Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys

Eric Gautier

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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 non parametric 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: 2021-06
New Economics Papers: this item is included in nep-ecm and nep-isf
Note: View the original document on HAL open archive server: https://hal.science/hal-03306234v1
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Published in Advances in Contemporary Statistics and Econometrics, Springer International Publishing, pp.59-78, 2021, 978-3-030-73248-6. ⟨10.1007/978-3-030-73249-3_4⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03306234

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

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