Set-Valued Control Functions
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866917437783408640 |
|---|---|
| author | Han, Sukjin Kaido, Hiroaki |
| author_facet | Han, Sukjin Kaido, Hiroaki |
| contents | The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands the scope of the nonparametric control function approach by allowing the control function to be set-valued and derive sharp bounds on structural parameters. The proposed generalization accommodates a wide range of selection processes involving discrete endogenous variables, random coefficients, treatment selections with interference, and dynamic treatment selections. The framework also applies to partially observed or identified controls that are directly motivated from economic models. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_00347 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Set-Valued Control Functions Han, Sukjin Kaido, Hiroaki Econometrics The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands the scope of the nonparametric control function approach by allowing the control function to be set-valued and derive sharp bounds on structural parameters. The proposed generalization accommodates a wide range of selection processes involving discrete endogenous variables, random coefficients, treatment selections with interference, and dynamic treatment selections. The framework also applies to partially observed or identified controls that are directly motivated from economic models. |
| title | Set-Valued Control Functions |
| topic | Econometrics |
| url | https://arxiv.org/abs/2403.00347 |