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Trimming for Bounds on Treatment Effects with Missing Outcomes

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Author Info
David S. Lee
Abstract

Empirical researchers routinely encounter sample selection bias whereby 1) the regressor of interest is assumed to be exogenous, 2) the dependent variable is missing in a potentially non-random manner, 3) the dependent variable is characterized by an unbounded (or very large) support, and 4) it is unknown which variables directly affect sample selection but not the outcome. This paper proposes a simple and intuitive bounding procedure that can be used in this context. The proposed trimming procedure yields the tightest bounds on average treatment effects consistent with the observed data. The key assumption is a monotonicity restriction on how the assignment to treatment effects selection -- a restriction that is implicitly assumed in standard formulations of the sample selection problem.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0277.

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Date of creation: Jun 2002
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Handle: RePEc:nbr:nberte:0277

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C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models

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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.:
  1. Manski, C.F., 1990. "The Selection Problem," Working papers 90-12, Wisconsin Madison - Social Systems.
  2. Horowitz, Joel & Manski, Charles, 1997. "Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data," Working Papers 97-16, University of Iowa, Department of Economics.
  3. Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-94, July. [Downloadable!] (restricted)
  4. Heckman, James J, 1990. "Varieties of Selection Bias," American Economic Review, American Economic Association, vol. 80(2), pages 313-18, May.
  5. Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May. [Downloadable!] (restricted)
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  6. James J. Heckman & Edward J. Vytlacil, 2000. "Local Instrumental Variables," NBER Technical Working Papers 0252, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-61, January. [Downloadable!] (restricted)
  8. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-75, March. [Downloadable!] (restricted)
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  9. Manski, Charles F, 1990. "Nonparametric Bounds on Treatment Effects," American Economic Review, American Economic Association, vol. 80(2), pages 319-23, May. [Downloadable!] (restricted)
  10. J.D. Angrist & Guido W. Imbens & D.B. Rubin, 1993. "Identification of Causal Effects Using Instrumental Variables," NBER Technical Working Papers 0136, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Edward Vytlacil, 2002. "Independence, Monotonicity, and Latent Index Models: An Equivalence Result," Econometrica, Econometric Society, vol. 70(1), pages 331-341, January. [Downloadable!] (restricted)
  12. Angrist, Joshua D., 1997. "Conditional independence in sample selection models," Economics Letters, Elsevier, vol. 54(2), pages 103-112, February. [Downloadable!] (restricted)
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  13. James J. Heckman & Edward J. Vytlacil, 2000. "Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect," NBER Technical Working Papers 0259, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. repec:att:wimass:199525 is not listed on IDEAS
  15. Andrews, Donald W K & Schafgans, Marcia M A, 1998. "Semiparametric Estimation of the Intercept of a Sample Selection Model," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 497-517, July. [Downloadable!] (restricted)
  16. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July. [Downloadable!] (restricted)
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(explanations, 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.)

  1. Joshua Angrist & Eric Bettinger & Eric Bloom & Michael Kremer, 2004. "Long-Term Consequences of Secondary School Vouchers: Evidence from Administrative Records in Colombia," Natural Field Experiments 0005, The Field Experiments Website. [Downloadable!]
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  2. David S. Lee, 2005. "Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects," NBER Working Papers 11721, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. 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. [Downloadable!]
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  4. John DiNardo & David S. Lee, 2002. "The Impact of Unionization on Establishment Closure: A Regression Discontinuity Analysis of Representation Elections," NBER Working Papers 8993, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Michael Kremer & Edward Miguel & Rebecca Thornton, 2004. "Incentives to Learn," NBER Working Papers 10971, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Michael Kremer & Edward Miguel & Rebecca Thorton, 2004. "Incentives to Learn," Center for International and Development Economics Research, Working Paper Series 1060, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
  7. Gustavo J. Bobonis, 2006. "Anaemia and School Participation," Working Papers id:337, esocialsciences.com. [Downloadable!]
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