Endogeneity and non-response bias in treatment evaluation – nonparametric identification of causal effects by instruments
- Fricke, Hans Amazon, San Francisco
- Frölich, Markus Department of Economics University of Mannheim Germany
- Huber, Martin Department of Economics University of Fribourg Switzerland
- Lechner, Michael Department of Economics University of St. Gallen Switzerland
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11.03.2020
Published in:
- Journal of Applied Econometrics. - 2020, p. 481-504
English
This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, based on two instrumental variables. Using a discrete instrument for the treatment and an instrument with rich (in general continuous) support for non-response/attrition, we identify the average treatment effect on compliers as well as the total population under the assumption of additive separability of observed and unobserved variables affecting the outcome. We suggest non- and semiparametric estimators and apply the latter to assess the treatment effect of gym training, which is instrumented by a randomized cash incentive paid out conditional on visiting the gym, on self-assessed health among students at a Swiss university. The measurement of health is prone to non-response, which is instrumented by a cash lottery for participating in the follow-up survey.
- Faculty
- Faculté des sciences économiques et sociales et du management
- Department
- Département d'économie politique
- Language
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- English
- Classification
- Economics
- License
- License undefined
- Identifiers
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- RERO DOC 330173
- DOI 10.1002/jae.2764
- Persistent URL
- https://folia.unifr.ch/unifr/documents/309224
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