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Title:Nonparametric IV Estimation of Local Average Treatment Effects with Covariates PDF Logo
Authors:Frölich, Markus
Issue Date:2002
Series/Report no.:IZA Discussion paper series 588
Abstract: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.
Subjects:instrumental variables
LATE
evaluation
treatment effect
matching
unobserved heterogeneity
JEL:C13
C14
Document Type:Working Paper
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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