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Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

  • Frölich, Markus

    ()

    (University of Mannheim)

In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the identification of average treatment effects in other nonparametric instrumental variable models. Including covariates in the estimation of LATE is necessary when the instrumental variable itself is endogenous (e.g. when the instrument is self-selected). However, all previous approaches to handle covariates in the estimation of LATE rely on parametric or semiparametric methods. In this paper, a nonparametric estimator for the estimation of LATE with covariates is suggested that is root-n asymptotically normal and efficient.

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Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 588.

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Length: 41 pages
Date of creation: Sep 2002
Date of revision:
Publication status: published in: Journal of Econometrics, 2007, 139 (1), 35-75
Handle: RePEc:iza:izadps:dp588
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  14. Joshua Angrist, 1989. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records," Working Papers 631, Princeton University, Department of Economics, Industrial Relations Section..
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