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Late Again with Defiers

Author

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  • Clément De Chaisemartin

    (PSE - Paris School of Economics, PSE - Paris-Jourdan Sciences Economiques - ENS Paris - École normale supérieure - Paris - INRA - Institut National de la Recherche Agronomique - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique)

  • Xavier D'Haultfoeuille

    (CREST - Centre de Recherche en Économie et Statistique - ENSAE ParisTech - École Nationale de la Statistique et de l'Administration Économique)

Abstract

We show that the Wald statistic still identifies a causal effect if instrument monotonicity is replaced by a weaker condition, which states that the potential propensities to be treated with or without the instrument should have the same distribution, conditional on potential outcomes. This holds for instance if the slippages between these potential propensities and the average propensity are independent of potential outcomes. In this framework, the Wald statistic identifies a LATE on a population which comprises both compliers and always takers.

Suggested Citation

  • Clément De Chaisemartin & Xavier D'Haultfoeuille, 2012. "Late Again with Defiers," PSE Working Papers halshs-00699646, HAL.
  • Handle: RePEc:hal:psewpa:halshs-00699646
    Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00699646
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    File URL: https://halshs.archives-ouvertes.fr/halshs-00699646/document
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    References listed on IDEAS

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    1. Rashmi Barua & Kevin Lang, 2009. "School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of LATE," NBER Working Papers 15236, National Bureau of Economic Research, Inc.
    2. Klein, Tobias J., 2010. "Heterogeneous treatment effects: Instrumental variables without monotonicity?," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.
    3. Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
    4. Angrist, Joshua D & Evans, William N, 1998. "Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size," American Economic Review, American Economic Association, vol. 88(3), pages 450-477, June.
    5. Guido W. Imbens & Donald B. Rubin, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 555-574.
    6. 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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    Cited by:

    1. Clément de Chaisemartin, 2012. "Late again, whithout Monotonicity," Working Papers 2012-12, Center for Research in Economics and Statistics.

    More about this item

    Keywords

    Instrumental Variables; Monotonicity; Defiers; Rank Invariance; Exchangeable random variables;

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