TY - JOUR
T1 - Nonparametric inference for counterfactual means
T2 - Bias-correction, confidence sets, and weak IV
AU - Fan, Yanqin
AU - Park, Sang Soo
N1 - Funding Information:
The first version of this paper was completed during Fan’s visit to the Forschungsinstitut für Mathematik at the Eidgenössische Technische Hochschule Zürich in November 2007. Fan is grateful to Paul Embrechts for arranging her visit. Park acknowledges financial support from Korea University ’s research grant.
Copyright:
Copyright 2017 Elsevier B.V., All rights reserved.
PY - 2014/1
Y1 - 2014/1
N2 - This paper supplements Manski (1990) and Manski and Pepper (2000) and contributes to the literature by introducing the concept of weak IV for the partially identified mean counterfactual outcomes when an instrumental variable (IV) or a monotone instrumental variable (MIV) is available (IV or MIV assumption respectively); developing asymptotically uniformly valid confidence sets for the counterfactual mean outcomes and average treatment effects under the assumptions; correcting biases of estimates of bounds on the counterfactual mean outcomes under the assumptions. We apply the confidence sets to further examining the effect of family intactness on a child's high school graduation originally studied in Manski et al. (1992).
AB - This paper supplements Manski (1990) and Manski and Pepper (2000) and contributes to the literature by introducing the concept of weak IV for the partially identified mean counterfactual outcomes when an instrumental variable (IV) or a monotone instrumental variable (MIV) is available (IV or MIV assumption respectively); developing asymptotically uniformly valid confidence sets for the counterfactual mean outcomes and average treatment effects under the assumptions; correcting biases of estimates of bounds on the counterfactual mean outcomes under the assumptions. We apply the confidence sets to further examining the effect of family intactness on a child's high school graduation originally studied in Manski et al. (1992).
KW - Average treatment effect
KW - Counterfactual mean outcome
KW - Kernel estimation
KW - Partial identification
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U2 - 10.1016/j.jeconom.2013.08.005
DO - 10.1016/j.jeconom.2013.08.005
M3 - Article
AN - SCOPUS:84889649874
VL - 178
SP - 45
EP - 56
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
IS - PART 1
ER -