Heckman, J J; Tobias, Justin; Vytlacil, Ed

Review of Economics and Statistics Vol. 85 (2003): 748-755.

This note derives simply computed closed-form expressions for the Average
Treatment Effect (ATE), the effect of Treatment on the Treated (TT), the
Local Average Treatment Effect (LATE) and Marginal Treatment Effect (MTE) in
a latent variable framework for both normal and non-normal models.
Asymptotic standard errors for versions of these parameters which average
over observed characteristics are also obtained. The performances of the
derived estimators are also evaluated in several Monte Carlo experiments
under correct and misspecification.