Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments
处理评估中的内生性与无应答偏差:借助工具变量非参数识别因果效应
Summary This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non‐response bias, based on two instrumental variables. Using a discrete instrument for the treatment and an instrument with rich (in general continuous) support for non‐response/attrition, we identify the average treatment effect on compliers as well as the total population under the assumption of additive separability of observed…