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Identification of multi-valued treatment effects with unobserved heterogeneity

Koki Fusejima

arXiv 9 Oct 2020 · Econometrics · publishedJournal of Econometrics (2023)

arXiv:2010.04385 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for multi-valued discrete treatments and instruments, and our identification condition has a clear economic interpretation. In addition, we identify the local treatment effects in multi-valued treatment settings and derive closed-form expressions of the identified treatment effects. We provide examples to illustrate the usefulness of our result.

Citation extraction

44
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appendix boundary found by appendix_command · 49% of the source is main text. Read the extracted text to check this.

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
1Mountjoy, J (2022) Community colleges and upward mobility1.000143100%
2Vuong, Q. and H. Xu (2017) Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity1.00094100%
3Heckman, J. J. and R. Pinto (2018) Unordered Monotonicity1.00084100%
4Pinto, R (2022) Beyond Intention to Treat: Using the Incentives in Moving to Opportunity to Identify Neighborhood Effects, UCLA, unpublished man…1.00073100%
5Kirkeboen, L. J., E. Leuven, and M. Mogstad (2016) Field of Study, Earnings, and Self-Selection1.00063100%
6Imbens, G. W. and J. D. Angrist (1994) Identification and Estimation of Local Average Treatment Effects1.00053100%
7Wüthrich, K (2019) A closed-form estimator for quantile treatment effects with endogeneity0.9507586%
8Chernozhukov, V. and C. Hansen (2005) An IV Model of Quantile Treatment Effects0.86932766%
9Chesher, A (2005) Nonparametric identification under discrete variation0.58531100%
10Heckman, J. J., S. Urzua, and E. Vytlacil (2006) Understanding Instrumental Variables in Models with Essential Heterogeneity0.51121100%

Showing the top 10 of 44 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 Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect Toshiki Tsuda Yale University0.40511
2On the falsification of instrumental variable models for heterogeneous treatment effects0.40511