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Publications [#324320] of Matthew A Masten

Journal Articles

  1. Masten, MA; Torgovitsky, A, Identification of instrumental variable correlated random coefficients models, The Review of Economics and Statistics, vol. 98 no. 5 (December, 2016), pp. 1001-1005, MIT Press - Journals [doi]
    (last updated on 2021/02/26)

    © 2016 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology. We study identification and estimation of the average partial effect in an instrumental variable correlated random coefficients model with continuously distributed endogenous regressors. This model allows treatment effects to be correlated with the level of treatment. The main result shows that the average partial effect is identified by averaging coefficients obtained from a collection of ordinary linear regressions that condition on different realizations of a control function. These control functions can be constructed from binary or discrete instruments, which may affect the endogenous variables heterogeneously. Our results suggest a simple estimator that can be implemented with a companion Stata module.

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