Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV

A-Tier
Journal: Journal of Econometrics
Year: 2014
Volume: 178
Issue: P1
Pages: 45-56

Authors (2)

Fan, Yanqin (not in RePEc) Park, Sang Soo (Korea University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper supplements Manski (1990) and Manski and Pepper (2000) and contributes to the literature by introducing the concept of weak IV for the partially identified mean counterfactual outcomes when an instrumental variable (IV) or a monotone instrumental variable (MIV) is available (IV or MIV assumption respectively); developing asymptotically uniformly valid confidence sets for the counterfactual mean outcomes and average treatment effects under the assumptions; correcting biases of estimates of bounds on the counterfactual mean outcomes under the assumptions. We apply the confidence sets to further examining the effect of family intactness on a child’s high school graduation originally studied in Manski et al. (1992).

Technical Details

RePEc Handle
repec:eee:econom:v:178:y:2014:i:p1:p:45-56
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-28