Simple Tests for Selection: Learning More from Instrumental Variables

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

No 30291, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: We provide simple tests for selection on unobserved variables in the Vytlacil-Imbens-Angrist framework for Local Average Treatment Effects (LATEs). Our setup allows 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. We show that it applies to the standard binary instrument case, as well as to experiments with imperfect compliance and fuzzy regression discontinuity designs, and we link it to broader discussions regarding instrumental variables. We illustrate the substantive value added by our framework with three empirical applications drawn from the literature.

JEL-codes: C26 C52 C93 (search for similar items in EconPapers)
Date: 2022-07
New Economics Papers: this item is included in nep-lma
Note: LS
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Citations: View citations in EconPapers (2)

Published as Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey A. Smith & Evan J. Taylor, 2022. "Simple Tests for Selection: Learning More from Instrumental Variables," Labour Economics, .

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Journal Article: Simple Tests for Selection: Learning More from Instrumental Variables (2022)
Working Paper: Simple Tests for Selection: Learning More from Instrumental Variables (2020)
Working Paper: Simple Tests for Selection: Learning More from Instrumental Variables (2017)
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