Bounding treatment effects: A command for the partial identification of the average treatment effect with endogenous and misreported treatment assignment
Daniel Millimet () and
Stata Journal, 2015, vol. 15, issue 2, 411-436
We present a new command, tebounds, that implements a variety of techniques to bound the average treatment effect of a binary treatment on a binary outcome in light of endogenous and misreported treatment assignment. To tighten the worst case bounds, the monotone treatment selection, monotone treatment response, and monotone instrumental-variable assumptions of Manski and Pepper (2000, Econometrica 68: 997–1010), Kreider and Pepper (2007, Journal of the American Statistical Association 102: 432–441), Kreider et al. (2012, Journal of the American Statistical Association 107: 958–975), and Gundersen, Kreider, and Pepper (2012, Journal of Econometrics 166: 79–91) may be imposed. Imbens– Manski confidence intervals are provided. Copyright 2015 by StataCorp LP.
Keywords: tebounds; treatment effects; selection; misreporting; monotone instrumental variable; monotone treatment selection; monotone treatment response; partial identification; set identification (search for similar items in EconPapers)
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