Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/124942
Authors: 
Fricke, Hans
Frölich, Markus
Huber, Martin
Lechner, Michael
Year of Publication: 
2015
Series/Report no.: 
IZA Discussion Papers 9428
Abstract: 
This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for non-response/attrition, we identify the average treatment effect on compliers as well as the total population and suggest non- and semiparametric estimators. We apply the latter to a randomized experiment at a Swiss University in order to estimate the effect of gym training on students' self-assessed health. The treatment (gym training) and attrition are instrumented by randomized cash incentives paid out conditional on gym visits and by a cash lottery for participating in the follow-up survey, respectively.
Subjects: 
endogeneity
attrition
local average treatment effect
weighting
instrument
experiment
JEL: 
C14
C21
C23
C24
C26
Document Type: 
Working Paper

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