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ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework

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  • Joshua Angrist
  • Ivan Fernandez-Val

Abstract

This 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.

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Bibliographic Info

Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 16566.

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Date of creation: Dec 2010
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Publication status: published as “ExtrapoLATE - ing: External Validity and Overidentification in the LATE Framework,” (with Ivan Fernandez - Val), in D. Acemoglu, M. Arellano, and E. Dekel, eds., Advances in Economics and Econometrics , Cambrid ge University Press: 2013.
Handle: RePEc:nbr:nberwo:16566

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  1. 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, University of Miami, Department of Economics 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
  2. 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, University of Chicago Press, vol. 28(4), pages 773-824, October.
  3. Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, Elsevier, vol. 139(1), pages 35-75, July.
  4. 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).
  5. Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, Econometric Society, vol. 64(4), pages 891-916, July.
  6. Abadie, Alberto, 2003. "Semiparametric instrumental variable estimation of treatment response models," Journal of Econometrics, Elsevier, Elsevier, vol. 113(2), pages 231-263, April.
  7. Hahn, Jinyong, 1996. "A Note on Bootstrapping Generalized Method of Moments Estimators," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 12(01), pages 187-197, March.
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Cited by:
  1. Lant Pritchett & Salimah Samji & Jeffrey Hammer, 2012. "It‘s All About MeE: Using Structured Experiential Learning ('e') to Crawl the Design Space," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies. 1399, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
  2. de Luna, Xavier & Johansson, Per, 2012. "Testing for nonparametric identification of causal effects in the presence of a quasi-instrument," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy 2012:14, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  3. Hunt Allcott, 2012. "Site Selection Bias in Program Evaluation," NBER Working Papers 18373, National Bureau of Economic Research, Inc.
  4. Sara Cools & Jon H. Fiva & Lars Johannessen Kirkebøen, 2011. "Causal effects of paternity leave on children and parents," Discussion Papers, Research Department of Statistics Norway 657, Research Department of Statistics Norway.
  5. Woolcock, Michael, 2013. "Using case studies to explore the external validity of .complex. development interventions," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  6. Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Paper, Federal Reserve Bank of Cleveland 1310, Federal Reserve Bank of Cleveland.
  7. Brutscher, P-B., 2012. "Making Sense of Oil Stamp Saving Schemes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1203, Faculty of Economics, University of Cambridge.
  8. Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2012. "Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children," Discussion Papers, Research Department of Statistics Norway 703, Research Department of Statistics Norway.

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