Identifying Marginal Treatment Effects in the Presence of Sample Selection

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Otávio Bartalotti, Désiré Kédagni, Vitor Possebom

Ngôn ngữ: eng

Ký hiệu phân loại: 636.081 Selection, showing, ownership marks

Thông tin xuất bản: 2021

Mô tả vật lý:

Bộ sưu tập: Báo, Tạp chí

ID: 168381

Comment: To be published in the Journal of EconometricsThis article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive uniformly sharp bounds on this parameter under three increasingly restrictive sets of assumptions. The first result imposes standard MTE assumptions with an unrestricted sample selection mechanism. The second set of conditions imposes monotonicity of the sample selection variable with respect to treatment, considerably shrinking the identified set. Finally, we incorporate a stochastic dominance assumption which tightens the lower bound for the MTE. Our analysis extends to discrete instruments. The results rely on a mixture reformulation of the problem where the mixture weights are identified, extending Lee's (2009) trimming procedure to the MTE context. We propose estimators for the bounds derived and use data made available by Deb, Munking and Trivedi (2006) to empirically illustrate the usefulness of our approach.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH