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MTE with Misspecification

Julián Martínez-Iriarte, Pietro Emilio Spini

arXiv 22 Apr 2022 · Econometrics

arXiv:2204.10445 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and many of its functionals. Yet, we show that, when the propensity score is fully supported on the unit interval, it is still possible to restore identification of the MTE curve and its functionals with an appropriate re-weighting.

Citation extraction

10
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23
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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
1Heckman and Vytlacil (2001) Local Instrumental Variables0.87462100%
2Acerenza, Ban, and Kedagni (2021) Marginal Treatment Effects with Misclassified Treatment0.84333100%
3Heckman and Vytlacil (2005) Structural Equations, Treatment Effects, and Econometric Policy Evaluation0.81142100%
4Staiger and Stock (1997) Instrumental Variables Regression with Weak Instruments0.73732100%
5Possebom (2021) Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification0.64422100%
6Bjorklund and Moffitt (1987) The Estimation of Wage Gains and Welfare Gains in Self-Selection0.40511100%
7Briggs, Caplin, Leth-Petersen, Tonetti, and Violante (2020) Estimating Marginal Treatment Effects with Survey Instruments0.40511100%
8Hahn and Kuersteiner (2002) Discontinuities of weak instrument limiting distributions0.40511100%
9Mogstad and Torgovitsky (2018) Identification and Extrapolation of Causal Effects with Instrumental Variables0.40511100%
10Heckman, Urzua, and Vytlacil (2006) Understanding Instrumental Variables in Models with Essential Heterogeneity0.40511100%

Showing the top 10 of 10 scored citations.