Control variables, discrete instruments, and identification of structural functions

Arbeitspapier

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: cemmap working paper ; No. CWP55/18

Classification and Topics

• Classification: Wirtschaft ; Semiparametric and Nonparametric Methods: General ; Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models ; Multiple or Simultaneous Equation Models: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
• Subject: Control variables ; discrete instruments ; structural functions ; endogeneity ; partially parametric ; nonseparable models ; identification

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Newey, Whitney K. ; Stouli, Sami
• Event: Veröffentlichung
• (who): Centre for Microdata Methods and Practice (cemmap)
• (where): London
• (when): 2018

Further information

• DOI: doi:10.1920/wp.cem.2018.5518
• Handle: http://hdl.handle.net/10419/189795
• Last update: 10.03.2025, 11:43 AM CET