The DOI matches its Crossref record; 73 of the 73 references it cites were found in a registry or an index.
Understanding Instrumental Variables in Models with Essential Heterogeneity
Abstract
This paper examines the properties of instrumental variables (IV) applied to models with essential heterogeneity, that is, models where responses to interventions are heterogeneous and agents adopt treatments (participate in programs) with at least partial knowledge of their idiosyncratic response. We analyze two-outcome and multiple-outcome models, including ordered and unordered choice models. We allow for transition-specific and general instruments. We generalize previous analyses by developing weights for treatment effects for general instruments. We develop a simple test for the presence of essential heterogeneity. We note the asymmetry of the model of essential heterogeneity: outcomes of choices are heterogeneous in a general way; choices are not. When both choices and outcomes are permitted to be symmetrically heterogeneous, the method of IV breaks down for estimating treatment parameters.
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Cites
The central role of the propensity score in observational studies for causal effects
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Sample Selection Bias as a Specification Error
Heckman, J. J. (1979) · Econometrica · doi:10.2307/1912352 · Cited by 28,779
Self-citationSpecification Tests in Econometrics
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Identification and estimation of local average treatment effects
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Matching As An Econometric Evaluation Estimator
Heckman, J. J., Ichimura, H., & Todd, P. (1998) · Review of Economic Studies · doi:10.1111/1467-937x.00044 · Cited by 3,807
Self-citationThe Estimation of Economic Relationships using Instrumental Variables
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Cited by
Recent Developments in the Econometrics of Program Evaluation
Imbens, G. W., & Wooldridge, J. M. (2009) · Journal of Economic Literature · doi:10.1257/jel.47.1.5 · Cited by 4,926
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test,
McCrary, J. (2008) · Journal of Econometrics · doi:10.1016/j.jeconom.2007.05.005 · Cited by 3,600
Controlling for endogeneity with instrumental variables in strategic management research
Bascle, G. (2008) · Strategic Organization · doi:10.1177/1476127008094339 · Cited by 1,133
The Economics of Human Development and Social Mobility
Heckman, J. J., & Mosso, S. (2014) · Annual Review of Economics · doi:10.1146/annurev-economics-080213-040753 · Cited by 940
Self-citationSocial Media, News Consumption, and Polarization: Evidence from a Field Experiment
Levy, R. (2021) · American Economic Review · doi:10.1257/aer.20191777 · Cited by 624
Metadata
- Authors
- Heckman, J. J., Urzua, S., & Vytlacil, E.
- Venue
- Review of Economics and Statistics
- Publisher
- MIT Press - Journals
- Published
- 2006-08
- Volume
- 88
- Issue
- 3
- Pages
- 389-432
- ISSN
- 0034-6535 (ISSN-L)
- 1530-9142
- OpenAlex
- W3125156328
- Cited by
- 874
- References
- 73
- FWCI
- 32.03
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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