Heterogeneous treatment effects: Instrumental variables without monotonicity?

A-Tier
Journal: Journal of Econometrics
Year: 2010
Volume: 155
Issue: 2
Pages: 99-116

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify a local average treatment effect parameter using instrumental variables. More recently, Heckman and Vytlacil (1999) suggested the estimation of a variety of treatment effect parameters using a local version of their approach. We investigate the sensitivity of the respective estimates to random departures from monotonicity. Approximations to the respective bias terms are derived. In an empirical application the bias is calculated and bias corrected estimates are obtained. The accuracy of the approximation is investigated in a Monte Carlo study.

Technical Details

RePEc Handle
repec:eee:econom:v:155:y:2010:i:2:p:99-116
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25