Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys

Eric Gautier ()
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Eric Gautier: TSE, Université Toulouse Capitole, 1 Esplanade de l’Université

A chapter in Advances in Contemporary Statistics and Econometrics, 2021, pp 59-78 from Springer

Abstract: Abstract This paper considers endogenous selection models, in particular, nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable in a one dimensional unobservable has the sometimes undesirable property of instrument monotonicity. We present models which allow for nonmonotonicity and are based on nonparametric random coefficients indices. We discuss their nonparametric identification and apply these results to inference on nonlinear statistics such as the Gini index in surveys when the nonresponse is not missing at random.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-73249-3_4

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DOI: 10.1007/978-3-030-73249-3_4

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