Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects

Jean-Pierre Florens, James J. Heckman, Costas Meghir, Edward J. Vytlacil

NBER Working Paper No. 14002
Issued in May 2008
NBER Program(s):   TWP

We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity but, unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.

(211 K)

Published: J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects," Econometrica, Econometric Society, vol. 76(5), pages 1191-1206, 09.

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