Journal Article

Partial Identification in Triangular Systems of Equations With Binary Dependent Variables

Shaikh, Azeem M., Vytlacil, Edward J.

2011

Overview

This paper studies the special case of the triangular system of equations in Vytlacil and Yildiz (2007), where both dependent variables are binary but without imposing the restrictive support condition required by Vytlacil and Yildiz (2007) for identification of the average structural function (ASF) and the average treatment effect (ATE). Under weak regularity conditions, we derive upper and lower bounds on the ASF and the ATE. We show further that the bounds on the ASF and ATE are sharp under some further regularity conditions and an additional restriction on the support of the covariates and the instrument.

• Publisher: Blackwell Publishing Ltd,Econometric Society,Wiley-Blackwell
• Subject: Applications / average structural function / average treatment effect / binary dependent variable / Conditional probabilities / Covariance / Distribution / endogeneity / Estimation / Exact sciences and technology / Ganzzahlige Optimierung / General topology / Insurance, economics, finance / Mathematics / Mathematik / Model testing / Nonlinear algebraic and transcendental equations / Nonparametric models / NOTES AND COMMENTS / Numerical analysis / Numerical analysis. Scientific computation / Partial identification / Probability and statistics / Probability theory / Regression analysis / Sciences and techniques of general use / Significance tests / simultaneous equation model / Statistical models / Statistics / Theorie / threshold crossing model / Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds / weak separability / Wirkungsanalyse / Working papers