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Centre de Recherche en Économie et Statistique |  |
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Centre de Recherche en Économie et Statistique | |
| HAL: halshs-00699646, version 1 |
| Detailed view |  Export this paper |
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| Late Again with Defiers |
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| Clément De Chaisemartin 1, 2Xavier D'Haultfoeuille 3 |
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| (2012-05) |
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| We show that the Wald statistic still identifies a causal effect if instrument monotonicity is replaced by a weaker condition, which states that the potential propensities to be treated with or without the instrument should have the same distribution, conditional on potential outcomes. This holds for instance if the slippages between these potential propensities and the average propensity are independent of potential outcomes. In this framework, the Wald statistic identifies a LATE on a population which comprises both compliers and always takers. |
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| 1: | Ecole d'Économie de Paris - Paris School of Economics (EEP-PSE) |
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Ecole d'Économie de Paris |
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| 2: | Paris-Jourdan Sciences Economiques (PSE) |
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CNRS : UMR8545 – École des Hautes Études en Sciences Sociales [EHESS] – Ecole des Ponts ParisTech – Ecole normale supérieure de Paris - ENS Paris – Institut national de la recherche agronomique (INRA) |
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| 3: | Centre de Recherche en Économie et Statistique (CREST) |
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INSEE – École Nationale de la Statistique et de l'Administration Économique |
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| Subject | : | Humanities and Social Sciences/Economies and finances |
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| Instrumental Variables – Monotonicity – Defiers – Rank Invariance – Exchangeable random variables |
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| halshs-00699646, version 1 | |
| http://halshs.archives-ouvertes.fr/halshs-00699646 | |
| oai:halshs.archives-ouvertes.fr:halshs-00699646 | |
| From: Caroline Bauer | |
| Submitted on: Monday, 21 May 2012 14:13:26 | |
| Updated on: Thursday, 24 May 2012 11:12:25 | |
