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Evaluating local average and quantile treatment effects under endogeneity based on instruments : a review

BP2-STS

    24.02.2017

59

instrument
LATE
treatment effects
selection on unobservables
English This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental variable (IV) methods. We focus on models that achieve identification through a monotonicity assumption on the selection equation and analyze local average and quantile treatment effects for the subpopulation of compliers. We start with a comprehensive discussion of the binary treatment and binary instrument case which is relevant for instance in randomized experiments with imperfect compliance. We then review extensions to identification and estimation with covariates, multi-valued and multiple treatments and instruments, outcome attrition and measurement error, and the identification of direct and indirect treatment effects, among others. We also discuss testable implications and possible relaxations of the IV assumptions, approaches to extrapolate from local to global treatment effects, and the relationship to other IV approaches.
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Faculty
Faculté des sciences économiques et sociales et du management
Language
  • English
Classification
Economics
Series statement
  • Working Papers SES ; 479
License
License undefined
Identifiers
  • RERO DOC 279078
  • RERO R008606717
Persistent URL
https://folia.unifr.ch/unifr/documents/305259
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