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Lee Bounds with a Continuous Treatment in Sample Selection

Ying-Ying Lee, Chu-An Liu

arXiv 6 Nov 2024 · Econometrics

arXiv:2411.04312 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcomes and their observability (e.g., employment or survey responses). We generalized the widely used Lee (2009)'s bounds for binary treatment effects. Our key innovation is a sufficient treatment values assumption that imposes weak restrictions on selection heterogeneity and is implicit in separable threshold-crossing models, including monotone effects on selection. Our double debiased machine learning estimator enables nonparametric and high-dimensional methods, using covariates to tighten the bounds and capture heterogeneity. Applications to Job Corps and CCC program evaluations reinforce prior findings under weaker assumptions.

Citation extraction

57
references
131
in-text mentions
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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
1Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W… (2018) Double/debiased machine learning for treatment and structural parameters1.00063100%
2Aizer, A., N. Early, S. Eli, G. Imbens, K. Lee, A. Lleras-Muney, and… (2024) The lifetime impacts of the new deal's youth employment program0.9507386%
3Lee, D (2009) Training, wages, and sample selection: Estimating sharp bounds on treatment effects0.94419584%
4Colangelo, K. and Y.-Y. Lee (2025) Double debiased machine learning nonparametric inference with continuous treatments0.93316581%
5Flores, C. A., A. Flores-Lagunes, A. Gonzalez, and T. C. Neumann (2012) Estimating the effects of length of exposure to instruction in a training program: The case of Job Corps0.92843100%
6Semenova, V (2024) Generalized Lee bounds0.87452100%
7Chen, J. and J. Roth (2023) Logs with zeros? some problems and solutions0.84333100%
8Vytlacil, E (2002) Independence, monotonicity, and latent index models: An equivalence result0.81142100%
9Hsu, Y.-C., M. Huber, Y.-Y. Lee, and C.-A. Liu (2023) Testing monotonicity of mean potential outcomes in a continuous treatment with high-dimensional data0.7373367%
10DiNardo, J., J. Matsudaira, J. McCrary, and L. Sanbonmatsu (2021) A practical proactive proposal for dealing with attrition: Alternative approaches and an empirical example0.73732100%

Showing the top 10 of 57 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
1Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity0.51121
2Conformalized Lee Inference: Distribution-Free Individual Treatment Effect Intervals under Monotone Sample Selection0.51121
3Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments0.40511
4Estimating the Intensive Margin Effect in Panel Data Settings0.40511
5Lee bounds for random objects0.40511
6Adaptive Estimation of Aggregated Values of Conditional Linear Programs0.40511