Simple Tests for Selection: Learning More from Instrumental Variables

Dan Black, Joonhwi Joo, Robert LaLonde, Jeffrey Smith and Evan Taylor

No 6392, CESifo Working Paper Series from CESifo

Abstract: We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects. The tests allow researchers not only to test for selection on either or both of the treated and untreated outcomes, but also to assess the magnitude of the selection effect. The tests are quite simple; undergraduates after an introductory econometrics class should be able to implement these tests. We illustrate our tests with two empirical applications: the impact of children on female labor supply from Angrist and Evans (1998) and the impact of training on adult women from the Job Training Partnership Act (JTPA) experiment.

Keywords: instrumental variable; local average treatment effect; selection; test (search for similar items in EconPapers)
Date: 2017
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://www.cesifo.org/DocDL/cesifo1_wp6392.pdf (application/pdf)

Related works:
Journal Article: Simple Tests for Selection: Learning More from Instrumental Variables (2022)
Working Paper: Simple Tests for Selection: Learning More from Instrumental Variables (2022)
Working Paper: Simple Tests for Selection: Learning More from Instrumental Variables (2020)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_6392

Access Statistics for this paper

More papers in CESifo Working Paper Series from CESifo Contact information at EDIRC.
Bibliographic data for series maintained by Klaus Wohlrabe ().