Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/35200 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorHeckman, James Josephen
dc.contributor.authorUrzúa, Sergioen
dc.contributor.authorVytlacil, Edwarden
dc.date.accessioned2008-09-02-
dc.date.accessioned2010-07-07T11:34:46Z-
dc.date.available2010-07-07T11:34:46Z-
dc.date.issued2008-
dc.identifier.piurn:nbn:de:101:1-2008070206en
dc.identifier.urihttp://hdl.handle.net/10419/35200-
dc.description.abstractThis paper develops the method of local instrumental variables for models with multiple, unordered treatments when treatment choice is determined by a nonparametric version of the multinomial choice model. Responses to interventions are permitted to be heterogeneous in a general way and agents are allowed to select a treatment (e.g., participate in a program) with at least partial knowledge of the idiosyncratic response to the treatments. We define treatment effects in a general model with multiple treatments as differences in counterfactual outcomes that would have been observed if the agent faced different choice sets. We show how versions of local instrumental variables can identify the corresponding treatment parameters. Direct application of local instrumental variables identifies the marginal treatment effect of one option versus the next best alternative without requiring knowledge of any structural parameters from the choice equation or any large support assumptions. Using local instrumental variables to identify other treatment parameters requires either large support assumptions or knowledge of the latent index function of the multinomial choice model.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x3565en
dc.subject.jelC31en
dc.subject.ddc330en
dc.subject.keywordNonparametricen
dc.subject.keywordmultinomialen
dc.subject.keywordtreatment effectsen
dc.subject.stwInstrumentalvariablen-Schätzmethodeen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwMikroökonometrieen
dc.subject.stwTheorieen
dc.titleInstrumental variables in models with multiple outcomes: the general unordered case-
dc.type|aWorking Paperen
dc.identifier.ppn572105835en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

Files in This Item:
File
Size
240.27 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.