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
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- 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.
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