MTE with Misspecification
Econometrics
2022-04-25 v1
Abstract
This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and many of its functionals. Yet, we show that, when the propensity score is fully supported on the unit interval, it is still possible to restore identification of the MTE curve and its functionals with an appropriate re-weighting.
Cite
@article{arxiv.2204.10445,
title = {MTE with Misspecification},
author = {Julián Martínez-Iriarte and Pietro Emilio Spini},
journal= {arXiv preprint arXiv:2204.10445},
year = {2022}
}