Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV

Yanqin Fan, Sang Soo Park

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)


This paper supplements Manski (1990) and Manski and Pepper (2000) and contributes to the literature by introducing the concept of weak IV for the partially identified mean counterfactual outcomes when an instrumental variable (IV) or a monotone instrumental variable (MIV) is available (IV or MIV assumption respectively); developing asymptotically uniformly valid confidence sets for the counterfactual mean outcomes and average treatment effects under the assumptions; correcting biases of estimates of bounds on the counterfactual mean outcomes under the assumptions. We apply the confidence sets to further examining the effect of family intactness on a child's high school graduation originally studied in Manski et al. (1992).

Original languageEnglish
Pages (from-to)45-56
Number of pages12
JournalJournal of Econometrics
Issue numberPART 1
Publication statusPublished - 2014 Jan

Bibliographical note

Funding Information:
The first version of this paper was completed during Fan’s visit to the Forschungsinstitut für Mathematik at the Eidgenössische Technische Hochschule Zürich in November 2007. Fan is grateful to Paul Embrechts for arranging her visit. Park acknowledges financial support from Korea University ’s research grant.


  • Average treatment effect
  • Counterfactual mean outcome
  • Kernel estimation
  • Partial identification

ASJC Scopus subject areas

  • Economics and Econometrics


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