Local average and quantile treatment effects under endogeneity: A review

M Huber, K Wüthrich - Journal of Econometric Methods, 2019 - degruyter.com
This paper provides a review of methodological advancements in the evaluation of
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …

A test for instrument validity

T Kitagawa - Econometrica, 2015 - Wiley Online Library
This paper develops a specification test for instrument validity in the heterogeneous
treatment effect model with a binary treatment and a discrete instrument. The strongest …

Instrumental variables, local instrumental variables and control functions

JP Florens, J Heckman, C Meghir, E Vytlacil - 2002 - econstor.eu
We consider the identification of the average treatment effect in models with continuous
endogenous variables whose impact is heterogeneous. We derive a testable restriction that …

Profiling compliers and noncompliers for instrumental-variable analysis

M Marbach, D Hangartner - Political Analysis, 2020 - cambridge.org
Instrumental-variable (IV) estimation is an essential method for applied researchers across
the social and behavioral sciences who analyze randomized control trials marred by …

Using instrumental variables for inference about policy relevant treatment parameters

M Mogstad, A Santos, A Torgovitsky - Econometrica, 2018 - Wiley Online Library
We propose a method for using instrumental variables (IV) to draw inference about causal
effects for individuals other than those affected by the instrument at hand. Policy relevance …

Using instrumental variable estimation to evaluate randomized experiments with imperfect compliance.

FL Huang - Practical Assessment, Research & Evaluation, 2018 - ERIC
Among econometricians, instrumental variable (IV) estimation is a commonly used
technique to estimate the causal effect of a particular variable on a specified outcome …

Replicating experimental impact estimates with nonexperimental methods in the context of control-group noncompliance

B Gill, J Furgeson, H Chiang, B Teh… - Statistics and Public …, 2016 - Taylor & Francis
ABSTRACT A growing literature on within-study comparisons (WSC) examines whether and
in what context nonexperimental methods can successfully replicate the results of …

Identification of treatment effects on the treated with one-sided non-compliance

M Frölich, B Melly - Econometric Reviews, 2013 - Taylor & Francis
Traditional instrumental variable estimators do not generally estimate effects for the treated
population but for the unobserved population of compliers. On the other hand, when there is …

Instrumental variables for binary treatments with heterogenous treatment effects: A simple exposition

A Manning - Contributions in Economic Analysis & Policy, 2004 - degruyter.com
This note provides a simple exposition of what IV can and cannot estimate in a model with
binary treatment variable and heterogenous treatment effects. It shows how linear IV is …

Efficient covariate balancing for the local average treatment effect

P Heiler - Journal of Business & Economic Statistics, 2022 - Taylor & Francis
This article develops an empirical balancing approach for the estimation of treatment effects
under two-sided noncompliance using a binary instrumental variable. The method weighs …