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Treatment effect heterogeneity in theory and practice Author info | Abstract | Publisher info | Download info | Related research | Statistics Joshua D. Angrist
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Instrumental Variables (IV) methods identify internally valid causal effects for individuals whose treatment status is manipulable by the instrument at hand. Inference for other populations requires homogeneity assumptions. This paper outlines a theoretical framework that nests causal homogeneity assumptions. These ideas are illustrated using sibling-sex composition to estimate the effect of childbearing on economic and marital outcomes. The application is motivated by American welfare reform. The empirical results generally support the notion of reduced labour supply and increased poverty as a consequence of childbearing but evidence on the impact of childbearing on marital stability and welfare use is more tenuous. Copyright 2004 Royal Economic Society.
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Article provided by Royal Economic Society in its journal The Economic Journal .
Volume (Year): 114 (2004)
Issue (Month): 494 (03)
Pages: C52-C83
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Handle: RePEc:ecj:econjl:v:114:y:2004:i:494:p:c52-c83Contact details of provider: Web page: http://www.res.org.uk/ More information through EDIRC
Order Information: Web: http://www.blackwellpublishers.co.uk/asp/journal.asp?ref=0013-0133
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Keywords: Other versions of this item:
Paper Joshua Angrist, 2004.
"Treatment Effect Heterogeneity in Theory and Practice ,"
Econometric Society 2004 North American Winter Meetings
186, Econometric Society.
Angrist, Joshua D., 2003.
"Treatment Effect Heterogeneity in Theory and Practice ,"
IZA Discussion Papers
851, Institute for the Study of Labor (IZA).
[Downloadable!] Joshua D. Angrist, 2003.
"Treatment Effect Heterogeneity in Theory and Practice ,"
NBER Working Papers
9708, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Abadie A., 2002.
"Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models ,"
Journal of the American Statistical Association ,
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Joshua D. Angrist, 1991.
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NBER Technical Working Papers
0115, National Bureau of Economic Research, Inc.
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Heckman, J J & Tobias, Justin & Vytlacil, Ed, 2004.
"Four Parameters of Interest in the Evaluation of Social Programs ,"
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12022, Iowa State University, Department of Economics.
Other versions: Wooldridge, Jeffrey M., 2003.
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Heckman, James J, 1990.
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Other versions:
Markus Froelich, 2002.
"Nonparametric IV estimation of local average treatment effects with covariates ,"
University of St. Gallen Department of Economics working paper series 2002
2002-19, Department of Economics, University of St. Gallen.
[Downloadable!] Frolich, Markus, 2007.
"Nonparametric IV estimation of local average treatment effects with covariates ,"
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Wooldridge, Jeffrey M., 1997.
"On two stage least squares estimation of the average treatment effect in a random coefficient model ,"
Economics Letters ,
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Joshua D. Angrist & Guido W. Imbens, 1991.
"Sources of Identifying Information in Evaluation Models ,"
NBER Technical Working Papers
0117, National Bureau of Economic Research, Inc.
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Other versions:
Angrist, J.D. & Imbens, G.W., 1991.
"Sources of Identifying Information in Evaluation Models ,"
Papers
9142, Tilburg - Center for Economic Research.
Angrist, J.D. & Imbens, G.W., 1991.
"Sources of Identifying Information in Evaluation Models ,"
Harvard Institute of Economic Research Working Papers
1568, Harvard - Institute of Economic Research.
Arellano, Manuel, 2002.
"Sargan's Instrumental Variables Estimation and the Generalized Method of Moments ,"
Journal of Business & Economic Statistics ,
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Bronars, Stephen G & Grogger, Jeff, 1994.
"The Economic Consequences of Unwed Motherhood: Using Twin Births as a Natural Experiment ,"
American Economic Review ,
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Moffitt, Robert A., 1999.
"New developments in econometric methods for labor market analysis ,"
Handbook of Labor Economics ,
in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 24, pages 1367-1397
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Peter C.B. Phillips, 2003.
"Vision and Influence in Econometrics: John Denis Sargan ,"
Cowles Foundation Discussion Papers
1393, Cowles Foundation, Yale University.
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Other versions: Melissa Schettini Kearney, 2002.
"Is There an Effect of Incremental Welfare Benefits on Fertility Behavior? A Look at the Family Cap ,"
NBER Working Papers
9093, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Rebecca M. Blank, 2002.
"Evaluating Welfare Reform in the United States ,"
Journal of Economic Literature ,
American Economic Association, vol. 40(4), pages 1105-1166, December.
Other versions: Alberto Abadie & Joshua Angrist & Guido Imbens, 2002.
"Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings ,"
Econometrica ,
Econometric Society, vol. 70(1), pages 91-117, January.
[Downloadable!] (restricted)
Other versions: Joshua Angrist, 1999.
"Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice ,"
Working papers
99-31, Massachusetts Institute of Technology (MIT), Department of Economics.
Other versions:
Joshua D. Angrist, 2000.
"Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice ,"
NBER Technical Working Papers
0248, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Angrist, Joshua D, 2001.
"Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 19(1), pages 2-16, January.
Angrist, Joshua D & Evans, William N, 1998.
"Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size ,"
American Economic Review ,
American Economic Association, vol. 88(3), pages 450-77, June.
[Downloadable!] (restricted)
Other versions: Imbens, Guido W & Angrist, Joshua D, 1994.
"Identification and Estimation of Local Average Treatment Effects ,"
Econometrica ,
Econometric Society, vol. 62(2), pages 467-75, March.
[Downloadable!] (restricted)
Other versions: Manski, Charles F, 1990.
"Nonparametric Bounds on Treatment Effects ,"
American Economic Review ,
American Economic Association, vol. 80(2), pages 319-23, May.
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Hausman, Jerry A, 1978.
"Specification Tests in Econometrics ,"
Econometrica ,
Econometric Society, vol. 46(6), pages 1251-71, November.
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Abadie, Alberto, 2003.
"Semiparametric instrumental variable estimation of treatment response models ,"
Journal of Econometrics ,
Elsevier, vol. 113(2), pages 231-263, April.
[Downloadable!] (restricted)
J.D. Angrist & Guido W. Imbens & D.B. Rubin, 1993.
"Identification of Causal Effects Using Instrumental Variables ,"
NBER Technical Working Papers
0136, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Chamberlain, Gary, 1986.
"Asymptotic efficiency in semi-parametric models with censoring ,"
Journal of Econometrics ,
Elsevier, vol. 32(2), pages 189-218, July.
[Downloadable!] (restricted)
Jeff Grogger & Stephen G. Bronars, 2001.
"The Effect of Welfare Payments on the Marriage and Fertility Behavior of Unwed Mothers: Results from a Twins Experiment ,"
Journal of Political Economy ,
University of Chicago Press, vol. 109(3), pages 529-545, June.
[Downloadable!] (restricted)
Other versions: Chamberlain, Gary, 1987.
"Asymptotic efficiency in estimation with conditional moment restrictions ,"
Journal of Econometrics ,
Elsevier, vol. 34(3), pages 305-334, March.
[Downloadable!] (restricted)
V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2000.
"The Long-Term Gains from GAIN: A Re-Analysis of the Impacts of the California GAIN Program ,"
NBER Working Papers
8007, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Becker, Gary S & Landes, Elisabeth M & Michael, Robert T, 1977.
"An Economic Analysis of Marital Instability ,"
Journal of Political Economy ,
University of Chicago Press, vol. 85(6), pages 1141-87, December.
[Downloadable!] (restricted)
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