Late Again with Defiers
AbstractWe show that the Wald statistic still identifies a causal effect if instrument monotonicity is replaced by a weaker condition, which states that the potential propensities to be treated with or without the instrument should have the same distribution, conditional on potential outcomes. This holds for instance if the slippages between these potential propensities and the average propensity are independent of potential outcomes. In this framework, the Wald statistic identifies a LATE on a population which comprises both compliers and always takers.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by HAL in its series PSE Working Papers with number halshs-00699646.
Date of creation: May 2012
Date of revision:
Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00699646
Contact details of provider:
Web page: http://hal.archives-ouvertes.fr/
Instrumental Variables ; Monotonicity ; Defiers ; Rank Invariance ; Exchangeable random variables;
This paper has been announced in the following NEP Reports:
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.:
- Klein, T.J., 2008.
"Heterogeneous Treatment Effects: Instrumental Variables Without Monotonicity?,"
2008-45, Tilburg University, Center for Economic Research.
- Klein, Tobias J., 2010. "Heterogeneous treatment effects: Instrumental variables without monotonicity?," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.
- Klein, Tobias J., 2007. "Heterogeneous Treatment Effects: Instrumental Variables without Monotonicity?," IZA Discussion Papers 2738, Institute for the Study of Labor (IZA).
- Rashmi Barua & Kevin Lang, 2009.
"School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of LATE,"
NBER Working Papers
15236, National Bureau of Economic Research, Inc.
- Kevin Lang & Rashmi Barua, 2010. "School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of LATE," Boston University - Department of Economics - Working Papers Series WP2010-019, Boston University - Department of Economics.
- Imbens, Guido W & Rubin, Donald B, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," Review of Economic Studies, Wiley Blackwell, vol. 64(4), pages 555-74, October.
- Edward Vytlacil, 2002. "Independence, Monotonicity, and Latent Index Models: An Equivalence Result," Econometrica, Econometric Society, vol. 70(1), pages 331-341, January.
- Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
- 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.
- Joshua D. Angrist & William N. Evans, 1996. "Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size," NBER Working Papers 5778, National Bureau of Economic Research, Inc.
- Clément de Chaisemartin, 2012. "Late again, whithout Monotonicity," Working Papers 2012-12, Centre de Recherche en Economie et Statistique.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD).
If references are entirely missing, you can add them using this form.