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Nonparametric IV estimation of local average treatment effects with covariates

Frölich, Markus - 2002

In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to … variable models. Including covariates in the estimation of LATE is necessary when the instrumental variable itself is … of LATE rely on parametric or semiparametric methods. In this paper, a nonparametric estimator for the estimation of LATE …

Persistent link: https://www.econbiz.de/10011413605

Nonparametric IV estimation of local average treatment effects with covariates

Frölich, Markus - 2002

Persistent link: https://www.econbiz.de/10001717623

Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

Frölich, Markus - 2021

Persistent link: https://www.econbiz.de/10013320416

What is the value of knowing the propensity score of estimating average treatment effects

Frölich, Markus - 2002

Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …

Persistent link: https://www.econbiz.de/10011412472

Unconditional Quantile Treatment Effects Under Endogeneity

Frölich, Markus; Melly, Blaise - 2021

This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a large number of covariates X, the unconditional QTE summarize the effects of a treatment for the...

Persistent link: https://www.econbiz.de/10013324857

Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper

Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014

is related to the test of the validity of the matching approach in Heckman et. al 1996,1998. Conditional on covariates …

Persistent link: https://www.econbiz.de/10010491120

Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity

Caetano, Carolina; Escanciano, Juan Carlos - 2015

This paper proposes a new strategy for the identification of all the marginal effects of an endogenous multi-valued variable (which can be continuous, or a vector) in a regression model with one binary instrumental variable. The unobservables must be separable from the endogenous variable of...

Persistent link: https://www.econbiz.de/10014135235

Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression

Chen, Xiaohong - 2013

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in statistics. We first establish a general upper bound...

Persistent link: https://www.econbiz.de/10013073448

Nonparametric instrumental variable estimators of structural quantile effects

Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2008

We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is...

Persistent link: https://www.econbiz.de/10003961394

Identification of Treatment Effects on the Treated with One-Sided Non-Compliance

Frölich, Markus; Melly, Blaise - 2021

Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when there is one-sided perfect non-compliance. However, this property is lost when covariates are...

Persistent link: https://www.econbiz.de/10013324998