Estimating the Intensive Margin Effect in Panel Data Settings
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866918325456470016 |
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| author | Viviens, Javier |
| author_facet | Viviens, Javier |
| contents | Many policies operate through two different channels: the extensive margin (e.g., the decision to participate) and the intensive margin (e.g., the intensity of the response among participants). This paper develops a novel identification strategy to estimate the intensive margin effect in panel data settings. I adapt the Horowitz-Manski-Lee bounds to the Changes-in-Changes framework to partially identify both the average and quantile intensive margin treatment effects. Additionally, I explore how to leverage multiple sources of sample selection to relax the monotonicity assumption in the original Horowitz-Manski-Lee bounds, which may be of independent interest. Alongside the identification strategy, I present estimators and inference results. I illustrate the relevance of the proposed methodology by analyzing a job training program in Colombia. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_08614 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Estimating the Intensive Margin Effect in Panel Data Settings Viviens, Javier Econometrics Many policies operate through two different channels: the extensive margin (e.g., the decision to participate) and the intensive margin (e.g., the intensity of the response among participants). This paper develops a novel identification strategy to estimate the intensive margin effect in panel data settings. I adapt the Horowitz-Manski-Lee bounds to the Changes-in-Changes framework to partially identify both the average and quantile intensive margin treatment effects. Additionally, I explore how to leverage multiple sources of sample selection to relax the monotonicity assumption in the original Horowitz-Manski-Lee bounds, which may be of independent interest. Alongside the identification strategy, I present estimators and inference results. I illustrate the relevance of the proposed methodology by analyzing a job training program in Colombia. |
| title | Estimating the Intensive Margin Effect in Panel Data Settings |
| topic | Econometrics |
| url | https://arxiv.org/abs/2502.08614 |