Partial Identification of Local Average Treatment Effects with an Invalid Instrument
AbstractWe derive nonparametric bounds for local average treatment effects without requiring the exclusion restriction assumption to hold or an outcome with a bounded support. Instead, we employ assumptions requiring weak monotonicity of mean potential outcomes within or across subpopulations defined by the values of the potential treatment status under each value of the instrument. We illustrate the identifying power of the bounds by analyzing the effect of attaining a GED, high school, or vocational degree on subsequent employment and weekly earnings using randomization into a training program as an invalid instrument.
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Bibliographic InfoPaper provided by University of Miami, Department of Economics in its series Working Papers with number 2010-24.
Date of creation: Sep 2010
Date of revision:
Publication status: Forthcoming: Under review
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Web page: http://www.bus.miami.edu/faculty-and-research/academic-departments/economics/index.html
More information through EDIRC
causal inference; instrumental variables; treatment effects; nonparametric bounds; principal stratification;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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.:
- Alfonso Flores-Lagunes & Audrey Light, 2010.
"Interpreting Degree Effects in the Returns to Education,"
Journal of Human Resources,
University of Wisconsin Press, vol. 45(2).
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- Frolich, Markus, 2007.
"Nonparametric IV estimation of local average treatment effects with covariates,"
Journal of Econometrics,
Elsevier, vol. 139(1), pages 35-75, July.
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- Frölich, Markus, 2002. "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers 588, Institute for the Study of Labor (IZA).
- Alfonso Flores-Lagunes & Arturo Gonzalez & Todd Neumann, 2010. "Learning But Not Earning? The Impact Of Job Corps Training On Hispanic Youth," Economic Inquiry, Western Economic Association International, vol. 48(3), pages 651-667, 07.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
- Huber, Martin, 2012. "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series 1219, University of St. Gallen, School of Economics and Political Science.
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