EconPapers    
Economics at your fingertips  
 

Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects

Whitney K. Newey and Sami Stouli ()

Papers from arXiv.org

Abstract: Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider heterogenous coefficients models where the outcome is a linear combination of known functions of treatment and heterogenous coefficients. We use control variables to obtain identification results for average treatment effects. With discrete instruments in a triangular model we find that average treatment effects cannot be identified when the number of support points is less than or equal to the number of coefficients. A sufficient condition for identification is that the second moment matrix of the treatment functions given the control is nonsingular with probability one. We relate this condition to identification of average treatment effects with multiple treatments.

New Economics Papers: this item is included in nep-ecm
Date: 2018-11
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/1811.09837 Latest version (application/pdf)

Related works:
Working Paper: Heterogenous coefficients, discrete instruments, and identification of treatment effects (2018) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1811.09837

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2019-09-03
Handle: RePEc:arx:papers:1811.09837