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Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity

Tadao Hoshino, Takahide Yanagi

arXiv 27 Jan 2020 · Econometrics · publishedJournal of Causal Inference (2022) · 3 citations (OpenAlex)

arXiv:2001.09560 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which the treatment choice and outcome equations can be heterogeneous across groups. Under the availability of instrumental variables specific to each group, we show that the MTE for each group can be separately identified. Based on our identification result, we propose a two-step semiparametric procedure for estimating the group-wise MTE. We illustrate the usefulness of the proposed method with an application to economic returns to college education.

Citation extraction

42
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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
1Imbens, G.W. and Angrist, J.D (1994) Identification and estimation of local average treatment effects1.00053100%
2Heckman, J.J. and Vytlacil, E.J (2005) Structural equations, treatment effects, and econometric policy evaluation0.87452100%
3Heckman, J.J. and Vytlacil, E.J (1999) Local instrumental variables and latent variable models for identifying and bounding treatment effects0.81142100%
4Mogstad, M., Torgovitsky, A., and Walters, C.R (2020) a0.81142100%
5Kitamura, Y. and Laage, L (2018) Nonparametric analysis of finite mixtures0.64422100%
6McLachlan, G. and Peel, D (2004) Finite Mixture Models0.64422100%
7Mogstad, M. and Torgovitsky, A (2018) Identification and extrapolation of causal effects with instrumental variables0.64422100%
8Hoshino, T. and Yanagi, T (2021) Treatment effect models with strategic interaction in treatment decisions self0.6308325%
9Chen, X. and Christensen, T.M (2015) Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions0.5112250%
10Lee, S. and Salanié, B (2018) Identifying effects of multivalued treatments0.51121100%

Showing the top 10 of 43 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
1Treatment Effect Models with Strategic Interaction in Treatment Decisions0.40511
2Uniform Confidence Band for Marginal Treatment Effect Function0.40511