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Sharp Bounds On Treatment Effects In A Binary Triangular System

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  • Ismael MOURIFIÉ

Abstract

This paper considers the evaluation of the average treatment e ffect (ATE) in a triangular system with binary dependent variables. I impose a threshold crossing model on both endogenous regressor and the outcome. No parametric functional form or distributional assumptions are imposed. Shaikh and Vytlacil (2011, SV) proposed bounds on ATE which are sharp only under a restrictive condition on the support of the covariates and the instruments, which rules out a wide range of models and many relevant applications. In some cases, when SV's support condition fails, their bounds retrieve the same empirical content as the model with unrestricted endogenous regressor. In this setting, I provide a methodology which allows to construct sharp bounds on the ATE by efficiently using variation on covariates without imposing support restrictions.

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Paper provided by University of Toronto, Department of Economics in its series Working Papers with number tecipa-498.

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Length: Unknown pages
Date of creation: 01 Oct 2013
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Handle: RePEc:tor:tecipa:tecipa-498

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Keywords: partial identification; threshold crossing model; triangular system; average treatment effect; endogeneity; program social evaluation.;

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  1. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
  2. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
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  8. Fan, Yanqin & Park, Sang Soo, 2010. "Sharp Bounds On The Distribution Of Treatment Effects And Their Statistical Inference," Econometric Theory, Cambridge University Press, vol. 26(03), pages 931-951, June.
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  10. Heckman, James J, 1990. "Varieties of Selection Bias," American Economic Review, American Economic Association, vol. 80(2), pages 313-18, May.
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  13. Canton, Erik & Blom, Andreas, 2004. "Can student loans improve accessibility to higher education and student performance? An impact study of the case of SOFES, Mexico," Policy Research Working Paper Series 3425, The World Bank.
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