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On Heckits, LATE, and Numerical Equivalence

Patrick Kline, Christopher R. Walters

arXiv 19 Jun 2017 · Statistics — Methodology · publishedEconometrica (2019) · 42 citations (OpenAlex)

arXiv:1706.05982 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Structural econometric methods are often criticized for being sensitive to functional form assumptions. We study parametric estimators of the local average treatment effect (LATE) derived from a widely used class of latent threshold crossing models and show they yield LATE estimates algebraically equivalent to the instrumental variables (IV) estimator. Our leading example is Heckman's (1979) two-step ("Heckit") control function estimator which, with two-sided non-compliance, can be used to compute estimates of a variety of causal parameters. Equivalence with IV is established for a semi-parametric family of control function estimators and shown to hold at interior solutions for a class of maximum likelihood estimators. Our results suggest differences between structural and IV estimates often stem from disagreements about the target parameter rather than from functional form assumptions per se. In cases where equivalence fails, reporting structural estimates of LATE alongside IV provides a simple means of assessing the credibility of structural extrapolation exercises.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Brinch, C. N., M. Mogstad, and M. Wiswall (2017) Beyond LATE with a discrete instrument1.00055100%
2Imbens, G. W. and J. D. Angrist (1994) Identification and estimation of local average treatment effects1.00053100%
3Heckman, J. J (1979) Sample selection bias as a specification error0.92843100%
4Angrist, J. D. and J.-S. Pischke (2009) Mostly Harmless Econometrics: An Empiricist's Companion0.84333100%
5Vytlacil, E (2002) Independence, monotonicity, and latent index models: an equivalence result0.73732100%
6Angrist, J. D (2004) Treatment effect heterogeneity in theory and practice0.64422100%
7Balke, A. and J. Pearl (1997) Bounds on treatment effects from studies with imperfect compliance0.64422100%
8Bjorklund, A. and R. Moffitt (1987) The estimation of wage gains and welfare gains in self-selection models0.64422100%
9Blundell, R. and R. L. Matzkin (2014) Control functions in nonseparable simultaneous equations models0.64422100%
10Heckman, J. J (1976) The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimato…0.64422100%

Showing the top 10 of 52 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Extrapolating LATE with Weak IVs0.84343
2Reinterpreting demand estimation0.58531
3Set-Valued Control Functions0.51121
4The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates0.40511
5Efficient Covariate Balancing for the Local Average Treatment Effect0.40511
62007.081060.40511
7Generalized Lee Bounds0.40511
8Sharp Bounds in the Latent Index Selection Model0.40511
9Identification in Multiple Treatment Models under Discrete Variation0.40511
10Treatment Evaluation at the Intensive and Extensive Margins0.40511