Dear All,
I ran a probit model, as the dependent var is binary. As the indep var is likely to be endogenous, I also ran a biprobit (or eprobit) model.
I would like to see how much endogeneity changes (weakens or reinforces) the treatment effect.
Should I compare the marginal effects of the independent var between two models,
or compare the average treatment effects (ATE) or the average treatment effects on the treated (ATET)?
If I use the marginal effect, should the average marginal effect be used rather than the marginal effect at means?
My concern is that a biprobit (or eprobit) model is based on an instrumental variable approach,
which relies on the compliers that change the treatment status according to the instrument.
Thanks,
Kangoh
I ran a probit model, as the dependent var is binary. As the indep var is likely to be endogenous, I also ran a biprobit (or eprobit) model.
I would like to see how much endogeneity changes (weakens or reinforces) the treatment effect.
Should I compare the marginal effects of the independent var between two models,
or compare the average treatment effects (ATE) or the average treatment effects on the treated (ATET)?
If I use the marginal effect, should the average marginal effect be used rather than the marginal effect at means?
My concern is that a biprobit (or eprobit) model is based on an instrumental variable approach,
which relies on the compliers that change the treatment status according to the instrument.
Thanks,
Kangoh
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