EconBase
← All papers

Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity

Yingying Dong, Phillip Heiler

arXiv 8 Jun 2026 · Econometrics

arXiv:2606.09223 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper provides partial identification and inference for treatment effects in nonparametric sample selection models with endogenous treatment and (weak) sample selection monotonicity. Outcomes are observed only for a non-randomly selected subsample and treatment is endogenous because of noncompliance with assignment. The proposed bounds for intensive margin treatment effects among compliers are sharp and tighter than those of Chen and Flores (2015). For inference, we develop semiparametrically efficient orthogonal moments and a debiased machine learning procedure that permits valid root-$n$ inference under high-dimensional covariates and/or flexible functional forms. Simulation results indicate good finite sample performance. Applications to Job Corps and the Oregon Health Insurance Experiment show that the method can deliver substantially tighter effect bounds and confidence intervals than existing alternatives.

Citation extraction

50
references
151
in-text mentions
50
distinct cited
6
self-citations
14,358
main-text words

appendix boundary found by appendix_command · 43% 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
1Heiler, Phillip (2024) Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Pol… self0.9416483%
2Huber, Martin and Mellace, Giovanni (2015) Sharp bounds on causal effects under sample selection0.92843100%
3Phillip Heiler and Asbjørn Kaufmann and Bezirgen Veliyev (2024) Treatment Evaluation at the Intensive and Extensive Margins self0.91613677%
4Vira Semenova (2025) Generalized Lee bounds0.9098675%
5Lee, David S (2009) Training, wages, and sample selection: Estimating sharp bounds on treatment effects0.88316569%
6Chen, Xuan and Flores, Carlos A (2015) Bounds on treatment effects in the presence of sample selection and noncompliance: the wage effects of job corps0.87412667%
7Stoye, Jörg (2020) A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters0.8746467%
8Frölich, Markus (2007) Nonparametric IV Estimation of Local Average Treatment Effects with Covariates0.8434475%
9Zhang, Junni L and Rubin, Donald B (2003) Estimation of causal effects via principal stratification when some outcomes are truncated by “death”0.81142100%
10Chernozhukov, Victor and Lee, Sokbae and Rosen, Adam M (2013) Intersection Bounds: Estimation and Inference0.7373367%

Showing the top 10 of 50 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
1Conformalized Lee Inference: Distribution-Free Individual Treatment Effect Intervals under Monotone Sample Selection0.51121