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arXiv · 2204.10445

MTE with Misspecification

Julián Martínez-Iriarte·Pietro Emilio Spini
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Abstract

This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and many of its functionals. Yet, we show that, when the propensity score is fully supported on the unit interval, it is still possible to restore identification of the MTE curve and its functionals with an appropriate re-weighting.

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Julián Martínez-Iriarte, Pietro Emilio Spini. 2022-04-22. MTE with Misspecification. https://arxiv.org/abs/2204.10445

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