Artikel

Heterogeneous treatment effects with mismeasured endogenous treatment

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize the sharp identified set for the local average treatment effect under the exclusion restriction of an instrument and the deterministic monotonicity of the true treatment in the instrument. Even allowing for general measurement error (e.g., the measurement error is endogenous), it is still possible to obtain finite bounds on the local average treatment effect. Notably, the Wald estimand is an upper bound on the local average treatment effect, but it is not the sharp bound in general. I also provide a confidence interval for the local average treatment effect with uniformly asymptotically valid size control. Furthermore, I demonstrate that the identification strategy of this paper offers a new use of repeated measurements for tightening the identified set.

Sprache
Englisch

Erschienen in
Journal: Quantitative Economics ; ISSN: 1759-7331 ; Volume: 9 ; Year: 2018 ; Issue: 3 ; Pages: 1335-1370 ; New Haven, CT: The Econometric Society

Klassifikation
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Thema
Local average treatment effect
instrumental variable
nonclassical measurement error
endogenous measurement error
partial identification

Ereignis
Geistige Schöpfung
(wer)
Ura, Takuya
Ereignis
Veröffentlichung
(wer)
The Econometric Society
(wo)
New Haven, CT
(wann)
2018

DOI
doi:10.3982/QE886
Handle
Letzte Aktualisierung
20.09.2024, 08:22 MESZ

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Objekttyp

  • Artikel

Beteiligte

  • Ura, Takuya
  • The Econometric Society

Entstanden

  • 2018

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