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instrument) in multiple periods based on inverse probability weighting. Treatment selection and attrition may depend on both … endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate … we find that controlling for attrition considerably affects the effect estimates. …
Persistent link: https://www.econbiz.de/10010249397
endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the … treatment and a continuous instrument for non-response/attrition, we identify the average treatment effect on compliers as well … as the total population and suggest non- and semiparametric estimators. We apply the latter to a randomized experiment at …
Persistent link: https://www.econbiz.de/10013013571
This paper analyzes estimators based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile treatment effects (LQTE) framework (Abadie et al., 2002). I show that the quantile treatment effect (QTE) estimators in the IVQR...
Persistent link: https://www.econbiz.de/10010437770
instrument) in multiple periods based on inverse probability weighting. Treatment selection and attrition may depend on both … endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate … we find that controlling for attrition considerably affects the effect estimates …
Persistent link: https://www.econbiz.de/10013057921
This chapter reviews instrumental variable models of quantile treatment effects. We focus on models that achieve identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control variables as well as the estimands in detail and...
Persistent link: https://www.econbiz.de/10011442004
Persistent link: https://www.econbiz.de/10010242778
In heterogeneous treatment effect models with endogeneity, identification of the LATE typically relies on the … availability of an exogenous instrument monotonically related to treatment participation. We demonstrate that a strictly weaker … instrument …
Persistent link: https://www.econbiz.de/10012963091
proxy of an unobserved imperfect instrument. I show that the potential outcomes distributions are partially identified for …
Persistent link: https://www.econbiz.de/10012870559
are proposed: regression, propensity score and weighting estimators. Root n consistency, asymptotic normality and … attainment of the semiparametric efficiency bound are shown for our weighting estimator, which is extremely simple to implement … variable is itself confounded but also for efficiency when the instrument is valid unconditionally. Monte Carlo simulations and …
Persistent link: https://www.econbiz.de/10013324857
bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume that … the correlation between the imperfect instrument and the unobserved latent variables has the same sign as the correlation … the imperfect instrument is less endogenous than the treatment variable can help tighten the bounds. We also use the …
Persistent link: https://www.econbiz.de/10014092605