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(Partially) Identifying potential outcome distributions in triangular systems

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  • Ismael Mourifie
  • Yuanyuan Wan

Abstract

In this paper we propose a new unifying approach to (partially) identify potential outcome distributions in a non-separable triangular model with a binary endogenous variable and a binary instrument. Our identification strategy provides a testable condition under which the objects of interest are point identified. When point identification is not achieved, we provide sharp bounds on the potential outcome distributions and the difference of marginal distributions.

Suggested Citation

  • Ismael Mourifie & Yuanyuan Wan, 2015. "(Partially) Identifying potential outcome distributions in triangular systems," Working Papers tecipa-532, University of Toronto, Department of Economics.
    • Handle: RePEc:tor:tecipa:tecipa-532
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    References listed on IDEAS

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    1. Manski, Charles F, 1990. "Nonparametric Bounds on Treatment Effects," American Economic Review, American Economic Association, vol. 80(2), pages 319-323, May.
    2. Azeem M. Shaikh & Edward J. Vytlacil, 2011. "Partial Identification in Triangular Systems of Equations With Binary Dependent Variables," Econometrica, Econometric Society, vol. 79(3), pages 949-955, May.
    3. Toru Kitagawa, 2014. "A Test for Instrument Validity," CeMMAP working papers CWP34/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Edward Vytlacil & Nese Yildiz, 2007. "Dummy Endogenous Variables in Weakly Separable Models," Econometrica, Econometric Society, vol. 75(3), pages 757-779, May.
    5. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, March.
    6. Guido W. Imbens & Donald B. Rubin, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(4), pages 555-574.
    7. Edward Vytlacil, 2002. "Independence, Monotonicity, and Latent Index Models: An Equivalence Result," Econometrica, Econometric Society, vol. 70(1), pages 331-341, January.
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    More about this item

    Keywords

    Potential outcomes; triangular system; point and partial identification; sharp bounds.;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: 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
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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