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Treatment effects in sample selection models and their nonparametric estimation

Lee, Myoung-Jae


In a sample-selection model with the 'selection' variable Q and the 'outcome' variable Y*, Y* is observed only when Q=1. For a treatment D affecting both Q and Y*, three effects are of interest: 'participation' (i.e., the selection) effect of D on Q, 'visible performance' (i.e., the observed outcome) effect of D on Y≡QY*, and 'invisible performance' (i.e., the latent outcome) effect of D on Y*. This paper shows the conditions under which the three effects are identified, respectively, by the...[Show more]

CollectionsANU Research Publications
Date published: 2012
Type: Journal article
Source: Journal of Econometrics
DOI: 10.1016/j.jeconom.2011.09.018


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