arXiv 28 Aug 2020 · Econometrics
arXiv:2008.12720 · PDF · DOI · OpenAlex · Extracted main text
Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects. This paper generalizes Lee bounds to allow the sign of this effect to be identified by pretreatment covariates, relaxing the standard (unconditional) monotonicity to its conditional analog. Asymptotic theory for generalized Lee bounds is proposed in low-dimensional smooth and high-dimensional sparse designs. The paper also generalizes Lee bounds to accommodate multiple outcomes. Focusing on JobCorps job training program, I first show that unconditional monotonicity is unlikely to hold, and then demonstrate the use of covariates to tighten the bounds.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Belloni, A. and Chernozhukov, V (2011) $_1$-penalized quantile regression in high-dimensional sparse models | 1.000 | 5 | 3 | 100% |
| 2 | Newey, W (1994) The asymptotic variance of semiparametric estimators | 0.928 | 4 | 3 | 100% |
| 3 | Lee, D (2009) Training, wages, and sample selection: Estimating sharp bounds on treatment effects | 0.903 | 19 | 4 | 74% |
| 4 | Belloni, A., Chernozhukov, V., Fernandez-Val, I., and Hansen, C (2017) Program evaluation and causal inference with high-dimensional data | 0.874 | 5 | 2 | 100% |
| 5 | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C… (2018) Double/debiased machine learning for treatment and structural parameters | 0.843 | 4 | 3 | 75% |
| 6 | Olma, T (2021) Nonparametric estimation of truncated conditional expectation functions | 0.843 | 3 | 3 | 100% |
| 7 | Beresteanu, A. and Molinari, F (2008) Asymptotic properties for a class of partially identified models | 0.737 | 5 | 2 | 60% |
| 8 | Bontemps, C., Magnac, T., and Maurin, E (2012) Set identified linear models | 0.737 | 5 | 2 | 60% |
| 9 | Schochet, P. Z., Burghardt, J., and McConnell, S (2008) Does job corps work? impact findings from the national job corps study | 0.737 | 3 | 3 | 67% |
| 10 | Robins, J. and Rotnitzky, A (1995) Semiparametric efficiency in multivariate regression models with missing data | 0.737 | 3 | 2 | 100% |
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