Trimming for Bounds on Treatment Effects with Missing Outcomes

David S. Lee

No 277, NBER Technical Working Papers from National Bureau of Economic Research, Inc

Abstract: Empirical researchers routinely encounter sample selection bias whereby 1) the regressor of interest is assumed to be exogenous, 2) the dependent variable is missing in a potentially non-random manner, 3) the dependent variable is characterized by an unbounded (or very large) support, and 4) it is unknown which variables directly affect sample selection but not the outcome. This paper proposes a simple and intuitive bounding procedure that can be used in this context. The proposed trimming procedure yields the tightest bounds on average treatment effects consistent with the observed data. The key assumption is a monotonicity restriction on how the assignment to treatment effects selection -- a restriction that is implicitly assumed in standard formulations of the sample selection problem.

JEL-codes: C10 C24 (search for similar items in EconPapers)
Date: 2002-06
New Economics Papers: this item is included in nep-ecm
Note: TWP
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Citations: View citations in EconPapers (44)

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