A triangular treatment effect model with random coefficients in the selection equation

Eric Gautier and Stefan Hoderlein

No 15-598, TSE Working Papers from Toulouse School of Economics (TSE)

Abstract: This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treat- ment 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 (search for similar items in EconPapers)
Date: 2011-09, Revised 2015-08-25
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (20)

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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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Persistent link: https://EconPapers.repec.org/RePEc:tse:wpaper:29656

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