Resource title

Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

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Resource description

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.

Resource author

Markus Frölich

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Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/21341

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Adapt according to the presented license agreement and reference the original author.