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Sharp bounds on causal effects under sample selection

Listed author(s):
  • Huber, Martin

    ()

  • Mellace, Giovanni

    ()

In many empirical problems, the evaluation of treatment effects is complicated by sample selection such that the outcome is only observed for a non-random subpopulation. In the absence of instruments and/or tight parametric assumptions, treatment effects are not point identified, but can be bounded under mild restrictions. Previous work on partial identification has primarily focused on the "always selected" (whose outcomes are observed irrespective of the treatment). This paper complements those studies by considering further populations, namely the "compliers" (whose selection states react to the treatment) and the selected population. We derive sharp bounds under various assumptions (monotonicity and stochastic dominance) and provide an empirical application to a school voucher experiment.

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File URL: http://ux-tauri.unisg.ch/RePEc/usg/econwp/EWP-1134.pdf
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Paper provided by University of St. Gallen, School of Economics and Political Science in its series Economics Working Paper Series with number 1134.

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Length: 44 pages
Date of creation: Aug 2011
Handle: RePEc:usg:econwp:2011:34
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  1. Charles F. Manski, 1989. "Anatomy of the Selection Problem," Journal of Human Resources, University of Wisconsin Press, vol. 24(3), pages 343-360.
  2. Charles F. Manski, 1997. "Monotone Treatment Response," Econometrica, Econometric Society, vol. 65(6), pages 1311-1334, November.
  3. Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper 194, Tor Vergata University, CEIS, revised 02 May 2011.
  4. Leonardo Grilli & Fabrizia Mealli, 2008. "Nonparametric Bounds on the Causal Effect of University Studies on Job Opportunities Using Principal Stratification," Journal of Educational and Behavioral Statistics, , vol. 33(1), pages 111-130, March.
  5. Brent Kreider & Steven C. Hill, 2009. "Partially Identifying Treatment Effects with an Application to Covering the Uninsured," Journal of Human Resources, University of Wisconsin Press, vol. 44(2).
  6. Michael Lechner & Blaise Melly, 2007. "Earnings Effects of Training Programs," University of St. Gallen Department of Economics working paper series 2007 2007-28, Department of Economics, University of St. Gallen.
  7. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
  8. Richard Blundell & Amanda Gosling & Hidehiko Ichimura & Costas Meghir, 2007. "Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds," Econometrica, Econometric Society, vol. 75(2), pages 323-363, 03.
  9. Mealli, Fabrizia & Pacini, Barbara, 2008. "Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 507-516, December.
  10. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
  11. Blanco, German & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2011. "Bounds on Quantile Treatment Effects of Job Corps on Participants' Wages," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103761, Agricultural and Applied Economics Association.
  12. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  13. 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.
  14. Martin Huber, 2010. "Identification of average treatment effects in social experiments under different forms of attrition," University of St. Gallen Department of Economics working paper series 2010 2010-22, Department of Economics, University of St. Gallen.
  15. Whitney K. Newey, 2009. "Two-step series estimation of sample selection models," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 217-229, 01.
  16. Guido W. Imbens & Charles F. Manski, 2004. "Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 72(6), pages 1845-1857, November.
  17. Gronau, Reuben, 1974. "Wage Comparisons-A Selectivity Bias," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1119-1143, Nov.-Dec..
  18. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, March.
  19. Joshua Angrist & Eric Bettinger & Michael Kremer, 2006. "Long-Term Educational Consequences of Secondary School Vouchers: Evidence from Administrative Records in Colombia," American Economic Review, American Economic Association, vol. 96(3), pages 847-862, June.
  20. Mitali Das & Whitney K. Newey & Francis Vella, 2003. "Nonparametric Estimation of Sample Selection Models," Review of Economic Studies, Oxford University Press, vol. 70(1), pages 33-58.
  21. Guido W. Imbens, 2004. "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, February.
  22. Michael Gerfin & Martin Schellhorn, 2006. "Nonparametric bounds on the effect of deductibles in health care insurance on doctor visits - Swiss evidence," Health Economics, John Wiley & Sons, Ltd., vol. 15(9), pages 1011-1020.
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