Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects
Abstract
We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity but, unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.Download Info
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Paper provided by Geary Institute, University College Dublin in its series Working Papers with number 200832.Length: 20 pages
Date of creation: 15 Dec 2008
Date of revision:
Handle: RePEc:ucd:wpaper:200832
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Keywords:Other versions of this item:
- J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects," Econometrica, Econometric Society, vol. 76(5), pages 1191-1206, 09.
- Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," NBER Working Papers 14002, National Bureau of Economic Research, Inc.
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-17 (All new papers)
- NEP-ECM-2009-01-17 (Econometrics)
References
References listed on IDEASPlease 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.:
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Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
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- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008.
"Estimating Derivatives in Nonseparable Models with Limited Dependent Variables,"
Cowles Foundation Discussion Papers
1668, Cowles Foundation for Research in Economics, Yale University.
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- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo.
- Basu, Anirban, 2011.
"Economics of individualization in comparative effectiveness research and a basis for a patient-centered health care,"
Journal of Health Economics,
Elsevier, vol. 30(3), pages 549-559, May.
- Anirban Basu, 2011. "Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care," NBER Working Papers 16900, National Bureau of Economic Research, Inc.
- Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
- Marianne Simonsen & Lars Skipper & Niels Skipper, 2010.
"Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design,"
Economics Working Papers
2010-03, School of Economics and Management, University of Aarhus.
- Simonsen, Marianne & Skipper, Lars & Skipper, Niels, 2010. "Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design," Working Papers 10-1, University of Aarhus, Aarhus School of Business, Department of Economics.
- Rothe, Christoph, 2009.
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Open Access publications from University of Toulouse 1 Capitole
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- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006.
"Unconditional Quantile Regressions,"
Textos para discussão
533, Department of Economics PUC-Rio (Brazil).
- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009. "Unconditional Quantile Regressions," Econometrica, Econometric Society, vol. 77(3), pages 953-973, 05.
- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007. "Unconditional Quantile Regressions," NBER Technical Working Papers 0339, National Bureau of Economic Research, Inc.
- Lenihan, Helena, 2011. "Enterprise policy evaluation: Is there a 'new' way of doing it?," Evaluation and Program Planning, Elsevier, vol. 34(4), pages 323-332, November.
- Andrew Chesher, 2011. "Semiparametric structural models of binary response: shape restrictions and partial identification," CeMMAP working papers CWP31/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Rothe, Christoph, 2009.
"Identification of Unconditional Partial Effects in Non Separable Models,"
TSE Working Papers
09-054, Toulouse School of Economics (TSE).
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- d'Haultfoeuille, Xavier & Maurel, Arnaud, 2009.
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IZA Discussion Papers
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- Juan Byron Correa Fonnegra & Carlos Augusto Viáfara López & Víctor Hugo Zuluaga González, 2011. "Desigualdad étnico-racial en la distribución del ingreso en Colombia: Un análisis a partir de Regresión Cuantílica," REVISTA SOCIEDAD Y ECONOMIA - CIDSE, UNIVERSIDAD DEL VALLE - CIDSE.
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