NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis

Azeem Shaikh, Edward Vytlacil

NBER Technical Working Paper No. 307
Issued in May 2005
NBER Program(s):   TWP

This paper considers the evaluation of the average treatment effect of a binary endogenous regressor on a binary outcome when one imposes a threshold crossing model on both the endogenous regressor and the outcome variable but without imposing parametric functional form or distributional assumptions. Without parametric restrictions, the average effect of the binary endogenous variable is not generally point identified. This paper constructs sharp bounds on the average effect of the endogenous variable that exploit the structure of the threshold crossing models and any exclusion restrictions. We also develop methods for inference on the resulting bounds.

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