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Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis

  • Azeem Shaikh
  • Edward Vytlacil

This paper considers the evaluation of the average treatment effect of a binary endogenous regressor on a binary outcome when one imposes a threshold crossing model on both the endogenous regressor and the outcome variable but without imposing parametric functional form or distributional assumptions. Without parametric restrictions, the average effect of the binary endogenous variable is not generally point identified. This paper constructs sharp bounds on the average effect of the endogenous variable that exploit the structure of the threshold crossing models and any exclusion restrictions. We also develop methods for inference on the resulting bounds.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0307.

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Date of creation: May 2005
Date of revision:
Handle: RePEc:nbr:nberte:0307
Note: TWP
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  1. Edward Vytlacil, 2006. "A Note on Additive Separability and Latent Index Models of Binary Choice: Representation Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(4), pages 515-518, 08.
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