Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

Jeffrey Wooldridge

A chapter in Modelling and Evaluating Treatment Effects in Econometrics, 2008, pp 93-116 from Emerald Group Publishing Limited

Abstract: I propose a general framework for instrumental variables estimation of the average treatment effect in the correlated random coefficient model, focusing on the case where the treatment variable has some discreteness. The approach involves adding a particular function of the exogenous variables to a linear model containing interactions in observables, and then using instrumental variables for the endogenous explanatory variable. I show how the general approach applies to binary and Tobit treatment variables, including the case of multiple treatments.

Date: 2008
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(07)00004-7

DOI: 10.1016/S0731-9053(07)00004-7

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