Generalized Lee Bounds

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Tác giả: Vira Semenova

Ngôn ngữ: eng

Ký hiệu phân loại: 917.64247 Geography of and travel in North America

Thông tin xuất bản: 2020

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 165100

Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects. This paper generalizes Lee bounds to allow the sign of this effect to be identified by pretreatment covariates, relaxing the standard (unconditional) monotonicity to its conditional analog. Asymptotic theory for generalized Lee bounds is proposed in low-dimensional smooth and high-dimensional sparse designs. The paper also generalizes Lee bounds to accommodate multiple outcomes. It characterizes the sharp identified set for the causal parameter and proposes uniform Gaussian inference on the support function. The estimated bounds achieve nearly point-identification in JobCorps job training program (Lee (2009)), where unconditional monotonicity is unlikely to hold.
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