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Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects

We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike alternat...

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Published in:Econometrica 2008-09, Vol.76 (5), p.1191-1206
Main Authors: Florens, J. P., Heckman, J. J., Meghir, C., Vytlacil, E.
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Language:English
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container_issue 5
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container_title Econometrica
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creator Florens, J. P.
Heckman, J. J.
Meghir, C.
Vytlacil, E.
description We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.
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source EconLit s plnými texty; International Bibliography of the Social Sciences (IBSS); Wiley; JSTOR Archival Journals and Primary Sources Collection
subjects Applications
Coefficients
Continuous treatment models
Continuous treatments
control function
Econometric models
Econometrics
Economic models
Effects
endogenous treatments
Estimators
Exact sciences and technology
heterogeneous treatment effects
identification
Instrumental variables
Instrumental variables estimation
Insurance, economics, finance
Logical givens
Mathematical analysis
Mathematical functions
Mathematics
Modeling
Nonparametric models
nonseparable models
Notes and Comments
Polynomials
Probability and statistics
Real functions
Regression analysis
Scalars
Sciences and techniques of general use
Statistics
Stochastic models
Studies
title Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
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