Sharp bounds on the MTE with sample selection
Vitor Possebom ()
MPRA Paper from University Library of Munich, Germany
I propose a Generalized Roy Model with sample selection that can be used to analyze treatment effects in a variety of empirical problems. First, I decompose, under a monotonicity assumption on the sample selection indicator, the MTR function for the observed outcome when treated as a weighted average of (i) the MTR on the outcome of interest for the always-observed sub-population and (ii) the MTE on the observed outcome for the observed-only-when-treated sub-population, and show that such decomposition can provide point-wise sharp bounds on the MTE of interest. I, then, show how to point-identify these bounds when the support of the propensity score is continuous. After that, I show how to (partially) identify the MTE of interest when the support of the propensity score is discrete.
Keywords: Marginal Treatment Effect; Sample Selection; Selection into Treatment; Partial Identification (search for similar items in EconPapers)
JEL-codes: C31 C35 C36 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
https://mpra.ub.uni-muenchen.de/89785/1/MPRA_paper_89785.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/91828/1/MPRA_paper_91828.pdf revised version (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:89785
Access Statistics for this paper
More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().