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Semiparametric bounds on treatment effects

  • Chiburis, Richard C.
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    We present a variety of semiparametric models that produce bounds on the average causal effect of a binary treatment on a binary outcome. The semiparametric assumptions exploit variation in observable covariates to narrow the bounds. In our main model, the outcome is determined by a generalized linear model, but the treatment may be arbitrarily endogenous. Our bounding strategy does not require the existence of an instrument, but incorporating an instrument narrows the bounds. The bounds are further improved by combining the semiparametric model with the joint threshold-crossing assumption of Shaikh and Vytlacil (2005).

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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 159 (2010)
    Issue (Month): 2 (December)
    Pages: 267-275

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    Handle: RePEc:eee:econom:v:159:y:2010:i:2:p:267-275
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