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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
Persistent link: https://www.econbiz.de/10011409080
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
the sharp identified set for the local average treatment effect under the exclusion restriction of an instrument and the … deterministic monotonicity of the true treatment in the instrument. Even allowing for general measurement error (e.g., the …
Persistent link: https://www.econbiz.de/10011994692
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
Persistent link: https://www.econbiz.de/10010242778
This paper discusses the nonparametric identification of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...
Persistent link: https://www.econbiz.de/10010379279
This paper discusses the nonparametric identi.cation of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...
Persistent link: https://www.econbiz.de/10010382130
causal model. This ‘no randomisation bias’ assumption is generally untestable but if violated would undermine the causal …
Persistent link: https://www.econbiz.de/10011580011