A test of the selection on observables assumption using a discontinuously distributed covariate

A-Tier
Journal: Journal of Econometrics
Year: 2022
Volume: 226
Issue: 2
Pages: 423-450

Authors (2)

Khalil, Umair (Deakin University) Yıldız, Neşe (not in RePEc)

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

We present a test of the selection on observables assumption that neither requires instruments nor excluded covariates from the structural function. Instead, we rely on the presence of a discontinuously distributed variable among the set of controls. We develop formal testing procedures for a non-parametric additively separable model for binary and finite treatment variables. We also outline a nonparametric nonseparable extension. Our test is easy to implement and should be useful in many empirical settings. Specifically, we employ it to study selection concerns in the estimation of the impact of a nutritional aid program for pregnant women on birth weight.

Technical Details

RePEc Handle
repec:eee:econom:v:226:y:2022:i:2:p:423-450
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25