Université de Fribourg

A simple test for the ignorability of non-compliance in experiments

Huber, Martin

In: Economics letters, 2013, vol. 120, no. 3, p. 389-391

This paper proposes a simple method for testing whether non-compliance in experiments is ignorable, i.e., not jointly related to the treatment and the outcome. The approach consists of (i) regressing the outcome variable on a constant, the treatment, the assignment indicator, and the treatment/assignment interaction and (ii) testing whether the coefficients on the latter two variables are...

Université de Fribourg

A Test of the Conditional Independence Assumption in Sample Selection Models

Huber, Martin ; Melly, Blaise

In: Journal of Applied Econometrics, 2015, vol. 30, no. 7, p. 1144-1168

Identification in most sample selection models depends on the independence of the regressors and the error terms conditional on the selection probability. All quantile and mean functions are parallel in these models; this implies that quantile estimators cannot reveal any—per assumption non-existing—heterogeneity. Quantile estimators are nevertheless useful for testing the conditional...

Université de Fribourg

Instrument-based estimation with binarized treatments : issues and tests for the exclusion restriction

Andresen, Martin Eckhoff ; Huber, Martin

(Working Papers SES ; 492)

When estimating local average and marginal treatment effects using instrumental variables (IV), multivalued endogenous treatments are frequently binarized based on a specific threshold in treatment support. However, such binarization introduces a violation of the IV exclusion if (i) the IV affects the multivalued treatment within support areas below and/or above the threshold and (ii) such...