TY  - RPRT
        AU  - Fricke, Hans
AU  - Frölich, Markus
AU  - Huber, Martin
AU  - Lechner, Michael
        TI  - Endogeneity and Non-Response Bias in Treatment Evaluation: Nonparametric Identification of Causal Effects by Instruments
        PY  - 2015/Oct/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 9428
        UR  - https://www.iza.org/index.php/publications/dp9428
        AB  - This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for non-response/attrition, we identify the average treatment effect on compliers as well as the total population and suggest non- and semiparametric estimators. We apply the latter to a randomized experiment at a Swiss University in order to estimate the effect of gym training on students' self-assessed health. The treatment (gym training) and attrition are instrumented by randomized cash incentives paid out conditional on gym visits and by a cash lottery for participating in the follow-up survey, respectively.
        KW  - instrument
KW  - weighting
KW  - local average treatment effect
KW  - attrition
KW  - endogeneity
KW  - experiment
        ER  -