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Modelling and Evaluating Treatment Effects in EconometricsInstrumental variables estimation of the average treatment effect in the correlated random coefficient model

Modelling and Evaluating Treatment Effects in Econometrics: Instrumental variables estimation of... [I propose a general framework for instrumental variables estimation of the average treatment effect in the correlated random coefficient model, focusing on the case where the treatment variable has some discreteness. The approach involves adding a particular function of the exogenous variables to a linear model containing interactions in observables, and then using instrumental variables for the endogenous explanatory variable. I show how the general approach applies to binary and Tobit treatment variables, including the case of multiple treatments.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Modelling and Evaluating Treatment Effects in EconometricsInstrumental variables estimation of the average treatment effect in the correlated random coefficient model

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Publisher
Emerald Group Publishing Limited
Copyright
Copyright © © Emerald Group Publishing Limited Emerald Publishing Limited. All Rights Reserved.
ISBN
978-0-7623-1380-8
Pages
93 –116
DOI
10.1016/S0731-9053(07)00004-7
Publisher site
See Chapter on Publisher Site

Abstract

[I propose a general framework for instrumental variables estimation of the average treatment effect in the correlated random coefficient model, focusing on the case where the treatment variable has some discreteness. The approach involves adding a particular function of the exogenous variables to a linear model containing interactions in observables, and then using instrumental variables for the endogenous explanatory variable. I show how the general approach applies to binary and Tobit treatment variables, including the case of multiple treatments.]

Published: Jan 1, 2008

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