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Nonparametric identification under discrete variation

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  • Andrew Chesher

    ()
    (Institute for Fiscal Studies and University College London)

Abstract

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter of birth instruments used by Angrist and Krueger (1991) in their study of the returns to schooling.

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File URL: http://cemmap.ifs.org.uk/wps/cwp0319.pdf
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Bibliographic Info

Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP19/03.

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Length: 36 pp.
Date of creation: Dec 2003
Date of revision:
Handle: RePEc:ifs:cemmap:19/03

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Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE
Phone: (+44) 020 7291 4800
Fax: (+44) 020 7323 4780
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Web page: http://cemmap.ifs.org.uk
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References

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  1. Joshua Angrist & Alan Krueger, 1990. "Does Compulsory School Attendance Affect Schooling and Earnings?," Working Papers 653, Princeton University, Department of Economics, Industrial Relations Section..
  2. S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011. "Nonparametric Instrumental Regression," Econometrica, Econometric Society, vol. 79(5), pages 1541-1565, 09.
  3. Sokbae 'Simon' Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Barry R. Chiswick, 1974. "Income Inequality: Regional Analyses within a Human Capital Framework," NBER Books, National Bureau of Economic Research, Inc, number chis74-1.
  5. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, 09.
  6. Rosa L. Matzkin, 2003. "Nonparametric Estimation of Nonadditive Random Functions," Econometrica, Econometric Society, vol. 71(5), pages 1339-1375, 09.
  7. Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
  8. Mitali Das, 2000. "Instrumental Variables Estimation of Nonparametric Models with Discrete Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1008, Econometric Society.
  9. Jose A. F. Machado & J. M. C. Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. Whitney Newey & James Powell & Francis Vella, 1998. "Nonparametric Estimation of Triangular Simultaneous Equations Models," Working papers 98-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  11. Lee, Sokbae, 2003. "Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model," Econometric Theory, Cambridge University Press, vol. 19(01), pages 1-31, February.
  12. Dubin, Jeffrey A & McFadden, Daniel L, 1984. "An Econometric Analysis of Residential Electric Appliance Holdings and Consumption," Econometrica, Econometric Society, vol. 52(2), pages 345-62, March.
  13. Guido Imbens & Charles F. Manski, 2003. "Confidence intervals for partially identified parameters," CeMMAP working papers CWP09/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Card, David, 2001. "Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems," Econometrica, Econometric Society, vol. 69(5), pages 1127-60, September.
  15. E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.
  16. Zvi Griliches, 1990. "Patent Statistics as Economic Indicators: A Survey," NBER Working Papers 3301, National Bureau of Economic Research, Inc.
  17. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09.
  18. repec:fth:inseep:2000-17 is not listed on IDEAS
  19. Chiswick, Barry R & Mincer, Jacob, 1972. "Time-Series Changes in Personal Income Inequality in the United States from 1939, with Projections to 1985," Journal of Political Economy, University of Chicago Press, vol. 80(3), pages S34-S66, Part II, .
  20. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  21. repec:fth:harver:1473 is not listed on IDEAS
  22. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  23. Roehrig, Charles S, 1988. "Conditions for Identification in Nonparametric and Parametic Models," Econometrica, Econometric Society, vol. 56(2), pages 433-47, March.
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