TY - JOUR
T1 - A test of the selection on observables assumption using a discontinuously distributed covariate
AU - Khalil, Umair
AU - Yıldız, Neşe
N1 - Funding Information:
We would like to thank the editor and the referees for their valuable feedback. We are also extremely grateful to our anonymous associate editor for their thorough and detailed reading of our work. Many of the results of this paper were presented as part of a larger project at 2015 Winter Meetings of the Econometric Society, 2015 IAAE Conference, 2015 Econometric Society World Congress, University of Toronto, UT at Austin, University of Western Ontario, Ohio State University, North Carolina State University, Iowa State University, California Institute of Technology and University of Missouri. We would like to thank participants of those seminars for valuable comments and questions. Neşe Yıldız gratefully acknowledges financial support through The National Science Foundation, United States of America grant SES-1918985 .
Funding Information:
We would like to thank the editor and the referees for their valuable feedback. We are also extremely grateful to our anonymous associate editor for their thorough and detailed reading of our work. Many of the results of this paper were presented as part of a larger project at 2015 Winter Meetings of the Econometric Society, 2015 IAAE Conference, 2015 Econometric Society World Congress, University of Toronto, UT at Austin, University of Western Ontario, Ohio State University, North Carolina State University, Iowa State University, California Institute of Technology and University of Missouri. We would like to thank participants of those seminars for valuable comments and questions. Ne?e Y?ld?z gratefully acknowledges financial support through The National Science Foundation, United States of America grant SES-1918985.
Publisher Copyright:
© 2021
PY - 2022/2
Y1 - 2022/2
N2 - We present a test of the selection on observables assumption that neither requires instruments nor excluded covariates from the structural function. Instead, we rely on the presence of a discontinuously distributed variable among the set of controls. We develop formal testing procedures for a non-parametric additively separable model for binary and finite treatment variables. We also outline a nonparametric nonseparable extension. Our test is easy to implement and should be useful in many empirical settings. Specifically, we employ it to study selection concerns in the estimation of the impact of a nutritional aid program for pregnant women on birth weight.
AB - We present a test of the selection on observables assumption that neither requires instruments nor excluded covariates from the structural function. Instead, we rely on the presence of a discontinuously distributed variable among the set of controls. We develop formal testing procedures for a non-parametric additively separable model for binary and finite treatment variables. We also outline a nonparametric nonseparable extension. Our test is easy to implement and should be useful in many empirical settings. Specifically, we employ it to study selection concerns in the estimation of the impact of a nutritional aid program for pregnant women on birth weight.
KW - Essential heterogeneity
KW - Partial effects
KW - Selection on observables
KW - Testing
UR - http://www.scopus.com/inward/record.url?scp=85120410131&partnerID=8YFLogxK
U2 - 10.1016/j.jeconom.2021.09.018
DO - 10.1016/j.jeconom.2021.09.018
M3 - Article
AN - SCOPUS:85120410131
SN - 0304-4076
VL - 226
SP - 423
EP - 450
JO - Journal of Econometrics
JF - Journal of Econometrics
IS - 2
ER -