TY  - JOUR
AU  - Shaikh,Azeem
AU  - Vytlacil,Edward
TI  - Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
JF  - National Bureau of Economic Research Technical Working Paper Series
VL  - No. 307
PY  - 2005
Y2  - May 2005
UR  - http://www.nber.org/papers/t0307
L1  - http://www.nber.org/papers/t0307.pdf
N1  - Author contact info:
Azeem Shaikh
Department of Economics
University of Chicago
1126 E. 59th Street
Chicago  IL  60637
E-Mail: amshaikh@uchicago.edu

Edward J. Vytlacil
Department of Economics
Yale University
Box 208281
New Haven, CT 06520-8281
Tel: 203/432-3244
Fax: 203/432-6167
E-Mail: edward.vytlacil@yale.edu
AB  - 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.
ER  -