Sensitivity of the bounds on the ATE in the presence of sample selection

•We provide a method for a sensitivity analysis of the bounds on the ATE from Lee (2009).•Departure from treatment exogeneity is controlled by an interpretable relaxation parameter.•Bounds under relaxed assumptions are formulated as an optimization problem.•We provide implementation code.

This paper reformulates the problem of bounding average treatment effects under sample selection studied in Lee (2009) as an optimization problem. This allows researchers to easily conduct sensitivity analyses of the identifying assumptions while the bounds remain sharp. We provide a mathematical formulation of the problem, replicate the existing analytical results and extend them to a sensitivity analysis.