Partial Identification of Population Average and Quantile Treatment Effects in Observational Data Under Sample Selection

58 Pages Posted: 4 Jan 2019 Last revised: 3 Jun 2019

See all articles by Dimitris Christelis

Dimitris Christelis

Adam Smith Business School, University of Glasgow; Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II; Center for Financial Studies (CFS); Netspar

Julian Messina

Inter-American Development Bank (IDB) - Research Department

Date Written: March 14, 2019

Abstract

We partially identify population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. We provide bounds both for the average and the quantile population treatment effects, combining assumptions for the selected and the non-selected subsamples. We show how different assumptions help narrow identification regions, and illustrate our methods by partially identifying the effect of maternal education on the 2015 PISA math test scores in Brazil. We find that while sample selection increases considerably the uncertainty around the effect of maternal education, it is still possible to calculate informative identification regions.

Keywords: Sample Selection, Population Treatment Effects, Partial Identification, Bounds, Observational Data, PISA, Brazil

JEL Classification: C21, C24, I2

Suggested Citation

Christelis, Dimitrios and Messina, Julian, Partial Identification of Population Average and Quantile Treatment Effects in Observational Data Under Sample Selection (March 14, 2019). Available at SSRN: https://ssrn.com/abstract=3304374 or http://dx.doi.org/10.2139/ssrn.3304374

Dimitrios Christelis (Contact Author)

Adam Smith Business School, University of Glasgow ( email )

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Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II ( email )

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Center for Financial Studies (CFS) ( email )

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Netspar ( email )

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Julian Messina

Inter-American Development Bank (IDB) - Research Department ( email )

1300 New York Ave., NW
Washington, DC 20577
United States

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