Nonparametric IV estimation of local average treatment effects with covariates
Type
discussion paper
Date Issued
2002-01-01
Author(s)
Froelich, Markus
Abstract
IZA Diskussionspapier 588#### In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the identification of average treatment effects in other nonparametric instrumental variable models. Including covariates in the estimation of LATE is necessary when the instrumental variable itself is endogenous (e.g. when the instrument is self-selected). However, all previous approaches to handle covariates in the estimation of LATE rely on parametric or semiparametric methods. In this paper, a nonparametric estimator for the estimation of LATE with covariates is suggested that is root-n asymptotically normal and efficient. Download Discussion Paper: (pdf, 819 kb)
Funding(s)
Language
English
Keywords
Instrumental variables
HSG Classification
contribution to scientific community
Refereed
No
Subject(s)
Division(s)
Eprints ID
15667
File(s)![Thumbnail Image]()
open.access
Name
IZA_588.pdf
Size
818.73 KB
Format
Adobe PDF
Checksum (MD5)
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