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相关论文: On the Identifying Power of Generalized Monotonici…

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This paper studies the identifying content of the instrument monotonicity assumption of Imbens and Angrist (1994) on the distribution of potential outcomes in a model with a binary outcome, a binary treatment and an exogenous binary…

计量经济学 · 经济学 2019-10-17 Vishal Kamat

Many identification results in instrumental variables (IV) models hold without requiring any restrictions on the distribution of potential outcomes, or how those outcomes are correlated with selection behavior. This enables IV models to…

计量经济学 · 经济学 2025-02-28 Leonard Goff

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

统计方法学 · 统计学 2025-08-13 Eric J Tchetgen Tchetgen

The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) allow for the identification of the local average treatment effect, also known as the complier average causal effect. However, many empirical studies are…

统计方法学 · 统计学 2024-12-12 Shuozhi Zuo , Peng Ding , Fan Yang

How robust are analyses based on marginal treatment effects (MTE) to violations of Imbens and Angrist (1994) monotonicity? In this note, I present weaker forms of monotonicity under which popular MTE-based estimands still identify the…

计量经济学 · 经济学 2024-04-05 Henrik Sigstad

When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common…

计量经济学 · 经济学 2024-03-27 Leonard Goff

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

计量经济学 · 经济学 2021-10-01 Kyunghoon Ban , Désiré Kédagni

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

统计理论 · 数学 2017-05-22 Takuya Ura

We identify and estimate treatment effects when potential outcomes are weakly separable with a binary endogenous treatment. Vytlacil and Yildiz (2007) proposed an identification strategy that exploits the mean of observed outcomes, but…

计量经济学 · 经济学 2022-08-11 Songnian Chen , Shakeeb Khan , Xun Tang

This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…

计量经济学 · 经济学 2023-03-27 Rui Wang

We consider the extent to which we can learn from a completely randomized experiment whether all individuals have treatment effects that are weakly of the same sign, a condition we call monotonicity. From a classical sampling perspective,…

计量经济学 · 经济学 2026-01-13 Jiafeng Chen , Jonathan Roth , Jann Spiess

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

计量经济学 · 经济学 2025-01-28 Whitney K. Newey , Sami Stouli

In this paper, we develop a method to assess the sensitivity of local average treatment effect estimates to potential violations of the monotonicity assumption of Imbens and Angrist (1994). We parameterize the degree to which monotonicity…

计量经济学 · 经济学 2021-06-14 Claudia Noack

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…

计量经济学 · 经济学 2024-12-17 Phillip Heiler , Asbjørn Kaufmann , Bezirgen Veliyev

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each…

计量经济学 · 经济学 2021-11-23 Whitney K. Newey , Sami Stouli

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

计量经济学 · 经济学 2025-11-19 Yuehao Bai , Shunzhuang Huang , Sarah Moon , Andres Santos , Azeem M. Shaikh , Edward J. Vytlacil

In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for…

计量经济学 · 经济学 2023-04-27 Koki Fusejima

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and…

机器学习 · 统计学 2019-06-04 Nathan Kallus

There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

计量经济学 · 经济学 2022-05-06 Matthew A. Masten , Alexandre Poirier
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