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Multivalued treatment models have only been studied so far under restrictive assumptions: ordered choice, or more recently unordered monotonicity. We show how marginal treatment effects can be identified in a more general class of models. Our results rely on two main assumptions: treatment assignment must be a measurable function of threshold-crossing rules; and enough continuous instruments must be available. On the other hand, we do not require any kind of monotonicity condition. We illustrate our approach on several commonly used models; and we also discuss the identification power of discrete instruments.
Authors
Research Fellow Columbia University
Sokbae is an IFS Research Fellow and a Professor at Columbia University, with an interest in Econometrics, Applied Microeconomics and Statistics.
Professor of Economics Columbia
Working Paper details
- DOI
- 10.1920/wp.cem.2015.7215
- Publisher
- Institute for Fiscal Studies
Suggested citation
Lee, S and Salanie, B. (2015). Identifying effects of multivalued treatments. London: Institute for Fiscal Studies. Available at: https://ifs.org.uk/publications/identifying-effects-multivalued-treatments-0 (accessed: 18 May 2024).
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