2SLS with multiple treatments

被引：3

作者：

Bhuller, Manudeep ^{[1
,2
,3
,4
]}

Sigstad, Henrik ^{[5
]}

机构：

[1] Univ Oslo, Oslo, Norway

[2] CEPR, London, England

[3] CESifo, Munich, Germany

[4] IZA, Dortmund, Germany

[5] BI Norwegian Business Sch, Oslo, Norway

来源：

JOURNAL OF ECONOMETRICS | 2024年 / 242卷 / 01期

基金：

欧洲研究理事会;

关键词：

Multiple treatments; Monotonicity; Instrumental variables; Two-stage least squares; MODELS; IDENTIFICATION; BOUNDS;

D O I：

10.1016/j.jeconom.2024.105785

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We study what two -stage least squares (2SLS) identifies in models with multiple treatments under treatment effect heterogeneity. Two conditions are shown to be necessary and sufficient for the 2SLS to identify positively weighted sums of agent -specific effects of each treatment: average conditional monotonicity and no cross effects . Our identification analysis allows for any number of treatments, any number of continuous or discrete instruments, and the inclusion of covariates. We provide testable implications and present characterizations of choice behavior implied by our identification conditions.

引用

页数：18

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