Denis Chetverikov, Jinyong Hahn, Zhipeng Liao, Shuyang Sheng
arXiv 16 Dec 2023 · Econometrics
arXiv:2312.10333 · PDF · DOI · OpenAlex · Extracted main text
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatment variable and the corresponding instrument are binary. Our novel estimators are as easy to compute as the 2SLS estimator but have an advantage over the 2SLS estimator in terms of causal interpretability. In particular, in certain cases where the probability limits of both our estimators and the 2SLS estimator take the form of weighted-average treatment effects, our estimators are guaranteed to yield non-negative weights whereas the 2SLS estimator is not.
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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 | Blandhol, Bonney, Mogstad and Torgovitsky (2022) When is TSLS actually LATE? | 1.000 | 7 | 4 | 100% |
| 2 | Dube and Harish (2020) Queens | 0.874 | 11 | 2 | 100% |
| 3 | Angrist, Bettinger, Bloom, King and Kremer (2002) Vouchers for Private Schooling in Colombia: Evidence from a Randomized Natural Experiment | 0.874 | 8 | 2 | 100% |
| 4 | Angrist and Evans (1998) Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size | 0.874 | 8 | 2 | 100% |
| 5 | Imbens and Angrist (1994) Identification and estimation of local average treatment effects | 0.737 | 3 | 2 | 100% |
| 6 | Abadie (2003) Semiparametric instrumental variable estimation of treatment response models | 0.644 | 2 | 2 | 100% |
| 7 | Belloni, Chernozhukov, Fernandez-Val and Hansen (2017) Program evaluation and causal inference with high-dimensional data | 0.644 | 2 | 2 | 100% |
| 8 | Kolesar (2013) Estimation in an instrumental variables model with treatment effect heterogeneity | 0.644 | 2 | 2 | 100% |
| 9 | Sloczynski (2020) When should we (not) interpret linear IV estimands as LATE? | 0.644 | 2 | 2 | 100% |
| 10 | Angrist and Pischke (2009) Mostly harmless econometric: an empiricist's companion | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 22 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Potential weights and implicit causal designs in linear regression | 0.405 | 1 | 1 |