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Identifying Effects of Multivalued Treatments

Author

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  • Lee, Sokbae
  • Salanié, Bernard

Abstract

Multivalued treatment models have only been studied so far under restrictive assumptions: ordered choice, or more recently unordered monotonicity. We show how marginal treatment effects can be identified in a more general class of models. Our results rely on two main assumptions: treatment assignment must be a measurable function of threshold-crossing rules; and enough continuous instruments must be available. On the other hand, we do not require any kind of monotonicity condition. We illustrate our approach on several commonly used models; and we also discuss the identification power of discrete instruments.

Suggested Citation

  • Lee, Sokbae & Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
  • Handle: RePEc:cpr:ceprdp:10970
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    References listed on IDEAS

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    1. 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, September.
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    Cited by:

    1. Christian Dippel & Robert Gold & Stephan Heblich & Rodrigo Pinto, 2017. "Instrumental Variables and Causal Mechanisms: Unpacking the Effect of Trade on Workers and Voters," CESifo Working Paper Series 6816, CESifo Group Munich.
    2. repec:eee:pubeco:v:158:y:2018:i:c:p:79-102 is not listed on IDEAS
    3. Heng Chen & Geoffrey R. Dunbar & Rallye Shen, 2017. "The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design," Staff Working Papers 17-43, Bank of Canada.

    More about this item

    Keywords

    Discrete Choice; Identification; Monotonicity; Treatment evaluation;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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