The existing literature on treatment e¤ects assumes perfect observability of the treatments received by the population of interest. Even in cases of imperfect compliance, it is usually as- sumed that both the assigned and administered treatment are observed (or missing completely at random). This paper abandons such assumptions. Imperfect observability of the received treatment can arise as a result of survey nonresponse in observational studies, or noncompliance with randomly assigned treatments that are not directly monitored. I study the problem in the context of observational studies. I derive sharp worst case bounds without assuming anything about treatment selection, and I show that the bounds are a function of the available prior information on the distribution of the missing treatments. Under the maintained assumption of monotone treatment response, I show that no prior information on the distribution of missing treatments is necessary to get sharp informative bounds. I apply the methodologies recently proposed by Imbens and Manski (2004) and Chernozhukov, Hong, and Tamer (2004) to derive two types of confidence intervals for the partially identi.ed parameters. The results are illustrated with an empirical analysis of drug use and employment using data from the National Longitudinal Survey of Youth.
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- Horowitz, Joel L. & Manski, Charles F., 1998.
"Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations,"
Journal of Econometrics,
Elsevier, vol. 84(1), pages 37-58, May.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
- Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, EconWPA, revised 06 Mar 1996.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
- Kaestner, Robert, 1991.
"The Effect of Illicit Drug Use on the Wages of Young Adults,"
Journal of Labor Economics,
University of Chicago Press, vol. 9(4), pages 381-412, October.
- Robert Kaestner, 1990. "The Effect of Illicit Drug Use on the Wages of Young Adults," NBER Working Papers 3535, National Bureau of Economic Research, Inc.
- John Mullahy & Jody L. Sindelar, 1995.
"Employment, Unemployment, and Problem Drinking,"
NBER Working Papers
5123, National Bureau of Economic Research, Inc.
- Charles F. Manski & John V. Pepper, 1998.
"Monotone Instrumental Variables with an Application to the Returns to Schooling,"
NBER Technical Working Papers
0224, National Bureau of Economic Research, Inc.
- Charles F. Manski & John V. Pepper, 2000. "Monotone Instrumental Variables, with an Application to the Returns to Schooling," Econometrica, Econometric Society, vol. 68(4), pages 997-1012, July.
- Charles F. Manski & John V. Pepper, 1998. "Monotone Instrumental Variables: With an Application to the Returns to Schooling," Virginia Economics Online Papers 308, University of Virginia, Department of Economics.
- Pizer, William & Imbens, Guido, 2000. "The Analysis of Randomized Experiments with Missing Data," Discussion Papers dp-00-19, Resources For the Future.
- E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.
- Horowitz, Joel L & Manski, Charles F, 1995. "Identification and Robustness with Contaminated and Corrupted Data," Econometrica, Econometric Society, vol. 63(2), pages 281-302, March.
- repec:sae:ilrrev:v:45:y:1992:i:3:p:435-451 is not listed on IDEAS
- Juan Carlos Chavez-Martin del Campo, 2004. "Partial Identification of Poverty Measures with Contaminated Data," Econometric Society 2004 Latin American Meetings 221, Econometric Society.
- Robert Kaestner, 1994.
"The Effect of Illicit Drug Use on the Labor Supply of Young Adults,"
Journal of Human Resources,
University of Wisconsin Press, vol. 29(1), pages 126-155.
- Robert Kaestner, 1992. "The Effect of Illicit Drug Use on the Labor Supply of Young Adults," NBER Working Papers 4187, National Bureau of Economic Research, Inc.
- Kaestner, Robert & Grossman, Michael, 1995. "Wages, Workers' Compensation Benefits, and Drug Use: Indirect Evidence of the Effect of Drugs on Workplace Accidents," American Economic Review, American Economic Association, vol. 85(2), pages 55-60, May.
- Andrew M. Gill & Robert J. Michaels, 1992. "Does Drug Use Lower Wages?," ILR Review, Cornell University, ILR School, vol. 45(3), pages 419-434, April.
- V. Joseph Hotz & Charles H. Mullin & Seth G. Sanders, 1997. "Bounding Causal Effects Using Data from a Contaminated Natural Experiment: Analysing the Effects of Teenage Childbearing," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 575-603.
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