Supplement to "Using Instrumental Variables for Inference about Policy Relevant Treatment Parameters"

This supplemental appendix contains: (i) A derivation of the MTR weights for the class of linear IV estimands; (ii) a discussion of the computational advantages of the Bernstein polynomials; (iii) an analysis of consistency for the estimator developed in Section 3.2; and (iv) a discussion of how to construct the preliminary estimators used in Section 3.2.

Supplemental Authors: 
Mogstad, Magne - University of Chicago
Santos, Andres - University of California - Los Angeles
Torgovitsky, Alexander - University of Chicago
Online Appendix