Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions

Yuta Okamoto

The Econometrics Journal, 2025, vol. 28, issue 3, 482-501

Abstract: SummaryIn the presence of sample selection, Lee’s (2009, Review of Economic Studies 76, 1071–102) non-parametric bounds are a popular tool for estimating a treatment effect. However, the Lee bounds rely on the monotonicity assumption, the empirical validity of which is sometimes unclear. Furthermore, the bounds are often regarded to be wide and less informative even under monotonicity. To address these issues, this study introduces a stochastic version of the monotonicity assumption alongside a non-parametric distributional shape constraint. The former enhances the robustness of the Lee bounds with respect to monotonicity, while the latter helps tighten these bounds. The obtained bounds do not rely on the exclusion restriction and can be root-n consistently estimable, making them practically viable. The potential usefulness of the proposed methods is illustrated by their application to experimental data from an after-school instruction programme.

Keywords: Attrition; partial identification; randomized controlled trial; treatment effects (search for similar items in EconPapers)
Date: 2025
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