TY  - RPRT
        AU  - Frölich, Markus
        TI  - Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
        PY  - 2002/Sep/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 588
        UR  - https://www.iza.org/publications/dp588
        AB  - In this paper nonparametric instrumental variable estimation of local average treatment
effects (LATE) is extended to incorporate confounding covariates. Estimation of local average
treatment effects is appealing since their identification relies on much weaker assumptions
than the identification of average treatment effects in other nonparametric instrumental
variable models. Including covariates in the estimation of LATE is necessary when the
instrumental variable itself is endogenous (e.g. when the instrument is self-selected).
However, all previous approaches to handle covariates in the estimation of LATE rely on
parametric or semiparametric methods. In this paper, a nonparametric estimator for the
estimation of LATE with covariates is suggested that is root-n asymptotically normal and
efficient.

        KW  - treatment effect
KW  - evaluation
KW  - matching
KW  - unobserved heterogeneity
KW  - instrumental variables
KW  - LATE
        ER  -