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Late Again with Defiers

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  • Clément De Chaisemartin

    (EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris, PSE - Paris-Jourdan Sciences Economiques - CNRS : UMR8545 - École des Hautes Études en Sciences Sociales (EHESS) - École des Ponts ParisTech (ENPC) - École normale supérieure [ENS] - Paris - Institut national de la recherche agronomique (INRA))

  • Xavier D'Haultfoeuille

    (CREST - Centre de Recherche en Économie et Statistique - INSEE - École Nationale de la Statistique et de l'Administration Économique)

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    Abstract

    We 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.

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    Bibliographic Info

    Paper provided by HAL in its series PSE Working Papers with number halshs-00699646.

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    Date of creation: May 2012
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    Handle: RePEc:hal:psewpa:halshs-00699646

    Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00699646
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    Keywords: Instrumental Variables ; Monotonicity ; Defiers ; Rank Invariance ; Exchangeable random variables;

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    1. Klein, T.J., 2008. "Heterogeneous Treatment Effects: Instrumental Variables Without Monotonicity?," Discussion Paper 2008-45, Tilburg University, Center for Economic Research.
    2. 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.
    3. 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.
    4. Edward Vytlacil, 2002. "Independence, Monotonicity, and Latent Index Models: An Equivalence Result," Econometrica, Econometric Society, vol. 70(1), pages 331-341, January.
    5. 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.
    6. 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.
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    Cited by:
    1. Clément de Chaisemartin, 2012. "Late again, whithout Monotonicity," Working Papers 2012-12, Centre de Recherche en Economie et Statistique.

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