Instrumental variable models for discrete outcomes

Andrew Chesher

No CWP30/08, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identified sets are derived for a general nonparametric model and sharp set identification is demonstrated. Point identification is typically not achieved by imposing parametric restrictions. The extent of an identified set varies with the strength and support of instruments and typically shrinks as the support of a discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.

This paper is a revised version of the original issued in December 2008.

Date: 2008-11-27
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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http://cemmap.ifs.org.uk/wps/cwp3008.pdf (application/pdf)

Related works:
Journal Article: Instrumental Variable Models for Discrete Outcomes (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:30/08

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