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Inference on LATEs with covariates

Tom Boot, Didier Nibbering

arXiv 20 Feb 2024 · Econometrics

arXiv:2402.12607 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In theory, two-stage least squares (TSLS) identifies a weighted average of covariate-specific local average treatment effects (LATEs) from a saturated specification, without making parametric assumptions on how available covariates enter the model. In practice, TSLS is severely biased as saturation leads to a large number of control dummies and an equally large number of, arguably weak, instruments. This paper derives asymptotically valid tests and confidence intervals for the weighted average of LATEs that is targeted, yet missed by saturated TSLS. The proposed inference procedure is robust to unobserved treatment effect heterogeneity, covariates with rich support, and weak identification. We find LATEs statistically significantly different from zero in applications in criminology, finance, health, and education.

Citation extraction

45
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110
in-text mentions
45
distinct cited
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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
1Blandhol, C., J. Bonney, M. Mogstad, and A. Torgovitsky (2022) When is TSLS actually LATE?1.000104100%
2Chao, J. C., N. R. Swanson, and T. Woutersen (2023) Jackknife estimation of a cluster-sample IV regression model with many weak instruments1.00064100%
3Evdokimov, K. S. and M. Kolesár (2018) Inference in instrumental variables analysis with heterogeneous treatment effects1.00064100%
4Card, D (1995) Using geographic variation in college proximity to estimate the return to schooling1.00063100%
5Lee, S (2018) A consistent variance estimator for 2SLS when instruments identify different LATEs1.00063100%
6Mikusheva, A. and L. Sun (2022) Inference with many weak instruments1.00053100%
7Bekker, P. A (1994) Alternative approximations to the distributions of instrumental variable estimators0.92843100%
8Crudu, F., G. Mellace, and Z. Sándor (2021) Inference in instrumental variable models with heteroskedasticity and many instruments0.84333100%
9Imbens, G. W. and J. D. Angrist (1994) Identification and estimation of local average treatment effects0.84333100%
10Kolesár, M (2013) Estimation in an instrumental variables model with treatment effect heterogeneity0.84333100%

Showing the top 10 of 45 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
1Inference with Many Weak Instruments and Heterogeneity0.81142
2A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions0.73732
3Cluster-Robust Inference for Quadratic Forms0.64422
4Robust Inference with High-Dimensional Instruments0.51121
5Identification-robust inference for the LATE with high-dimensional covariates0.40511
6Wild Bootstrap Inference for Linear Regressions with Many Covariates0.40511
7An Improved Inference for IV Regressions0.40511