Erratum Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment
نویسندگان
چکیده
منابع مشابه
Instrumental Variables Methods with Heterogeneity and Mismeasured Instruments
We study the consequences of using an error-laden proxy W for instruments Z on the interpretation of Wald, local instrumental variables (LIV), and instrumental variables (IV) estimands in ordered discrete choice structural systems with heterogeneity. A proxy W need only satisfy an exclusion restriction and that the treatment and outcome are mean independent from W given Z. Unlike Z, W need not ...
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Definition of the counterfactual Dj . This all takes place at the level of hypothetical manipulations. The space may have a probability measure or just a measure. For some J (Z) = j, define Aj (z) = {z | J (z) = j}. For each element in the set, we “project” μD (z) onto the set. If we embed the set in L , this is clear. Otherwise, there may be other constructions (e.g., embed in space L and for ...
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This paper examines the properties of instrumental variables (IV) applied to models with essential heterogeneity, that is, models where responses to interventions are heterogeneous and agents adopt treatments (participate in programs) with at least partial knowledge of their idiosyncratic response. We analyze two-outcome and multiple-outcome models including ordered and unordered choice models....
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In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...
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Heterogeneous Treatment Effects: Instrumental Variables without Monotonicity? A fundamental identification problem in program evaluation arises when idiosyncratic gains from participation and the treatment decision depend on each other. Imbens and Angrist (1994) were the first to exploit a monotonicity condition in order to identify an average treatment effect parameter using instrumental varia...
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ژورنال
عنوان ژورنال: The Review of Economic Studies
سال: 2016
ISSN: 0034-6527,1467-937X
DOI: 10.1093/restud/rdw027