A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation

Eric Gautier and Stefan Hoderlein

No 838, Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular system, where both the outcome and first-stage equations consist of a random coefficients model. The first-stage specifically allows for nonmonotone selection into treatment. We provide conditions under which marginal distributions of potential outcomes, average and quantile treatment effects, all conditional on first-stage random coefficients, are identified. Under the same conditions, we derive bounds on the (conditional) joint distributions of potential outcomes and gains from treatment, and provide additional conditions for their point identification. All conditional quantities yield unconditional effects (e.g., the average treatment effect) by weighted integration.

Keywords: Treatment Effects; Endogeneity; Random Coefficients; Nonparametric Identification; Partial Identification; Roy Model; Ill-Posed Inverse Problems; Deconvolution; Radon Transform; Rates of Convergence (search for similar items in EconPapers)
JEL-codes: C13 C14 C21 C26 (search for similar items in EconPapers)
Date: 2012-11-15, Revised 2015-09-15
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

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Related works:
Working Paper: A triangular treatment effect model with random coefficients in the selection equation (2015)
Working Paper: A triangular treatment effect model with random coefficients in the selection equation (2012)
Working Paper: A triangular treatment effect model with random coefficients in the selection equation (2012)
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