …
Persistent link: https://www.econbiz.de/10013013571
We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard …
Persistent link: https://www.econbiz.de/10012997421
. We also show that including covariates in the estimation is not only necessary for consistency when the instrumental …
Persistent link: https://www.econbiz.de/10013324857
We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects. The tests allow researchers not only to test for selection on either or both of the treated and untreated outcomes, but also to assess the magnitude of the...
Persistent link: https://www.econbiz.de/10013015009
variable (IV) estimation. We show that tests for treatment effects, selection bias, and treatment effect heterogeneity are …
Persistent link: https://www.econbiz.de/10013154481
This paper compares the economic questions addressed by instrumental variables estimators with those addressed by structural approaches. We discuss Marschak's Maxim: estimators should be selected on the basis of their ability to answer well-posed economic problems with minimal assumptions. A key...
Persistent link: https://www.econbiz.de/10012765078
Estimators that exploit an instrumental variable to correct for misclassification in a binary regressor typically assume that the misclassification rates are invariant across all values of the instrument. We show that this assumption is invalid in routine empirical settings. We derive a new...
Persistent link: https://www.econbiz.de/10012825597
We examine instrumental variables estimation in situations where the instrument is only observed for a sub …
Persistent link: https://www.econbiz.de/10013148348