Université de Fribourg

Endogeneity and non-response bias in treatment evaluation – nonparametric identification of causal effects by instruments

Fricke, Hans ; Frölich, Markus ; Huber, Martin ; Lechner, Michael

In: Journal of Applied Econometrics, 2020, p. 481-504

This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, based on two instrumental variables. Using a discrete instrument for the treatment and an instrument with rich (in general continuous) support for non-response/attrition, we identify the average treatment effect on compliers as well as the...

Université de Fribourg

Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments

Fricke, Hans ; Frölich, Markus ; Huber, Martin ; Lechner, Michael

(Working Papers SES ; 459)

This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for nonresponse/attrition, we identify the average treatment effect on compliers as well as the total population and suggest...