Identification of treatment effects on the treated with one-sided non-compliance

Citation
Frolich, Markus et Melly, Blaise, Identification of treatment effects on the treated with one-sided non-compliance, Econometric reviews , 32(3), 2013, pp. 384-414
Journal title
ISSN journal
07474938
Volume
32
Issue
3
Year of publication
2013
Pages
384 - 414
Database
ACNP
SICI code
Abstract
Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. On the other hand, when there is one-sided non-compliance, they do identify effects for the treated because the populations of treated and compliers are identical in this case. However, this property is lost when covariates are included in the model. In this case, we show that the effects for the treated are still identified but require modified estimators. We consider both average and quantile treatment effects and allow the instrument to be discrete or continuous.