@TechReport{iza:izadps:dp9428, author={Fricke, Hans and Frölich, Markus and Huber, Martin and Lechner, Michael}, title={Endogeneity and Non-Response Bias in Treatment Evaluation: Nonparametric Identification of Causal Effects by Instruments}, year={2015}, month={Oct}, institution={Institute of Labor Economics (IZA)}, address={Bonn}, type={IZA Discussion Paper}, number={9428}, url={https://www.iza.org/publications/dp9428}, abstract={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.}, keywords={instrument;weighting;local average treatment effect;attrition;endogeneity;experiment}, }