ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
AbstractThis paper develops a covariate-based approach to the external validity of instrumental variables (IV) estimates. Assuming that differences in observed complier characteristics are what make IV estimates differ from one another and from parameters like the effect of treatment on the treated, we show how to construct estimates for new subpopulations from a given set of covariate-specific LATEs. We also develop a reweighting procedure that uses the traditional overidentification test statistic to define a population for which a given pair of IV estimates has external validity. These ideas are illustrated through a comparison of twins and sex-composition IV estimates of the effects childbearing on labor supply.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 16566.
Date of creation: Dec 2010
Date of revision:
Note: CH ED HE LS PE
Contact details of provider:
Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Web page: http://www.nber.org
More information through EDIRC
Find related papers by JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
This paper has been announced in the following NEP Reports:
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.:
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009.
"Dealing with Limited Overlap in Estimation of Average Treatment Effects,"
3007645, Harvard University Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Frölich, Markus, 2002.
"Nonparametric IV Estimation of Local Average Treatment Effects with Covariates,"
IZA Discussion Papers
588, Institute for the Study of Labor (IZA).
- Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, vol. 139(1), pages 35-75, July.
- Markus Froelich, 2002. "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002 2002-19, Department of Economics, University of St. Gallen.
- Joshua Angrist & Victor Lavy & Analia Schlosser, 2010. "Multiple Experiments for the Causal Link between the Quantity and Quality of Children," Journal of Labor Economics, University of Chicago Press, vol. 28(4), pages 773-824, October.
- Hahn, Jinyong, 1996. "A Note on Bootstrapping Generalized Method of Moments Estimators," Econometric Theory, Cambridge University Press, vol. 12(01), pages 187-197, March.
- Avraham Ebenstein, 2009. "When is the Local Average Treatment Close to the Average?: Evidence from Fertility and Labor Supply," Journal of Human Resources, University of Wisconsin Press, vol. 44(4).
- Abadie, Alberto, 2003. "Semiparametric instrumental variable estimation of treatment response models," Journal of Econometrics, Elsevier, vol. 113(2), pages 231-263, April.
- Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, vol. 64(4), pages 891-916, July.
- Brutscher, P-B., 2012. "Making Sense of Oil Stamp Saving Schemes," Cambridge Working Papers in Economics 1203, Faculty of Economics, University of Cambridge.
- Sascha O. Becker & Peter H. Egger & Maximilian von Ehrlich, 2013.
"Absorptive Capacity and the Growth and Investment Effects of Regional Transfers: A Regression Discontinuity Design with Heterogeneous Treatment Effects,"
American Economic Journal: Economic Policy,
American Economic Association, vol. 5(4), pages 29-77, November.
- Becker, Sascha O & Egger, Peter H & Von Ehrlich, Maximilian, 2012. "Absorptive Capacity and the Growth and Investment Effects of Regional Transfers: Regression Discontinuity Design with Heterogeneous Treatment Effects," CAGE Online Working Paper Series 88, Competitive Advantage in the Global Economy (CAGE).
- de Luna, Xavier & Johansson, Per, 2012.
"Testing for nonparametric identification of causal effects in the presence of a quasi-instrument,"
Working Paper Series
2012:14, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- de Luna, Xavier & Johansson, Per, 2012. "Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument," IZA Discussion Papers 6692, Institute for the Study of Labor (IZA).
- Pritchett, Lant & Samji, Salimah & Hammer, Jeffrey, 2013.
"It's All about MeE: Using Structured Experiential Learning ("e") to Crawl the Design Space,"
Working Paper Series
rwp13-012, Harvard University, John F. Kennedy School of Government.
- Lant Pritchett & Salimah Samji & Jeffrey Hammer, 2012. "It‘s All About MeE: Using Structured Experiential Learning ('e') to Crawl the Design Space," Working Papers 1399, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Pritchett, Lant & Samji, Salimah & Hammer, Jeffrey, 2012. "It.s All About MeE: Using Structured Experiential Learning (.e.) to Crawl the Design Space," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
- Sara Cools & Jon H. Fiva & Lars J. Kirkebøen, 2011.
"Causal Effects of Paternity Leave on Children and Parents,"
CESifo Working Paper Series
3513, CESifo Group Munich.
- Sara Cools & Jon H. Fiva & Lars Johannessen Kirkebøen, 2011. "Causal effects of paternity leave on children and parents," Discussion Papers 657, Research Department of Statistics Norway.
- Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2012. "Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children," Discussion Papers 703, Research Department of Statistics Norway.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.