What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
2013 ◽
Vol 103
(3)
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pp. 557-562
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Keyword(s):
We compare nonparametric instrumental variables (IV) models with linear models and 2SLS methods when dependent variables are discrete. A 2SLS method can deliver a consistent estimator of a Local Average Treatment Effect but is not informative about other treatment effect parameters. The IV models set identify a range of interesting structural and treatment effect parameters. We give set identification results for a counterfactual probability and an Average Treatment Effect in a IV binary threshold crossing model. We illustrate using data on female employment and family size (employed by Joshua Angrist and William Evans (1998)) and compare with their LATE estimates.
2018 ◽
Vol 238
(3-4)
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pp. 243-293
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2012 ◽
Vol 29
(4)
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pp. 477-541
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2014 ◽
Vol 77
(2)
◽
pp. 373-396
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2017 ◽
Vol 99
(2)
◽
pp. 305-313
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2016 ◽
Vol 43
(4)
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pp. 978-995
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